| Metric | SPY | Strategy |
|---|---|---|
| Risk-Free Rate | 3.52% | 3.52% |
| Time in Market | 34.0% | 67.0% |
| Total Return | 1% | -0% |
| CAGR% (Annual Return) | 193.76% | -27.24% |
| Sharpe | 10.5 | -22.97 |
| RoMaD | - | -156.57 |
| Corr to Benchmark | 1.0 | -0.83 |
| Prob. Sharpe Ratio | - | - |
| Smart Sharpe | 6.06 | -13.26 |
| Sortino | 464.26 | -15.8 |
| Smart Sortino | 268.04 | -9.12 |
| Sortino/√2 | 328.28 | -11.18 |
| Smart Sortino/√2 | 189.53 | -6.45 |
| Omega | 30.76 | 0.0 |
| Max Drawdown | - | -0.17% |
| Longest DD Days | - | - |
| Volatility (ann.) | 6.53% | 1.07% |
| R^2 | 0.7 | 0.7 |
| Information Ratio | -0.66 | -0.66 |
| Calmar | - | -156.57 |
| Skew | 1.73 | 0.32 |
| Kurtosis | - | - |
| Expected Daily% | 0.2% | -0.06% |
| Expected Monthly% | 0.59% | -0.17% |
| Expected Yearly% | 0.59% | -0.17% |
| Daily Value-at-Risk | -0.36% | -0.15% |
| Expected Shortfall (cVaR) | -0.36% | -0.15% |
| MTD | 0.59% | -0.17% |
| 3M | 0.59% | -0.17% |
| 6M | 0.59% | -0.17% |
| YTD | 0.59% | -0.17% |
| 1Y | 0.59% | -0.17% |
| 3Y (ann.) | 193.76% | -27.24% |
| 5Y (ann.) | 193.76% | -27.24% |
| 10Y (ann.) | 193.76% | -27.24% |
| All-time (ann.) | 193.76% | -27.24% |
| Best Day | 0.59% | 0.0% |
| Worst Day | 0.0% | -0.11% |
| Best Month | 0.59% | -0.17% |
| Worst 1-Month Return | 0.59% | -0.17% |
| Best Year | 0.59% | -0.17% |
| Worst Year | 0.59% | -0.17% |
| Avg. Drawdown | - | -0.17% |
| Avg. Drawdown Days | - | - |
| Recovery Factor | - | 1.0 |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | - | -7.09 |
| Annualized Return on Risk Capital | - | -12,166.67% |
| Worst 3-Month Return | - | - |
| Time to Recovery (Days) | 0 | 0 |
| 5th Percentile Tail Loss | 0.0% | -0.11% |
| Time Underwater (Days) | 0 | 2 |
| Percent Positive Months | 100.0 | 0.0 |
| Avg. Up Month | - | - |
| Avg. Down Month | - | - |
| Win Days | 3.0 | 0.0 |
| Loss Days | 0.0 | 3.0 |
| Win Days% | 100.0% | 0.0% |
| Win Month% | 100.0% | 0.0% |
| Win Quarter% | 100.0% | 0.0% |
| Win Year% | 100.0% | 0.0% |
| Beta | - | -0.14 |
| Alpha | - | -0.11 |
| Correlation | - | -83.37% |
| Treynor Ratio | - | 26.93% |
| Year | SPY | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 0.59 | -0.17 | -0.29 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-05 | 2026-01-06 | -0.17 | 2 |
| Parameter | Value |
|---|---|
| symbol | SPY |
| agent_max_model_calls | 200 |
| agent_researcher_model | openai/gpt-6-luna |
| agent_trader_model | openai/gpt-6-luna |
| agent_model_calls | 104 |
| agent_researcher_calls | 52 |
| agent_researcher_cache_hits | 0 |
| agent_researcher_tool_calls | 949 |
| agent_researcher_input_tokens | 9387870 |
| agent_researcher_output_tokens | 101656 |
| agent_researcher_total_tokens | 9489526 |
| agent_researcher_thinking_tokens | 47624 |
| agent_researcher_cached_input_tokens | 8588694 |
| agent_researcher_cache_write_input_tokens | 0 |
| agent_researcher_uncached_input_tokens | 799176 |
| agent_researcher_tool_use_input_tokens | 0 |
| agent_researcher_latency_ms_total | 1535571 |
| agent_researcher_latency_ms_avg | 29530.21 |
| agent_researcher_first_event_latency_ms_avg | 2642.79 |
| agent_researcher_detail_parquet | logs/0dte-plain-v2_2026-09-29_23-32_c9JZhf_agent_detail.parquet |
| agent_trader_calls | 52 |
| agent_trader_cache_hits | 0 |
| agent_trader_tool_calls | 361 |
| agent_trader_input_tokens | 4849828 |
| agent_trader_output_tokens | 54159 |
| agent_trader_total_tokens | 4903987 |
| agent_trader_thinking_tokens | 33310 |
| agent_trader_cached_input_tokens | 4366953 |
| agent_trader_cache_write_input_tokens | 0 |
| agent_trader_uncached_input_tokens | 482875 |
| agent_trader_tool_use_input_tokens | 0 |
| agent_trader_latency_ms_total | 843673 |
| agent_trader_latency_ms_avg | 16224.48 |
| agent_trader_first_event_latency_ms_avg | 2848.88 |
| agent_trader_detail_parquet | logs/0dte-plain-v2_2026-09-29_23-32_c9JZhf_agent_detail.parquet |
| BACKTESTING_DATA_SOURCE | alpaca |