Live vs. expected.
Live tracking started in October 2026. Every month we publish the live result, the range our Monte Carlo simulations expected, and a plain verdict. Bad months included.
Monitored accounts
● RUNNING
Prop-firm evaluation
The portfolio on a funded-trader evaluation, with its risk limits.
Public link soon○ STARTING SOON
Investable index
The portfolio as a public, risk-normalised strategy index.
Coming soonMonthly report
The first full month will be published in early December 2026.
| Month | Live | Expected range (MC 5–95%) | Verdict | Notes |
|---|---|---|---|---|
| First full month: November 2026, published in early December. | ||||
Reference
The backtest we are measured against.
Hypothetical results of the current portfolio, risk sized so that the worst 5% of Monte Carlo runs reach a 10% drawdown. Yearly figures are summed, not compounded.
| Year | Hypothetical return |
|---|---|
| 2016 (Jun–Dec) | +3.8% |
| 2017 | +19.0% |
| 2018 | +12.8% |
| 2019 | +15.3% |
| 2020 | +40.7% |
| 2021 | +23.7% |
| 2022 | +25.9% |
| 2023 | +20.1% |
| 2024 | +30.2% |
| 2025 | +37.4% |
| 2026 (Jan–May) | +1.6% |
Historical drawdown at this risk level: 6.0%. Worst month: −2.9%. Positive months: 93 of 120. These are simulated results prepared with hindsight. Live results will differ, and may be worse.