Base Only
0.88%
Sharpe ratio: 0.62
Win rate: 52.27%
Breakdown: Win 23 / Lose 21 / Flat 0
Performance
Performance
View: All
Performance disclosure for promotion, comparing base-only and base+meta monthly returns, Sharpe ratio, and cumulative results across all tickers.
Loaded at: --
2026-06-30T00:46:28.635973+00:00
Ticker
N225
Base + Meta
0.95%
Sharpe ratio: 0.77
Win rate: 53.66%
Breakdown: Win 22 / Lose 19 / Flat 3
Monthly Return
| Month | Base Only (%) | Base + Meta (%) |
|---|---|---|
| 2025-07 | 2.44% | 2.44% |
| 2025-08 | 2.25% | 2.25% |
| 2025-09 | -2.43% | -2.43% |
| 2025-10 | 5.90% | 4.22% |
| 2025-11 | -5.63% | -4.41% |
| 2025-12 | -6.67% | -5.43% |
| 2026-01 | -1.70% | -1.70% |
| 2026-02 | 8.26% | 8.26% |
| 2026-03 | 2.43% | 2.43% |
| 2026-04 | 3.90% | 3.90% |
Cumulative Performance (%)
Range:
Ticker
DJI
Base Only
1.92%
Sharpe ratio: 2.68
Win rate: 56.44%
Breakdown: Win 92 / Lose 71 / Flat 26
Base + Meta
0.32%
Sharpe ratio: 1.33
Win rate: 57.69%
Breakdown: Win 15 / Lose 11 / Flat 163
Monthly Return
| Month | Base Only (%) | Base + Meta (%) |
|---|---|---|
| 2025-06 | 0.17% | 0.00% |
| 2025-07 | -2.38% | 0.00% |
| 2025-08 | 2.71% | 1.03% |
| 2025-09 | 1.65% | 0.32% |
| 2025-10 | -0.92% | 0.78% |
| 2025-11 | 3.52% | -1.08% |
| 2025-12 | 0.94% | -0.36% |
| 2026-01 | 3.65% | 0.00% |
| 2026-02 | 4.34% | 0.51% |
| 2026-03 | 5.51% | 2.01% |
Cumulative Performance (%)
Range:
Ticker
GSPC
Base Only
-0.07%
Sharpe ratio: -0.13
Win rate: 48.60%
Breakdown: Win 52 / Lose 55 / Flat 82
Base + Meta
-0.00%
Sharpe ratio: -1.10
Win rate: 0.00%
Breakdown: Win 0 / Lose 1 / Flat 188
Monthly Return
| Month | Base Only (%) | Base + Meta (%) |
|---|---|---|
| 2025-06 | 0.19% | 0.00% |
| 2025-07 | -1.95% | 0.00% |
| 2025-08 | 3.81% | 0.00% |
| 2025-09 | 0.44% | 0.00% |
| 2025-10 | -1.64% | 0.00% |
| 2025-11 | -1.67% | 0.00% |
| 2025-12 | -1.05% | 0.00% |
| 2026-01 | 0.65% | -0.02% |
| 2026-02 | -2.07% | 0.00% |
| 2026-03 | 2.56% | 0.00% |
Cumulative Performance (%)
Range:
Ticker
IXIC
Base Only
1.30%
Sharpe ratio: 0.99
Win rate: 49.43%
Breakdown: Win 87 / Lose 89 / Flat 13
Base + Meta
-0.41%
Sharpe ratio: -0.61
Win rate: 46.88%
Breakdown: Win 15 / Lose 17 / Flat 157
Monthly Return
| Month | Base Only (%) | Base + Meta (%) |
|---|---|---|
| 2025-06 | -0.05% | 0.00% |
| 2025-07 | -0.48% | 0.00% |
| 2025-08 | 8.43% | 0.96% |
| 2025-09 | 0.02% | 0.36% |
| 2025-10 | 6.07% | 0.60% |
| 2025-11 | 3.24% | -1.02% |
| 2025-12 | 1.15% | 2.18% |
| 2026-01 | -1.07% | -1.63% |
| 2026-02 | 3.96% | 0.76% |
| 2026-03 | -8.24% | -6.29% |
Cumulative Performance (%)
Range:
Ticker
RUT
Base Only
1.48%
Sharpe ratio: 1.36
Win rate: 55.03%
Breakdown: Win 104 / Lose 85 / Flat 0
Base + Meta
0.50%
Sharpe ratio: 0.86
Win rate: 65.38%
Breakdown: Win 34 / Lose 18 / Flat 137
Monthly Return
| Month | Base Only (%) | Base + Meta (%) |
|---|---|---|
| 2025-06 | -0.13% | 0.00% |
| 2025-07 | -0.43% | -2.74% |
| 2025-08 | 5.80% | 1.33% |
| 2025-09 | 2.94% | 2.80% |
| 2025-10 | -0.75% | -1.10% |
| 2025-11 | 9.37% | 2.99% |
| 2025-12 | -2.00% | -1.07% |
| 2026-01 | -0.64% | 1.52% |
| 2026-02 | -2.34% | -1.29% |
| 2026-03 | 3.00% | 2.58% |
Cumulative Performance (%)
Range: