Detailed strategy track record

Snapshot as of 1 October 2026. One sequential strategy series uses the historical account through 24 May and the public Quantera account from 25 May. Cumulative return compounds rounded monthly results. Maximum drawdown is calculated from the reconstructed daily curve of closed trades, from its previous peak to its subsequent trough; the worst interval was 7 February–7 March 2025. The curve is aligned to monthly returns and is not the equity of a single brokerage account. Deposits and withdrawals are excluded from the trade log.