PnL YTD14.9%
Hit Rate18.0%
Last Date2025-12-23
Equity (Portfolio & Sleeves)
Trailing Performance (last 30 days)
Window: 2025-11-24 → 2025-12-23
Families
| family |
days |
pnl |
sharpe |
| Groomer |
22 |
0.0780 |
8.7923 |
| Mogul |
22 |
-0.0567 |
-4.4557 |
Sleeves
Variants & Horizons
| Variant |
trades |
pnl |
sharpe |
| Base |
59 |
0.0169 |
3.7234 |
| Cal |
14 |
0.0092 |
4.4849 |
| Byp |
73 |
-0.0049 |
-0.4249 |
| H |
days |
pnl |
sharpe |
| 3 |
22 |
0.0133 |
1.8852 |
| 5 |
21 |
0.0219 |
5.9854 |
| 7 |
22 |
-0.0411 |
-5.4785 |
| 10 |
22 |
0.0327 |
8.5611 |
| 15 |
22 |
-0.0055 |
-0.8954 |
Instrument
| instrument |
days |
pnl |
sharpe |
| GOLD |
22 |
0.032 |
6.294 |
| SP500 |
19 |
0.024 |
7.860 |
| JPY |
22 |
0.017 |
3.147 |
| EUR |
20 |
0.014 |
7.337 |
| NASDAQ |
20 |
0.011 |
2.160 |
| US2 |
22 |
0.001 |
2.804 |
| US10 |
16 |
0.000 |
0.594 |
| CRUDE |
11 |
-0.006 |
-1.949 |
| VIX |
22 |
-0.072 |
-6.931 |
Open Positions (Net by Sleeve × Instrument)
| sleeve_code |
asset_class |
instrument |
net_side |
n_long |
n_short |
n_net |
pnl_net |
| Groomer — Fast |
FX |
EUR |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0001 |
| Groomer — Fast |
Precious Metals |
GOLD |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0106 |
| Groomer — Fast |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0001 |
| Groomer — Fast |
Equities |
NASDAQ |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0002 |
| Groomer — Fast |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0004 |
| Groomer — Medium |
Precious Metals |
GOLD |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0027 |
| Groomer — Medium |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0034 |
| Groomer — Medium |
Equities |
NASDAQ |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0002 |
| Groomer — Medium |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0026 |
| Groomer — Medium |
Volatility |
VIX |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0016 |
| Groomer — Slow |
FX |
EUR |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0002 |
| Groomer — Slow |
Precious Metals |
GOLD |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0133 |
| Groomer — Slow |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0007 |
| Groomer — Slow |
Equities |
NASDAQ |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0002 |
| Groomer — Slow |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0000 |
| Groomer — Slow |
Volatility |
VIX |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0033 |
| Mogul — Fast |
Energy |
CRUDE |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0004 |
| Mogul — Fast |
FX |
EUR |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0001 |
| Mogul — Fast |
FX |
JPY |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0028 |
| Mogul — Fast |
Rates |
US2 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0000 |
| Mogul — Fast |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0009 |
| Mogul — Medium |
FX |
EUR |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0017 |
| Mogul — Medium |
FX |
JPY |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0006 |
| Mogul — Medium |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0007 |
| Mogul — Medium |
Rates |
US2 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0000 |
| Mogul — Medium |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0168 |
| Mogul — Slow |
Energy |
CRUDE |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0019 |
| Mogul — Slow |
FX |
EUR |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0001 |
| Mogul — Slow |
Precious Metals |
GOLD |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0014 |
| Mogul — Slow |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0005 |
| Mogul — Slow |
Equities |
NASDAQ |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0003 |
| Mogul — Slow |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0002 |
