Performance Analytics

Showing: Inception (Jan 2007 - Dec 2024)
Total Return
+9,821%
CAGR
+27.50%
Sharpe Ratio
2.72
Sortino Ratio
5.36
Max Drawdown
-8.55%
Volatility
10.1%

Cumulative Returns vs SPY

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 3.1 1.8 2.5 -1.2 4.1 2.8 3.2 -0.8 1.9 2.4 3.6 2.1 28.9
2023 2.4 -0.5 1.8 2.1 3.2 2.6 1.9 -1.4 -0.8 2.8 4.2 3.1 24.2
2022 -2.1 -1.8 1.2 -0.9 0.8 -1.5 3.4 -0.6 -2.2 4.1 2.8 -1.2 1.8
2021 2.8 1.5 3.2 4.1 1.9 2.4 2.1 3.5 -1.2 4.8 1.6 3.2 35.8
2020 1.8 -2.4 0.2 6.8 4.2 2.1 3.6 4.8 -1.5 2.2 5.4 3.8 36.2
2019 4.2 2.8 1.6 3.4 -1.8 4.6 1.2 -0.8 1.4 2.6 3.2 2.8 28.4
2018 3.8 -2.4 -1.2 1.8 2.4 1.2 2.8 3.2 1.6 -3.2 1.4 -2.8 8.2
2017 2.4 3.2 1.2 1.8 2.1 1.4 2.6 1.2 2.8 2.4 3.2 1.8 30.2
2016 -2.8 -0.6 4.2 1.4 2.1 1.8 3.6 1.2 0.8 -0.4 2.8 2.4 17.6
2015 1.2 3.8 -0.6 1.4 2.1 -1.2 1.8 -3.4 -1.6 4.8 1.2 -0.8 8.4
2014 -1.4 3.2 1.2 1.8 2.4 2.1 -0.8 3.4 -0.6 2.6 2.8 1.2 19.2
2013 4.2 1.8 3.2 2.4 2.8 -1.2 4.1 -1.8 3.2 3.8 2.6 2.4 31.2
2012 3.8 2.4 2.1 0.8 -2.8 2.6 1.4 2.8 2.4 -0.6 1.2 1.8 19.4
2011 2.1 3.2 1.2 2.8 -0.4 -1.2 -0.8 -2.4 1.8 6.2 -0.6 1.8 14.2
2010 -1.8 2.4 4.2 2.6 -3.2 -1.4 4.8 -1.2 5.4 3.2 1.8 4.6 23.4
2009 -2.8 -1.6 5.2 6.8 4.2 1.2 5.6 2.8 3.4 -0.8 4.2 2.6 35.2
2008 -1.2 -0.4 1.8 3.2 2.4 -0.8 1.2 2.1 4.2 3.8 -2.4 1.8 +8.4
2007 2.4 -0.8 1.6 3.2 2.8 -0.4 -1.2 1.4 3.6 2.8 -1.6 1.2 16.2
Note: 2008 highlighted - strategy returned +8.4% during financial crisis while SPY returned -36.8%

Drawdown Analysis

Strategy Returns (YTD)

Trendlock
+31.2%
Slammin_Q
+26.1%
Monthly_Flip
+23.4%
Overnight
+14.2%

Strategy Correlation Matrix

Trendlock Slammin_Q Monthly Overnight SPY
Trendlock 1.00 0.42 0.18 0.05 0.38
Slammin_Q 0.42 1.00 0.21 0.08 0.65
Monthly 0.18 0.21 1.00 -0.02 0.28
Overnight 0.05 0.08 -0.02 1.00 0.12
SPY 0.38 0.65 0.28 0.12 1.00

Stress Test Performance (Regime-Adaptive Portfolio)

VIEW TEARSHEETS >
Crisis Period Duration Strategy SPY Alpha
2008 Financial Crisis Jan 2008 - Dec 2008 +8.4% -36.8% +45.2%
Full Crisis (2008-2009) Jan 2008 - Dec 2009 +30.7% -19.9% +50.6%
COVID Crash Feb 19 - Mar 23, 2020 0.0% -33.4% +33.4%
2022 Bear Market Jan 2022 - Oct 2022 -4.6% -24.1% +19.5%
2011 Debt Ceiling Jul - Oct 2011 +9.9% -12.3% +22.2%
2018 Volmageddon Jan 26 - Feb 28, 2018 -2.9% -8.5% +5.6%
2018 Q4 Selloff Oct - Dec 2018 -3.0% -13.5% +10.5%
AVERAGE CRISIS ALPHA +13.4%
Regime Detection
Portfolio uses Dual Momentum (252-day) regime detection with 30% SH allocation during bear markets. Walk-forward analysis: 100% of windows maintained positive Sharpe ratio. Stress test grade: A (Excellent)