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 62.65%
Sharpe 1.78
Max DD -27.64%
CAR/DD 2.27
Profit Factor 1.57
Exposure 43.04%
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% | -0.5% | 8.2% | 3.4% | -13.1% | -2.3% | 2.0% | 3.6% | -5.3% | -5.4% |
| 2007 | -5.7% | -0.6% | 0.3% | 7.0% | -4.0% | -2.3% | 9.6% | 6.1% | 5.1% | 7.2% | -16.0% | 14.6% | 19.1% |
| 2008 | -3.3% | -3.1% | 16.3% | 2.6% | 3.2% | -5.3% | -11.2% | 10.2% | -7.2% | 25.1% | 5.8% | 44.4% | 89.7% |
| 2009 | 10.5% | 11.6% | 35.4% | 2.6% | 7.8% | 7.2% | 21.9% | 3.5% | 2.6% | 10.3% | 8.3% | 0.9% | 209.2% |
| 2010 | 4.5% | 7.9% | 15.0% | 2.6% | 2.6% | 17.3% | 11.4% | -1.0% | 14.6% | 6.0% | -10.4% | 1.1% | 94.3% |
| 2011 | 5.6% | 5.6% | -15.0% | -3.9% | -0.7% | 16.5% | 7.9% | 19.6% | 28.0% | 15.6% | 3.3% | -10.9% | 85.2% |
| 2012 | 6.4% | 11.9% | -1.8% | 10.0% | -10.3% | 5.6% | 5.8% | 0.3% | -3.6% | -0.8% | 0.6% | 0.9% | 25.5% |
| 2013 | -5.6% | -5.3% | -9.6% | 6.0% | 7.4% | -2.1% | -2.5% | -6.3% | 3.1% | 14.0% | -1.2% | -3.2% | -7.6% |
| 2014 | -3.9% | 15.6% | -3.7% | 2.0% | 9.0% | 5.7% | -0.7% | 6.3% | -3.0% | 22.6% | 8.4% | 3.4% | 76.7% |
| 2015 | 6.6% | 11.4% | 0.0% | 1.9% | 6.0% | 0.7% | 4.9% | 1.9% | -2.6% | 8.1% | 4.4% | 4.7% | 58.5% |
| 2016 | 8.7% | 14.5% | 4.7% | 0.8% | 6.2% | -3.6% | 13.1% | 1.3% | -6.0% | -5.0% | -1.2% | 4.0% | 41.7% |
| 2017 | 9.2% | 8.0% | -0.2% | 1.6% | 5.8% | 2.4% | 10.1% | 1.6% | -6.5% | -1.2% | 1.2% | 0.0% | 35.4% |
| 2018 | 14.5% | 6.3% | 15.1% | 0.1% | -2.7% | 7.3% | 8.3% | 4.7% | -8.3% | -4.2% | 8.5% | 8.2% | 71.5% |
| 2019 | -1.1% | 2.8% | 3.9% | 10.9% | 1.4% | 7.9% | 8.5% | -8.8% | 0.5% | 11.7% | 7.8% | 2.9% | 57.8% |
| 2020 | 3.9% | 10.1% | -4.8% | 10.5% | 8.6% | 11.1% | 12.8% | 22.2% | 19.9% | -2.4% | 11.1% | 3.5% | 169.9% |
| 2021 | 6.9% | 13.8% | -2.3% | 7.6% | 9.5% | 2.9% | 1.6% | 3.2% | -3.1% | 18.9% | 3.6% | 13.1% | 104.0% |
| 2022 | 4.9% | -1.6% | -0.2% | 1.4% | 10.4% | -1.7% | 30.9% | 9.1% | 8.7% | 7.1% | 0.7% | 5.7% | 100.5% |
| 2023 | 7.1% | -4.9% | 19.6% | -1.7% | 3.9% | 3.3% | -0.8% | 13.2% | -7.3% | 2.6% | 19.1% | 8.5% | 77.3% |
| 2024 | 6.4% | -0.9% | -2.3% | -6.3% | 8.4% | 11.8% | 0.7% | 13.5% | -0.9% | -10.7% | -2.9% | 13.5% | 30.3% |
| 2025 | -7.2% | 4.9% | 0.3% | 5.1% | 9.5% | 2.3% | 4.1% | -4.7% | 11.8% | -3.3% | 7.7% | -4.1% | 27.3% |
| 2026 | 5.9% | 2.3% | -5.9% | 24.3% | 8.3% | - | - | - | - | - | - | - | 37.4% |