| Metric | SPY | Strategy |
|---|---|---|
| Risk-Free Rate | 3.58% | 3.58% |
| Time in Market | 64.0% | 69.0% |
| Total Return | 0% | 1% |
| CAGR% (Annual Return) | 3.78% | 11.59% |
| Sharpe | 0.06 | 0.78 |
| RoMaD | 1.5 | 7.2 |
| Corr to Benchmark | 1.0 | -0.06 |
| Prob. Sharpe Ratio | 47.1% | 54.12% |
| Smart Sharpe | 0.05 | 0.74 |
| Sortino | 0.07 | 1.13 |
| Smart Sortino | 0.07 | 1.07 |
| Sortino/√2 | 0.05 | 0.8 |
| Smart Sortino/√2 | 0.05 | 0.76 |
| Omega | 1.01 | 1.14 |
| Max Drawdown | -2.53% | -1.61% |
| Longest DD Days | 10 | 5 |
| Volatility (ann.) | 11.94% | 9.35% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 1.5 | 7.2 |
| Skew | -1.69 | -0.38 |
| Kurtosis | 6.46 | 2.18 |
| Expected Daily% | 0.01% | 0.03% |
| Expected Monthly% | 0.18% | 0.54% |
| Expected Yearly% | 0.18% | 0.54% |
| Daily Value-at-Risk | -1.02% | -0.78% |
| Expected Shortfall (cVaR) | -2.04% | -1.24% |
| MTD | 0.18% | 0.54% |
| 3M | 0.18% | 0.54% |
| 6M | 0.18% | 0.54% |
| YTD | 0.18% | 0.54% |
| 1Y | 0.18% | 0.54% |
| 3Y (ann.) | 3.78% | 11.59% |
| 5Y (ann.) | 3.78% | 11.59% |
| 10Y (ann.) | 3.78% | 11.59% |
| All-time (ann.) | 3.78% | 11.59% |
| Best Day | 1.15% | 1.02% |
| Worst Day | -2.04% | -1.24% |
| Best Month | 0.18% | 0.54% |
| Worst 1-Month Return | 0.18% | 0.54% |
| Best Year | 0.18% | 0.54% |
| Worst Year | 0.18% | 0.54% |
| Avg. Drawdown | -1.43% | -0.87% |
| Avg. Drawdown Days | 6 | 3 |
| Recovery Factor | 0.09 | 0.35 |
| Ulcer Index | 0.01 | 0.01 |
| Serenity Index | -1.06 | -1.52 |
| Annualized Return on Risk Capital | 139.18% | 646.49% |
| Worst 3-Month Return | - | - |
| Time to Recovery (Days) | 2 | 1 |
| 5th Percentile Tail Loss | -0.65% | -0.67% |
| Time Underwater (Days) | 12 | 9 |
| Percent Positive Months | 100.0 | 100.0 |
| Avg. Up Month | 0.18% | 0.54% |
| 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 | - | -0.05 |
| Alpha | - | 0.11 |
| Correlation | - | -6.19% |
| Treynor Ratio | - | 62.77% |
| Year | SPY | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 0.18 | 0.54 | 2.96 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-20 | 2026-01-22 | -1.61 | 3 |
| 2026-01-07 | 2026-01-11 | -0.92 | 5 |
| 2026-01-15 | 2026-01-15 | -0.09 | 1 |
| Parameter | Value |
|---|---|
| watchlist | ['AAPL', 'MSFT', 'JPM', 'BAC', 'XOM', 'CVX', 'PFE', 'INTC', 'F', 'KO'] |
| 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 | 376 |
| agent_researcher_input_tokens | 3248543 |
| agent_researcher_output_tokens | 66102 |
| agent_researcher_total_tokens | 3314645 |
| agent_researcher_thinking_tokens | 36754 |
| agent_researcher_cached_input_tokens | 2615185 |
| agent_researcher_cache_write_input_tokens | 0 |
| agent_researcher_uncached_input_tokens | 633358 |
| agent_researcher_tool_use_input_tokens | 0 |
| agent_researcher_latency_ms_total | 646888 |
| agent_researcher_latency_ms_avg | 49760.62 |
| agent_researcher_first_event_latency_ms_avg | 2813.0 |
| agent_researcher_detail_parquet | logs/insider-plain_2026-09-29_22-55_Xkomlx_agent_detail.parquet |
| agent_trader_calls | 13 |
| agent_trader_cache_hits | 0 |
| agent_trader_tool_calls | 315 |
| agent_trader_input_tokens | 3924480 |
| agent_trader_output_tokens | 60173 |
| agent_trader_total_tokens | 3984653 |
| agent_trader_thinking_tokens | 43007 |
| agent_trader_cached_input_tokens | 3628771 |
| agent_trader_cache_write_input_tokens | 0 |
| agent_trader_uncached_input_tokens | 295709 |
| agent_trader_tool_use_input_tokens | 0 |
| agent_trader_latency_ms_total | 733825 |
| agent_trader_latency_ms_avg | 56448.08 |
| agent_trader_first_event_latency_ms_avg | 4648.69 |
| agent_trader_detail_parquet | logs/insider-plain_2026-09-29_22-55_Xkomlx_agent_detail.parquet |
| BACKTESTING_DATA_SOURCE | yahoo |