Strategy Performance (Backtest 2018–2026)

Public live validation is shown via a broker-connected paper account. Real-money accounts are not published publicly.

Key Metrics

24.18%
CAGR
Annualized growth rate over the full test period.
-17.79%
Max Drawdown
Largest peak-to-trough decline in equity during the period.
7,709
Total Trades
Total completed trades in the backtest period.
0.75
Sharpe Ratio
SPY: 0.54
Risk-adjusted return using volatility (higher is better).
1.90
Sortino Ratio
SPY: 0.78
Risk-adjusted return using downside volatility only.

Backtested results (2018–2026). Past performance does not guarantee future results.

$1M Investment Growth

Equity curve — Stratuye Strategy vs SPY benchmarks, backtested 2018–2026
Stratuye Strategy
SPY (1×)
SPY (2×)

Benchmarks shown for context. Strategy exposure is dynamic, not constant leverage.

$5.65M
Stratuye Strategy
+465.47% Total Return
$2.55M
SPY (Buy & Hold)
+154.72% Total Return

Performance Over Time

CAGR is calculated across all years (2018–2026 partial). Expand the table to see the full record.

Year Stratuye Strategy SPY Difference Winner
CAGR 24.18% 12.26% +11.92 pp Stratuye
2024 +40.22% +24.13% +16.09 pp Stratuye
2025 +1.96% +16.50% -14.54 pp SPY
2026 (Partial)* +2.38% +1.42% +0.96 pp Stratuye

* 2026 is year-to-date (partial), not a full calendar year.

Performance vs Market Benchmarks (2018–2026)

Metric Our Strategy SPY SPY 2×
CAGR 24.18% 12.26% 21.48%
Max Drawdown -17.79% -33.49% -57.72%
Volatility (annualized) 27.87% 16.69% 33.39%
Sharpe Ratio 0.75 0.54 0.54
Sortino Ratio 1.90 0.78 0.88
Total Return +465.47% +154.72% +380.68%

SPY 2× (two-times leverage) is shown for reference only.

⚠️ Critical Disclosure: This Is Not a Low-Volatility Strategy

Short-term swings can be significant. If you cannot tolerate drawdowns of 15–20%, do not use this strategy.

Note on Drawdown Reporting

Maximum drawdown is calculated from the equity curve over the full test period.

  • Peak-to-trough on daily closing equity
  • No transaction fees or slippage deducted from backtest results
  • Dividends not included in individual equity returns

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