Annual Return ⓘ

72.72%

Total Return ⓘ

2%

Max Drawdown ⓘ

-0.92%

RoMaD ⓘ

79.02

Longest DD Days ⓘ

6

Sharpe ⓘ

4.25

Sortino ⓘ

8.35

Key Performance Metrics

Metric	SPY	Strategy
Risk-Free Rate	3.56%	3.56%
Time in Market	67.0%	75.0%

Total Return	1%	2%
CAGR% (Annual Return)	24.3%	72.72%

Sharpe	2.59	4.25
RoMaD	35.19	79.02
Corr to Benchmark	1.0	-0.03
Prob. Sharpe Ratio	67.18%	76.54%
Smart Sharpe	1.38	2.26
Sortino	4.73	8.35
Smart Sortino	2.51	4.44
Sortino/√2	3.35	5.9
Smart Sortino/√2	1.78	3.14
Omega	1.5	2.07

Max Drawdown	-0.69%	-0.92%
Longest DD Days	3	6
Volatility (ann.)	6.41%	11.11%
R^2	0.0	0.0
Information Ratio	0.12	0.12
Calmar	35.19	79.02
Skew	0.45	0.62
Kurtosis	0.14	2.1

Expected Daily%	0.05%	0.14%
Expected Monthly%	0.66%	1.66%
Expected Yearly%	0.66%	1.66%
Daily Value-at-Risk	-0.5%	-0.82%
Expected Shortfall (cVaR)	-0.5%	-0.92%

MTD	0.66%	1.66%
3M	0.66%	1.66%
6M	0.66%	1.66%
YTD	0.66%	1.66%
1Y	0.66%	1.66%
3Y (ann.)	24.3%	72.72%
5Y (ann.)	24.3%	72.72%
10Y (ann.)	24.3%	72.72%
All-time (ann.)	24.3%	72.72%

Best Day	0.66%	1.45%
Worst Day	-0.49%	-0.92%
Best Month	0.66%	1.66%
Worst 1-Month Return	0.66%	1.66%
Best Year	0.66%	1.66%
Worst Year	0.66%	1.66%

Avg. Drawdown	-0.51%	-0.69%
Avg. Drawdown Days	2	4
Recovery Factor	0.96	1.81
Ulcer Index	0.0	0.0
Serenity Index	-4.9	-3.17
Annualized Return on Risk Capital	2,895.24%	5,484.79%
Worst 3-Month Return	-	-
Time to Recovery (Days)	1	2
5th Percentile Tail Loss	-0.4%	-0.64%
Time Underwater (Days)	5	9
Percent Positive Months	100.0	100.0

Avg. Up Month	0.66%	1.66%
Avg. Down Month	-	-
Win Days	6.0	6.67
Loss Days	6.0	5.33
Win Days%	50.0%	55.56%
Win Month%	100.0%	100.0%
Win Quarter%	100.0%	100.0%
Win Year%	100.0%	100.0%

Beta	-	-0.06
Alpha	-	0.52
Correlation	-	-3.48%
Treynor Ratio	-	31.43%

EOY Returns vs Benchmark

Year	SPY	Strategy	Multiplier	Won
2026	0.66	1.66	2.53	+

Worst 10 Drawdowns

Started	Recovered	Drawdown	Days
2026-01-13	2026-01-15	-0.92	3
2026-01-06	2026-01-11	-0.46	6

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	['AAPL', 'MSFT', 'GOOGL', 'COST', 'V', 'MA', 'KO', 'AXP', 'JPM', 'PG']
agent_max_model_calls	160
agent_researcher_model	openai/gpt-6-luna
agent_skeptic_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	309
agent_researcher_input_tokens	1666217
agent_researcher_output_tokens	45314
agent_researcher_total_tokens	1711531
agent_researcher_thinking_tokens	26080
agent_researcher_cached_input_tokens	1329550
agent_researcher_cache_write_input_tokens	0
agent_researcher_uncached_input_tokens	336667
agent_researcher_tool_use_input_tokens	0
agent_researcher_latency_ms_total	440750
agent_researcher_latency_ms_avg	48972.22
agent_researcher_first_event_latency_ms_avg	3593.22
agent_researcher_detail_parquet	logs/buffett-plain_2026-09-29_22-55_E6pcU9_agent_detail.parquet
agent_skeptic_calls	9
agent_skeptic_cache_hits	0
agent_skeptic_tool_calls	164
agent_skeptic_input_tokens	1243654
agent_skeptic_output_tokens	27639
agent_skeptic_total_tokens	1271293
agent_skeptic_thinking_tokens	13556
agent_skeptic_cached_input_tokens	1057210
agent_skeptic_cache_write_input_tokens	0
agent_skeptic_uncached_input_tokens	186444
agent_skeptic_tool_use_input_tokens	0
agent_skeptic_latency_ms_total	322533
agent_skeptic_latency_ms_avg	35837.0
agent_skeptic_first_event_latency_ms_avg	2953.89
agent_skeptic_detail_parquet	logs/buffett-plain_2026-09-29_22-55_E6pcU9_agent_detail.parquet
agent_trader_calls	9
agent_trader_cache_hits	0
agent_trader_tool_calls	114
agent_trader_input_tokens	1480602
agent_trader_output_tokens	20977
agent_trader_total_tokens	1501579
agent_trader_thinking_tokens	14229
agent_trader_cached_input_tokens	1377145
agent_trader_cache_write_input_tokens	0
agent_trader_uncached_input_tokens	103457
agent_trader_tool_use_input_tokens	0
agent_trader_latency_ms_total	312848
agent_trader_latency_ms_avg	34760.89
agent_trader_first_event_latency_ms_avg	4288.78
agent_trader_detail_parquet	logs/buffett-plain_2026-09-29_22-55_E6pcU9_agent_detail.parquet
BACKTESTING_DATA_SOURCE	yahoo

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

Benchmark is SPY | LumiBot 4.6.3 | DataSource yahoo | Backtest time 17:59 | Generated by QuantStats (Lumiwealth Version) (v.1.1.5)

72.72%

2%

-0.92%

79.02

6

4.25

8.35

Key Performance Metrics

EOY Returns vs Benchmark

Worst 10 Drawdowns

Parameters Used

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

Benchmark is SPY | LumiBot 4.6.3 | DataSource yahoo | Backtest time 17:59 | Generated by QuantStats (Lumiwealth Version) (v.1.1.5)

72.72%

2%

-0.92%

79.02

6

4.25

8.35

Key Performance Metrics

EOY Returns vs Benchmark

Worst 10 Drawdowns

Parameters Used

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