Performance & Methodology

Complete transparency on how we measure, track, and report strategy performance.

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Methodology

All performance metrics are calculated using R-based measurements. Each trade is sized relative to a predefined risk unit (R), allowing for consistent comparison across different market conditions and position sizes.

Performance is tracked using a systematic approach that measures:

  • Win rate and loss rate
  • Average R multiple per winning trade
  • Average R multiple per losing trade
  • Overall expectancy (expected value per trade)
  • Maximum drawdown in R units
  • Risk-adjusted returns

Assumptions

Performance data assumes:

  • Consistent execution of all signals meeting criteria
  • Strict adherence to stop placement rules
  • No slippage or execution delays
  • Equal position sizing based on R units
  • No emotional overrides or discretionary modifications

Actual results may vary based on execution quality, market conditions, and individual discipline.

R-Based Performance Metrics

All metrics are calculated using R-based measurements. See the Performance Statistics section above for detailed calculations.

Transparency Philosophy

We believe in complete transparency about how we measure performance. This includes:

  • Showing both winning and losing trades
  • Reporting drawdowns honestly
  • Explaining methodology clearly
  • Providing context for performance periods
  • Being upfront about limitations and assumptions

Our goal is not to impress with cherry-picked results, but to demonstrate a consistent, measurable process that can be understood, evaluated, and improved over time.

Important Disclaimers

Past performance does not guarantee future results. Trading involves substantial risk of loss.

The performance data presented is for educational and informational purposes only. It is not a guarantee of future performance and should not be considered as investment advice.

Individual results will vary based on execution, market conditions, position sizing, and adherence to the framework. Always trade with capital you can afford to lose.

This framework is designed for educational purposes. Consult with a qualified financial advisor before making any trading decisions.