Backtested Performance

Jan 2018 – Jan 2026 (partial) • S&P 500 Stocks • 2% Position Sizing • 2x Leverage

24.77%
CAGR
vs SPY: 13.17%
1.09
Sharpe Ratio
85% better risk-adjusted
-19.6%
Max Drawdown
vs SPY: -33.4%

$1M Investment Growth

$5.67M
Systematic Contrarian Equities
+466.7% Total Return
$2.57M
SPY (Buy & Hold)
+157.1% Total Return
Outperformed by $3.1M
41% less severe drawdowns

Performance vs Market Benchmarks (2018–2026)

Full comparison against unleveraged and leveraged market exposure

Metric Our Strategy SPY (1×) SPY (2×)
CAGR 24.77% 13.17% 23.45%
Max Drawdown −19.56% −33.40% −57.71%
Volatility (annualized) 18.46% 16.78% 33.96%
Sharpe Ratio (monthly) 1.09 0.59 0.68
Total Return +466.7% +157.1% +394.1%

Note: SPY (2×) shown as a theoretical leveraged benchmark. Strategy equity is based on realized PnL only; SPY is mark-to-market. The strategy delivers similar returns to 2× SPY with 66% lower volatility and 66% smaller drawdowns.

Year-by-Year Performance

Year SC Equities SPY Difference Winner
2018 -4.77% -7.16% +2.39 pp ✓ SC Equities
2019 +35.76% +30.66% +5.10 pp ✓ SC Equities
2020 +59.22% +15.15% +44.07 pp ✓ SC Equities
2021 +44.33% +28.65% +15.68 pp ✓ SC Equities
2022 ⭐ +8.38% -19.79% +28.2 pp ✓✓ 💎 BEST YEAR
2023 +20.25% +24.77% -4.52 pp ✗ SPY
2024 +40.22% +24.13% +16.09 pp ✓ SC Equities
2025 +1.96% +16.50% -14.54 pp ✗ SPY
2026 (Partial)* +2.38% +1.42% +0.96 pp ✓ SC Equities
Average (CAGR) 24.77% 13.17% +11.60 pp advantage

💡 Key Insight: Downside Protection

Systematic Contrarian Equities outperformed in 7 out of 9 years. The strategy's biggest advantage came in 2022's bear market (+28.2 pp advantage), demonstrating exceptional downside protection when capital preservation mattered most. While SPY fell -19.79%, we stayed positive at +8.38%.

Equity Growth: Strategy vs SPY (1×) vs SPY (2×)

Visual comparison showing how $1M grows across different approaches over 8 years

Equity Growth Comparison: Strategy vs SPY 1x vs SPY 2x

Key insight: The strategy compounds capital through selective exposure, while leveraged SPY experiences large drawdowns during market stress. Our approach delivers similar returns to 2× SPY ($5.67M vs $4.94M final value) but with dramatically smoother growth and 66% smaller peak drawdown.

Risk Is Managed — Not Eliminated

Drawdowns are a function of realized losses only. Unrealized volatility is not smoothed or hidden.

Our Strategy

-19.6%
Worst historical drawdown

SPY (1×)

-33.4%
41% more severe

SPY (2×)

-57.7%
3× more severe

Key insight: The strategy delivers similar returns to 2× leveraged SPY (24.77% vs 23.45% CAGR) but with dramatically lower drawdowns (-19.6% vs -57.7%). This demonstrates capital efficiency through selective exposure, not permanent leverage.

Important Performance Disclosures

  • Backtested results ≠ future results. Past performance does not guarantee future returns.
  • • All results shown are simulated using historical data with STEP PnL methodology (Signal-To-Execution-Point).
  • • Real trading involves slippage, commissions, and execution risk not fully captured in backtests.
  • • Leverage amplifies both gains and losses. 2x leverage means 2x exposure to market movements.
  • • Results assume reinvestment of all returns and no withdrawals during the period.
  • • Individual results may vary based on account size, entry timing, and market conditions.

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