Base Only
1.48%
Sharpe ratio: 1.36
Win rate: 55.03%
Breakdown: Win 104 / Lose 85 / Flat 0
Performance
Performance
View: RUT
Performance disclosure for promotion, comparing base-only and base+meta monthly returns, Sharpe ratio, and cumulative results across all tickers.
Loaded at: --
2026-06-30T01:50:42.258342+00:00
Ticker
RUT
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: