15 years. All of it.
Every year of tick-level backtest, not just the good ones. Worst-case first. You read the table, you decide.
Legend: green = profitable month · red = losing month · grey = not yet published
Year-over-year roll-up
15 years · hypothetical| Year | Annual P&L | Best Month | Worst Month | Losing Months |
|---|---|---|---|---|
| 2024 | +$222.4K | +$43.8K | -$11.0K | 2 / 12 |
| 2023 | — | — | — | — |
| 2022 | — | — | — | — |
| 2021 | — | — | — | — |
| 2020 | — | — | — | — |
| 2019 | — | — | — | — |
| 2018 | — | — | — | — |
| 2017 | — | — | — | — |
| 2016 | — | — | — | — |
| 2015 | — | — | — | — |
| 2014 | — | — | — | — |
| 2013 | — | — | — | — |
| 2012 | — | — | — | — |
| 2011 | — | — | — | — |
| 2010 | — | — | — | — |
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN ACTUALLY EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.