Performance
Backtested results
Both strategies below have only been live a few months — not enough history yet to be meaningful. The numbers shown here are backtested results using the exact parameters currently running live. The one exception is the live 0DTE curve near the bottom of the page; full live track records will replace the backtests once there’s enough history to matter.
Leveraged ETF Strategy
Growth of $100 invested at the start of the backtest, monthly resolution.
| Metric | Strategy | SPY Buy & Hold |
|---|---|---|
| Total Return | +349.9% | +225.3% |
| Max Drawdown | 17.7% | 34.1% |
| Sharpe Ratio | 0.84 | 0.56 |
The gap between the two lines in the chart above is the edge: rotating into a non-correlated asset during high-volatility periods, rather than sitting in cash, outperforms buy-and-hold on both return and drawdown. A walk-forward test (expanding window, one year out-of-sample at a time) confirms the edge holds up in 6 of 7 test years.
0DTE SPX Strategy
As a defined-risk, high-cadence income strategy, dollar P&L depends heavily on position sizing, so it’s left out here on purpose. The two visuals below tell the more honest story: a consistent win rate, and the actual shape of outcomes behind it.
Frequent small wins cluster tightly on the right, with a thin tail of larger losses on the left when a defined-risk position gets fully breached. That asymmetric shape — high win rate, occasional larger loss, capped by design — is the actual signature of this strategy.
Actual Results So Far
A few weeks of real trading isn’t enough to draw conclusions from, but here it is anyway — index of cumulative P&L since go-live, including one of the worst days the strategy’s structure can produce.
Backtests are simulations based on historical data and don’t account for slippage, fills, or execution quality the way live trading does — actual results have differed and will continue to differ from backtested results. Past performance, simulated or live, is not indicative of future results.