Annual Return ⓘ

-26.34%

Total Return ⓘ

-1%

Max Drawdown ⓘ

-0.92%

RoMaD ⓘ

-28.74

Longest DD Days ⓘ

1

Sharpe ⓘ

-6.21

Sortino ⓘ

-6.14

Key Performance Metrics

Metric	SPY	Strategy
Risk-Free Rate	3.56%	3.56%
Time in Market	67.0%	9.0%

Total Return	1%	-1%
CAGR% (Annual Return)	24.3%	-26.34%

Sharpe	2.59	-6.21
RoMaD	35.19	-28.74
Corr to Benchmark	1.0	-0.2
Prob. Sharpe Ratio	67.18%	1.23%
Smart Sharpe	-	-
Sortino	4.73	-6.14
Smart Sortino	-	-
Sortino/√2	3.35	-4.34
Smart Sortino/√2	-	-
Omega	1.5	0.0

Max Drawdown	-0.69%	-0.92%
Longest DD Days	3	1
Volatility (ann.)	6.41%	5.05%
R^2	0.04	0.04
Information Ratio	-0.28	-0.28
Calmar	35.19	-28.74
Skew	0.45	-3.46
Kurtosis	0.14	12.0

Expected Daily%	0.05%	-0.08%
Expected Monthly%	0.66%	-0.92%
Expected Yearly%	0.66%	-0.92%
Daily Value-at-Risk	-0.5%	-0.51%
Expected Shortfall (cVaR)	-0.5%	-0.92%

MTD	0.66%	-0.92%
3M	0.66%	-0.92%
6M	0.66%	-0.92%
YTD	0.66%	-0.92%
1Y	0.66%	-0.92%
3Y (ann.)	24.3%	-26.34%
5Y (ann.)	24.3%	-26.34%
10Y (ann.)	24.3%	-26.34%
All-time (ann.)	24.3%	-26.34%

Best Day	0.66%	0.0%
Worst Day	-0.49%	-0.92%
Best Month	0.66%	-0.92%
Worst 1-Month Return	0.66%	-0.92%
Best Year	0.66%	-0.92%
Worst Year	0.66%	-0.92%

Avg. Drawdown	-0.51%	-0.92%
Avg. Drawdown Days	2	1
Recovery Factor	0.96	1.0
Ulcer Index	0.0	0.0
Serenity Index	-4.9	-4.67
Annualized Return on Risk Capital	2,895.24%	-3,041.67%
Worst 3-Month Return	-	-
Time to Recovery (Days)	1	0
5th Percentile Tail Loss	-0.4%	-0.41%
Time Underwater (Days)	5	1
Percent Positive Months	100.0	0.0

Avg. Up Month	-	-
Avg. Down Month	-	-
Win Days	6.0	0.0
Loss Days	6.0	12.0
Win Days%	50.0%	0.0%
Win Month%	100.0%	0.0%
Win Quarter%	100.0%	0.0%
Win Year%	100.0%	0.0%

Beta	-	-0.16
Alpha	-	-0.25
Correlation	-	-20.38%
Treynor Ratio	-	27.84%

EOY Returns vs Benchmark

Year	SPY	Strategy	Multiplier	Won
2026	0.66	-0.92	-1.39	-

Worst 10 Drawdowns

Started	Recovered	Drawdown	Days
2026-01-15	2026-01-15	-0.92	1

Disclaimer: This report is for informational purposes only and should not be considered as investment advice. Past performance is not indicative of future results.

Parameters Used

Parameter	Value
universe	['GOOGL', 'CMG', 'HLT', 'QSR', 'UBER', 'CP', 'LOW', 'MDLZ', 'BKNG', 'MSFT']
agent_max_model_calls	160
agent_researcher_model	openai/gpt-6-luna
agent_short_seller_model	openai/gpt-6-luna
agent_trader_model	openai/gpt-6-luna
agent_model_calls	27
agent_researcher_calls	9
agent_researcher_cache_hits	0
agent_researcher_tool_calls	239
agent_researcher_input_tokens	1171614
agent_researcher_output_tokens	39849
agent_researcher_total_tokens	1211463
agent_researcher_thinking_tokens	23686
agent_researcher_cached_input_tokens	891498
agent_researcher_cache_write_input_tokens	0
agent_researcher_uncached_input_tokens	280116
agent_researcher_tool_use_input_tokens	0
agent_researcher_latency_ms_total	384733
agent_researcher_latency_ms_avg	42748.11
agent_researcher_first_event_latency_ms_avg	2741.67
agent_researcher_detail_parquet	logs/ackman-plain_2026-09-29_22-55_rrk4AI_agent_detail.parquet
agent_short_seller_calls	9
agent_short_seller_cache_hits	0
agent_short_seller_tool_calls	190
agent_short_seller_input_tokens	1167586
agent_short_seller_output_tokens	33829
agent_short_seller_total_tokens	1201415
agent_short_seller_thinking_tokens	16767
agent_short_seller_cached_input_tokens	972681
agent_short_seller_cache_write_input_tokens	0
agent_short_seller_uncached_input_tokens	194905
agent_short_seller_tool_use_input_tokens	0
agent_short_seller_latency_ms_total	365917
agent_short_seller_latency_ms_avg	40657.44
agent_short_seller_first_event_latency_ms_avg	3974.89
agent_short_seller_detail_parquet	logs/ackman-plain_2026-09-29_22-55_rrk4AI_agent_detail.parquet
agent_trader_calls	9
agent_trader_cache_hits	0
agent_trader_tool_calls	153
agent_trader_input_tokens	1620081
agent_trader_output_tokens	35361
agent_trader_total_tokens	1655442
agent_trader_thinking_tokens	26237
agent_trader_cached_input_tokens	1513131
agent_trader_cache_write_input_tokens	0
agent_trader_uncached_input_tokens	106950
agent_trader_tool_use_input_tokens	0
agent_trader_latency_ms_total	391012
agent_trader_latency_ms_avg	43445.78
agent_trader_first_event_latency_ms_avg	4406.33
agent_trader_detail_parquet	logs/ackman-plain_2026-09-29_22-55_rrk4AI_agent_detail.parquet
BACKTESTING_DATA_SOURCE	yahoo

ackman-plain Compared to SPY
4 Jan, 2026 - 15 Jan, 2026

Benchmark is SPY | LumiBot 4.6.3 | DataSource yahoo | Backtest time 19:04 | Generated by QuantStats (Lumiwealth Version) (v.1.1.5)

-26.34%

-1%

-0.92%

-28.74

1

-6.21

-6.14

Key Performance Metrics

EOY Returns vs Benchmark

Worst 10 Drawdowns

Parameters Used

ackman-plain Compared to SPY 4 Jan, 2026 - 15 Jan, 2026

Benchmark is SPY | LumiBot 4.6.3 | DataSource yahoo | Backtest time 19:04 | Generated by QuantStats (Lumiwealth Version) (v.1.1.5)

-26.34%

-1%

-0.92%

-28.74

1

-6.21

-6.14

Key Performance Metrics

EOY Returns vs Benchmark

Worst 10 Drawdowns

Parameters Used

ackman-plain Compared to SPY
4 Jan, 2026 - 15 Jan, 2026