| Metric | SPY | Strategy |
|---|---|---|
| Risk-Free Rate | 3.58% | 3.58% |
| Time in Market | 64.0% | 69.0% |
| Total Return | 0% | 0% |
| CAGR% (Annual Return) | 3.78% | 1.52% |
| Sharpe | 0.06 | -0.68 |
| RoMaD | 1.5 | 2.68 |
| Corr to Benchmark | 1.0 | -0.42 |
| Prob. Sharpe Ratio | 47.1% | 48.28% |
| Smart Sharpe | 0.05 | -0.65 |
| Sortino | 0.07 | -0.91 |
| Smart Sortino | 0.07 | -0.87 |
| Sortino/√2 | 0.05 | -0.65 |
| Smart Sortino/√2 | 0.05 | -0.61 |
| Omega | 1.01 | 0.9 |
| Max Drawdown | -2.53% | -0.57% |
| Longest DD Days | 10 | 8 |
| Volatility (ann.) | 11.94% | 3.0% |
| R^2 | 0.18 | 0.18 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 1.5 | 2.68 |
| Skew | -1.69 | -0.5 |
| Kurtosis | 6.46 | 0.84 |
| Expected Daily% | 0.01% | 0.0% |
| Expected Monthly% | 0.18% | 0.07% |
| Expected Yearly% | 0.18% | 0.07% |
| Daily Value-at-Risk | -1.02% | -0.25% |
| Expected Shortfall (cVaR) | -2.04% | -0.37% |
| MTD | 0.18% | 0.07% |
| 3M | 0.18% | 0.07% |
| 6M | 0.18% | 0.07% |
| YTD | 0.18% | 0.07% |
| 1Y | 0.18% | 0.07% |
| 3Y (ann.) | 3.78% | 1.52% |
| 5Y (ann.) | 3.78% | 1.52% |
| 10Y (ann.) | 3.78% | 1.52% |
| All-time (ann.) | 3.78% | 1.52% |
| Best Day | 1.15% | 0.31% |
| Worst Day | -2.04% | -0.37% |
| Best Month | 0.18% | 0.07% |
| Worst 1-Month Return | 0.18% | 0.07% |
| Best Year | 0.18% | 0.07% |
| Worst Year | 0.18% | 0.07% |
| Avg. Drawdown | -1.43% | -0.29% |
| Avg. Drawdown Days | 6 | 4 |
| Recovery Factor | 0.09 | 0.13 |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | -1.06 | -5.45 |
| Annualized Return on Risk Capital | 139.18% | 251.45% |
| Worst 3-Month Return | - | - |
| Time to Recovery (Days) | 2 | 0 |
| 5th Percentile Tail Loss | -0.65% | -0.25% |
| Time Underwater (Days) | 12 | 13 |
| Percent Positive Months | 100.0 | 100.0 |
| Avg. Up Month | 0.18% | 0.07% |
| Avg. Down Month | - | - |
| Win Days | 9.5 | 10.23 |
| Loss Days | 9.5 | 8.77 |
| Win Days% | 50.0% | 53.85% |
| Win Month% | 100.0% | 100.0% |
| Win Quarter% | 100.0% | 100.0% |
| Win Year% | 100.0% | 100.0% |
| Beta | - | -0.11 |
| Alpha | - | 0.02 |
| Correlation | - | -42.08% |
| Treynor Ratio | - | 33.19% |
| Year | SPY | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 0.18 | 0.07 | 0.40 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-15 | 2026-01-22 | -0.57 | 8 |
| 2026-01-09 | 2026-01-12 | -0.24 | 4 |
| 2026-01-05 | 2026-01-05 | -0.06 | 1 |
| Parameter | Value |
|---|---|
| symbol | SPY |
| agent_max_model_calls | 120 |
| agent_researcher_model | openai/gpt-6-luna |
| agent_trader_model | openai/gpt-6-luna |
| agent_model_calls | 26 |
| agent_researcher_calls | 13 |
| agent_researcher_cache_hits | 0 |
| agent_researcher_tool_calls | 46 |
| agent_researcher_input_tokens | 973883 |
| agent_researcher_output_tokens | 13122 |
| agent_researcher_total_tokens | 987005 |
| agent_researcher_thinking_tokens | 9855 |
| agent_researcher_cached_input_tokens | 894419 |
| agent_researcher_cache_write_input_tokens | 0 |
| agent_researcher_uncached_input_tokens | 79464 |
| agent_researcher_tool_use_input_tokens | 0 |
| agent_researcher_latency_ms_total | 219971 |
| agent_researcher_latency_ms_avg | 16920.85 |
| agent_researcher_first_event_latency_ms_avg | 3873.92 |
| agent_researcher_detail_parquet | logs/fear-greed-plain-v2_2026-09-29_23-19_dvQHWq_agent_detail.parquet |
| agent_trader_calls | 13 |
| agent_trader_cache_hits | 0 |
| agent_trader_tool_calls | 117 |
| agent_trader_input_tokens | 1175040 |
| agent_trader_output_tokens | 16906 |
| agent_trader_total_tokens | 1191946 |
| agent_trader_thinking_tokens | 10162 |
| agent_trader_cached_input_tokens | 1083673 |
| agent_trader_cache_write_input_tokens | 0 |
| agent_trader_uncached_input_tokens | 91367 |
| agent_trader_tool_use_input_tokens | 0 |
| agent_trader_latency_ms_total | 274966 |
| agent_trader_latency_ms_avg | 21151.23 |
| agent_trader_first_event_latency_ms_avg | 3811.54 |
| agent_trader_detail_parquet | logs/fear-greed-plain-v2_2026-09-29_23-19_dvQHWq_agent_detail.parquet |
| BACKTESTING_DATA_SOURCE | yahoo |