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PnL YTD-4.9%

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	0.0628	2.8340
Mogul	22	-0.2415	-6.0448

Sleeves

Sleeve	days	pnl	sharpe
Groomer — Slow	22	0.0565	13.0030
Groomer — Fast	22	0.0410	2.9831
Mogul — Fast	22	0.0104	0.5889
Groomer — Medium	22	-0.0346	-2.4867
Mogul — Slow	22	-0.1169	-6.7242
Mogul — Medium	22	-0.1350	-8.5290

Variants & Horizons

Variant	trades	pnl	sharpe
Cal	31	0.0461	10.3498
Base	75	0.0215	4.1946
Byp	146	-0.2462	-5.6417

H	days	pnl	sharpe
3	22	-0.0023	-0.1530
5	22	0.0537	8.2070
7	22	-0.1849	-8.6083
10	22	0.0153	1.3336
15	22	-0.0604	-3.2824

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
SOYBEAN	21	0.003	0.734
US2	22	0.001	2.804
CORN	21	0.001	0.273
US10	16	0.000	0.594
CRUDE	11	-0.006	-1.949
SILVER	22	-0.020	-1.648
VIX	22	-0.072	-6.931
NATGAS	22	-0.184	-4.870

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	Energy	NATGAS	Net Short	0.0000	1.0000	-1.0000	-0.0300
Groomer — Fast	Precious Metals	SILVER	Net Long	1.0000	0.0000	1.0000	0.0004
Groomer — Fast	Ags	SOYBEAN	Net Short	0.0000	1.0000	-1.0000	-0.0002
Groomer — Fast	Equities	SP500	Net Long	1.0000	0.0000	1.0000	0.0004
Groomer — Medium	Ags	CORN	Net Short	0.0000	1.0000	-1.0000	-0.0001
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	Precious Metals	SILVER	Net Long	1.0000	0.0000	1.0000	0.0011
Groomer — Medium	Ags	SOYBEAN	Net Short	0.0000	1.0000	-1.0000	0.0022
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	Precious Metals	SILVER	Net Long	1.0000	0.0000	1.0000	0.0122
Groomer — Slow	Ags	SOYBEAN	Net Short	0.0000	1.0000	-1.0000	0.0016
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	Ags	CORN	Net Short	0.0000	1.0000	-1.0000	-0.0020
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	Energy	NATGAS	Net Long	1.0000	0.0000	1.0000	0.0300
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	Ags	CORN	Net Short	0.0000	1.0000	-1.0000	-0.0000
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	Precious Metals	SILVER	Net Short	0.0000	1.0000	-1.0000	-0.0176
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	Precious Metals	SILVER	Net Short	0.0000	1.0000	-1.0000	-0.0208
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
Mogul — Fast	NATGAS	Net Long	3	Byp	2025-12-22	0.030034
Mogul — Medium	NATGAS	Net Long	7	Byp	2025-12-16	0.023210
Groomer — Slow	GOLD	Net Long	15	Byp	2025-12-12	0.013344
Groomer — Slow	SILVER	Net Long	15	Cal	2025-12-08	0.012237
Groomer — Fast	GOLD	Net Long	5	Byp	2025-12-18	0.010579
Groomer — Slow	NATGAS	Net Short	15	Cal	2025-12-08	0.005803
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

sleeve	instr	side	H	Var	entry	pnl
Mogul — Slow	NATGAS	Net Long	15	Byp	2025-12-08	-0.041937
Groomer — Fast	NATGAS	Net Short	3	Byp	2025-12-22	-0.030034
Mogul — Slow	SILVER	Net Short	15	Byp	2025-12-17	-0.020829
Mogul — Slow	VIX	Net Long	15	Byp	2025-12-10	-0.020591
Mogul — Medium	SILVER	Net Short	7	Byp	2025-12-19	-0.017640
Mogul — Medium	VIX	Net Long	7	Byp	2025-12-18	-0.016773
Mogul — Slow	NATGAS	Net Short	15	Byp	2025-12-17	-0.012093
Mogul — Medium	NATGAS	Net Short	7	Byp	2025-12-17	-0.012093
Groomer — Slow	NATGAS	Net Long	15	Cal	2025-12-08	-0.002023
Mogul — Fast	CORN	Net Short	5	Byp	2025-12-18	-0.001962

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
Mogul — Slow	SILVER	Net Long	15	Byp	2025-10-02	2025-10-17	0.016618
Mogul — Slow	SOYBEAN	Net Long	15	Byp	2025-10-10	2025-10-25	0.015380
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 — Slow	NATGAS	Net Short	15	Byp	2025-10-01	2025-10-16	0.012940
Mogul — Medium	NATGAS	Net Short	10	Byp	2025-10-01	2025-10-11	0.012940
Mogul — Fast	NATGAS	Net Long	3	Byp	2025-12-16	2025-12-19	0.012580
Mogul — Medium	NATGAS	Net Long	7	Byp	2025-10-16	2025-10-23	0.010315
Mogul — Slow	NATGAS	Net Long	15	Byp	2025-10-08	2025-10-23	0.009931

sleeve	instr	side	H	Var	entry	exit	pnl
Mogul — Slow	NATGAS	Net Short	15	Byp	2025-10-17	2025-11-01	-0.037297
Mogul — Medium	NATGAS	Net Short	10	Byp	2025-10-17	2025-10-27	-0.025907
Mogul — Fast	NATGAS	Net Short	3	Byp	2025-10-17	2025-10-20	-0.024228
Mogul — Medium	NATGAS	Net Long	7	Byp	2025-10-08	2025-10-15	-0.019874
Mogul — Fast	NATGAS	Net Long	3	Byp	2025-10-09	2025-10-12	-0.017604
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

Heatmaps

P&L vs Entry-Probability Quantiles (no bypass), window 2025-09-25–2025-12-23

PnL sleeve vs prob quantiles — Sleeve × pT-quantile

PnL asset vs prob quantiles — Asset Class × pT-quantile

Long/Short Crosstabs