| Mogul — Slow |
Rates |
US10 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0000 |
| Mogul — Slow |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0206 |
Top Trades
Closed window: 2025-09-25 → 2025-12-23
Open - Best & Worst
| sleeve |
instr |
side |
H |
Var |
entry |
pnl |
| Groomer — Slow |
GOLD |
Net Long |
15 |
Byp |
2025-12-12 |
0.013344 |
| Groomer — Fast |
GOLD |
Net Long |
5 |
Byp |
2025-12-18 |
0.010579 |
| Groomer — Medium |
JPY |
Net Short |
7 |
Byp |
2025-12-16 |
0.003446 |
| Groomer — Slow |
VIX |
Net Short |
15 |
Cal |
2025-12-15 |
0.003322 |
| Mogul — Fast |
JPY |
Net Long |
5 |
Byp |
2025-12-19 |
0.002755 |
| Groomer — Medium |
GOLD |
Net Long |
7 |
Byp |
2025-12-22 |
0.002680 |
| Groomer — Medium |
SP500 |
Net Long |
7 |
Base |
2025-12-17 |
0.002619 |
| Mogul — Medium |
EUR |
Net Long |
10 |
Byp |
2025-12-18 |
0.001708 |
| Groomer — Medium |
VIX |
Net Short |
10 |
Cal |
2025-12-17 |
0.001599 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-12-22 |
0.000907 |
| sleeve |
instr |
side |
H |
Var |
entry |
pnl |
| Mogul — Slow |
VIX |
Net Long |
15 |
Byp |
2025-12-10 |
-0.020591 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-12-18 |
-0.016773 |
| Mogul — Slow |
CRUDE |
Net Long |
15 |
Byp |
2025-12-08 |
-0.001921 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Base |
2025-12-16 |
-0.001385 |
| Mogul — Fast |
CRUDE |
Net Short |
3 |
Base |
2025-12-22 |
-0.000357 |
| Groomer — Slow |
NASDAQ |
Net Long |
15 |
Base |
2025-12-11 |
-0.000163 |
| Mogul — Fast |
EUR |
Net Short |
3 |
Base |
2025-12-22 |
-0.000114 |
| Mogul — Slow |
EUR |
Net Short |
15 |
Base |
2025-12-11 |
-0.000102 |
| Mogul — Medium |
US10 |
Net Long |
10 |
Base |
2025-12-19 |
-0.000051 |
| Groomer — Slow |
SP500 |
Net Long |
15 |
Base |
2025-12-11 |
-0.000014 |
Closed - Best & Worst
| sleeve |
instr |
side |
H |
Var |
entry |
exit |
pnl |
| Mogul — Slow |
GOLD |
Net Long |
15 |
Byp |
2025-10-02 |
2025-10-17 |
0.023674 |
| Groomer — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-15 |
2025-10-22 |
0.014459 |
| Groomer — Fast |
VIX |
Net Long |
5 |
Byp |
2025-10-16 |
2025-10-21 |
0.014402 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-10-20 |
2025-10-23 |
0.008702 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-20 |
2025-10-27 |
0.008702 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-10-24 |
2025-10-27 |
0.008590 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-10-28 |
2025-10-31 |
0.008429 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-28 |
2025-11-04 |
0.008429 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-01 |
2025-10-08 |
0.007090 |
| Mogul — Slow |
VIX |
Net Long |
15 |
Byp |
2025-10-01 |
2025-10-16 |
0.007090 |
| sleeve |
instr |
side |
H |
Var |
entry |
exit |
pnl |
| Mogul — Fast |
GOLD |
Net Short |
5 |
Byp |
2025-10-07 |
2025-10-12 |
-0.012603 |
| Groomer — Fast |
GOLD |
Net Long |
5 |
Byp |
2025-10-16 |
2025-10-21 |
-0.012189 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-12-16 |
2025-12-19 |
-0.011170 |
| Mogul — Fast |
VIX |
Net Short |
5 |
Byp |
2025-10-07 |
2025-10-12 |
-0.010335 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-10-28 |
2025-10-31 |
-0.008990 |
| Mogul — Fast |
EUR |
Net Long |
3 |
Byp |
2025-10-06 |
2025-10-09 |
-0.004827 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-11-03 |
2025-11-06 |
-0.004000 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Base |
2025-10-17 |
2025-11-01 |
-0.003697 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Byp |
2025-10-01 |
2025-10-16 |
-0.003449 |
| Groomer — Fast |
GOLD |
Net Long |
3 |
Base |
2025-10-23 |
2025-10-26 |
-0.002851 |
Heatmaps
P&L vs Entry-Probability Quantiles (no bypass), window 2025-09-25–2025-12-23
Sleeve × pT-quantile
Asset Class × pT-quantile
Long/Short Crosstabs
Sleeve × Side
Asset Class × Side
