System Detail
E Positional
Day trading system that uses proprietary signals to identify long-term directional opportunities and manage exposure with a systematic ruleset. This backtest uses 2x leverage.
Tear Sheet
E-Positional
Positional CAGR 57.45%
Sharpe 1.69
Max DD -22.53%
CAR/DD 2.55
Profit Factor 1.46
Exposure 42.47%
Annual return profile
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | - | - | - | 0.0% | -0.8% | 6.8% | 5.3% | -8.9% | -2.3% | 3.1% | 4.8% | -3.4% | 3.5% |
| 2007 | -3.8% | 0.3% | 12.2% | 8.0% | -2.1% | -1.8% | 4.2% | 8.1% | 5.5% | 8.0% | -16.3% | 9.9% | 32.9% |
| 2008 | -2.7% | -10.1% | 14.7% | 5.5% | 3.3% | -0.2% | -14.3% | 14.6% | -11.5% | 23.7% | 14.5% | 10.9% | 49.1% |
| 2009 | 6.2% | 10.3% | 21.0% | 6.9% | 2.5% | 7.6% | 22.1% | 3.2% | 2.6% | 11.5% | 7.8% | 1.6% | 163.8% |
| 2010 | 3.7% | 4.2% | 15.1% | 2.2% | 8.2% | 16.0% | 7.8% | -1.0% | 15.3% | 0.0% | -6.4% | 1.1% | 86.0% |
| 2011 | 5.7% | 4.4% | -7.5% | -4.2% | 1.1% | 10.4% | 6.3% | 12.7% | 17.0% | 12.7% | 4.8% | -9.3% | 63.6% |
| 2012 | 6.3% | 12.7% | -1.9% | 5.6% | -10.1% | 3.9% | 0.9% | 1.4% | -2.7% | -2.2% | 9.5% | 3.4% | 27.6% |
| 2013 | -5.1% | -1.9% | -7.0% | 3.1% | 7.4% | 0.2% | 1.6% | -5.7% | 1.8% | 13.9% | -0.1% | -2.2% | 4.0% |
| 2014 | -6.9% | 16.3% | -3.4% | -1.2% | 10.6% | 5.8% | -0.8% | 6.4% | -5.6% | 21.6% | 8.4% | 2.8% | 63.4% |
| 2015 | 2.7% | 11.6% | 0.7% | 4.9% | -3.3% | 4.0% | 2.4% | 3.3% | 7.6% | 12.0% | 3.8% | -1.9% | 58.0% |
| 2016 | -6.6% | 12.7% | 2.8% | 1.5% | 3.8% | -2.7% | 13.2% | 1.0% | -4.9% | -5.1% | 10.9% | 5.6% | 34.0% |
| 2017 | 9.1% | 8.1% | 0.9% | 5.3% | 5.9% | -0.3% | 10.9% | 2.6% | -4.2% | 4.8% | 1.2% | -0.6% | 52.0% |
| 2018 | 14.7% | 9.7% | 9.9% | 11.1% | -2.2% | 7.2% | 4.9% | 5.1% | -10.8% | -1.5% | 11.1% | 1.8% | 76.4% |
| 2019 | 1.1% | 1.4% | 5.6% | 10.8% | 3.8% | 11.9% | 7.8% | -8.4% | -4.5% | 12.1% | 8.0% | 3.6% | 64.6% |
| 2020 | 3.8% | 10.1% | -13.5% | 9.6% | 8.1% | 10.1% | 18.0% | 21.1% | 19.6% | -6.4% | 11.1% | 3.0% | 136.2% |
| 2021 | 3.8% | 13.4% | -7.4% | 3.3% | 13.2% | 4.5% | 1.6% | 4.8% | -1.3% | 19.4% | 3.1% | 12.1% | 93.4% |
| 2022 | 2.2% | -0.1% | -5.6% | 9.5% | 12.1% | 1.0% | 28.0% | 8.3% | 10.0% | 5.5% | -2.2% | -1.2% | 85.8% |
| 2023 | 2.5% | 0.7% | 20.7% | -2.0% | 6.2% | 3.4% | -0.9% | 2.5% | -3.8% | -4.2% | 19.3% | 8.1% | 61.7% |
| 2024 | 6.6% | -1.2% | -2.6% | -6.0% | 9.9% | 12.1% | 0.2% | 14.1% | -1.4% | -9.4% | -0.6% | 12.7% | 35.8% |
| 2025 | -6.7% | 2.0% | -1.1% | -0.9% | 11.1% | 2.6% | 4.1% | -1.9% | 11.9% | -0.6% | 11.5% | 1.5% | 36.7% |
| 2026 | -1.7% | 2.6% | -4.3% | 23.9% | 8.4% | -1.2% | -0.9% | -3.3% | 1.2% | - | - | - | 24.2% |