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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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Sector Rotation

ActiveStocksMT5

priya.kVerified+·Rotation · weeksView trader

Return 12m

+13.7%

720 days of history

Max drawdown

7.9%

Current 1.2%

Sortino

2.33

Sharpe 1.51 · PSR 0.98

Compliance

22/23

96% of Epochs kept

Risk score

21 · Low

Capacity used

44%

508/1166 seats · $3.5M

Trade analytics

Last 120 closed trades · risk measured at the initial stop

Avg risk / trade

0.54%

median 0.54% · max 0.66%

Avg planned R:R

1 : 1.51

target distance ÷ stop distance

Realized R:R

1 : 1.48

avg win +1.31R · avg loss −0.89R

Expectancy

+0.31R

per trade

SQN

2.69

Good

Kelly fraction

23.2%

optimal f · use ¼–½ in practice

Win rate

54.2%

profit factor 1.75

Consecutive W / L

5 / 5

longest streaks

Largest win / loss

+1.9R / −1.5R

Avg hold

25.2d / 19.3d

winners / losers

Avg MAE / MFE

0.61R / 1.05R

adverse / favorable excursion

Capture ratio

84%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +36.6R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	67	53
Win rate	46%	64%
Expectancy	+0.12R	+0.54R
Total R	+7.8R	+28.8R
Equity PnL	+3.3%	+15.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 21:09	XLK long	0.61%	1:1.4	−0.60R	4.8d
Oct 2, 20:02	XLK long	0.44%	1:1.8	−0.94R	13.7d
Sep 21, 00:48	XLK short	0.64%	1:1.4	−0.61R	28.7d
Sep 21, 05:51	XLK long	0.45%	1:1.6	+1.53R	17.2d
Sep 14, 11:23	XLK long	0.46%	1:1.2	−0.71R	7.8d
Sep 4, 20:05	XLK short	0.51%	1:1.6	+1.39R	13.9d
Sep 4, 02:33	XLK long	0.40%	1:1.4	+1.58R	19.9d
Sep 1, 11:16	XLE long	0.44%	1:1.2	+0.80R	21.3d
Aug 31, 00:19	XLF short	0.61%	1:1.8	−1.03R	27.6d
Aug 28, 16:52	XLE long	0.64%	1:1.6	−0.60R	6.1d
Aug 18, 19:12	XLF long	0.66%	1:1.5	+1.48R	5.2d
Aug 5, 01:46	XLK long	0.54%	1:1.3	−1.00R	7.5d

Performance statistics

Based on 120 trades over 720 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	−0.2%	+1.7%	+3.4%	+0.5%	+2.3%	+13.7%	+28.9%
Followers	−0.2%	+1.7%	+3.4%	+0.4%	+2.3%	+13.6%	+28.7%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+196.2%
Excess vs BTC	−0.6%	+0.7%	−7.9%	−70.7%	−53.4%	−55.8%	−167.4%

Returns

Return 1m: +1.7%
Return 3m: +3.4%
Return 12m: +13.7%
Return since start: +28.9%
CAGR: +13.7%

Risk

Max drawdown: 7.9%
Volatility (ann.): 8.8%
Downside deviation: 5.7%
Ulcer index: 2.35%
VaR / CVaR 95% (daily): 0.67% / 0.90%
VaR / CVaR 99% (daily): 1.09% / 1.37%
Longest time under water: 184 days
Max / avg leverage: 1.8x / 0.8x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 1.51
Sortino: 2.33
Calmar: 1.74
Recovery factor: 3.66
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.23
Gain-to-pain: 0.23

Trades

Trades: 120
Win rate: 58%
Payoff ratio: 1.40
Profit factor: 1.93
Expectancy: 6 bps
Tail ratio: 2.0
Avg holding time: 21.7 d

Consistency

Profitable months: 68%
Equity curve R²: 0.89
Longest losing streak: 7 days
Skew / kurtosis: 0.18 / 4.7
Consistency score: 87/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +11.5%
Correlation / R²: 0.15 / 0.02
Up / down capture: 4% / 1%
Tracking error: 54.3%
Information ratio: -1.05

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.04Correlation0.23

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.62Volatility 90d8.7%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−0.67%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.9%	Mar 31, 2026	Jun 4, 2026	Oct 2, 2026	65 d	120 d
2	−4.4%	Nov 4, 2024	Nov 18, 2024	Mar 7, 2025	14 d	109 d
3	−2.8%	Aug 22, 2025	Sep 10, 2025	Oct 8, 2025	19 d	28 d
4	−2.6%	Feb 26, 2026	Mar 5, 2026	Mar 27, 2026	7 d	22 d
5	−2.1%	Mar 24, 2025	Apr 15, 2025	May 6, 2025	22 d	21 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

57%

49%

51%

60%

53%

44%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure60% of equityPeak64%

Average share of exposure

XLK52% · 25.2%
XLF20% · 9.8%
XLE16% · 7.9%
XLV11% · 5.2%

Performance by instrument

Share of net PnL