3

3: E5/X6 ROC 40 EMA 25 T20 Control

OR daily breakout control; E5/X6; ROC100 >=40% OR EMA100 slope >=25%; T20 close-only dual trail; RVOL>1; SPY>SMA100; 20 positions x5%; no ranking.

3: E5/X6 ROC 40 EMA 25 T20 Control · Shared on Sep 9, 2026 · 2082 closed trades

1 Month
-0.21%
YTD
+20.14%
1 Year
+26.74%
Total
+2068.16%
CAGR
+12.21%

Performance

Deposit-adjusted time-weighted return vs SPY

+2068.16%
Total return
3: E5/X6 ROC 40 EMA 25 T20 Control
SPY

Monthly Returns

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026
+0.6%
-0.5%
-1.6%
+8.0%
+14%
+9.0%
-12%
+2.9%
+0.4%
+20%
2025
+4.6%
-2.7%
-3.7%
-5.7%
-0.5%
+5.8%
+7.8%
+1.6%
+5.9%
+7.8%
-6.2%
+2.8%
+17%
2024
+0.8%
+8.9%
+6.6%
-2.6%
+3.4%
-0.7%
+0.6%
+2.0%
+0.8%
+1.5%
+12%
-9.2%
+25%
2023
+3.4%
+1.1%
-2.1%
-4.7%
+5.7%
+6.9%
+4.0%
-8.9%
-4.9%
-1.5%
-0.0%
+5.4%
+3.1%
2022
-13%
+2.8%
-1.9%
+1.6%
+5.3%
-3.8%
-0.0%
+4.1%
-6.6%
+2.6%
+3.2%
-3.6%
-10%
2021
+0.8%
+7.4%
+5.2%
+4.5%
+0.8%
+3.4%
-3.2%
+3.5%
-4.2%
+4.2%
+1.9%
+0.1%
+27%
2020
-0.0%
-1.4%
-4.4%
+0.0%
-0.2%
+4.7%
+22%
+6.8%
-8.6%
+0.9%
+8.2%
+9.3%
+40%
2019
0.0%
+0.5%
-6.0%
-2.0%
-1.7%
+4.1%
+7.5%
+1.8%
-12%
+3.2%
+5.5%
+1.0%
+0.3%
2018
+10%
-1.8%
-2.1%
+4.6%
+8.3%
-0.4%
-1.5%
+7.1%
+5.0%
-16%
-0.6%
0.0%
+11%
2017
+2.3%
+2.2%
-2.9%
+2.4%
+0.0%
-1.5%
+1.6%
+4.5%
-1.1%
+5.1%
-1.0%
+1.7%
+14%
2016
-7.3%
+0.3%
-0.1%
+11%
-8.2%
+7.1%
+9.0%
-7.2%
+4.8%
-3.8%
+9.6%
+1.3%
+15%
2015
+2.1%
+4.0%
+4.9%
-5.1%
+4.9%
-3.2%
+6.6%
-7.4%
-1.9%
-1.3%
-0.7%
-6.8%
-5.0%
2014
+27%
+7.6%
-3.7%
-5.0%
+2.3%
+9.1%
-3.7%
+12%
-8.4%
-5.4%
+6.7%
+5.7%
+47%
2013
+8.4%
+0.4%
+5.4%
+1.4%
+4.9%
+2.4%
+11%
+1.5%
+9.5%
+0.8%
+2.1%
+3.1%
+63%
2012
+5.8%
+5.4%
+1.1%
-0.9%
-3.5%
+0.5%
-0.8%
-0.4%
+0.9%
-2.0%
-2.3%
+0.2%
+3.6%
2011
+0.0%
+6.3%
+3.8%
+1.6%
-3.6%
-3.3%
+0.1%
-8.0%
0.0%
-0.4%
-4.3%
-2.6%
-11%
2010
-6.7%
+4.3%
+8.1%
+5.2%
-15%
-2.3%
+1.1%
-2.1%
+3.4%
+3.3%
+3.6%
-0.2%
+0.6%
2009
0.0%
0.0%
0.0%
-2.9%
+11%
-3.2%
+5.6%
+6.1%
+4.0%
-9.0%
+4.1%
+6.7%
+23%
2008
-8.1%
+0.2%
-1.0%
+0.2%
+2.2%
+0.9%
-7.6%
-0.8%
0.0%
0.0%
0.0%
0.0%
-14%
2007
+1.5%
+0.9%
-0.4%
+8.9%
+14%
+0.1%
-1.2%
-2.5%
+5.8%
+5.0%
-6.5%
-2.1%
+24%
2006
+14%
-4.9%
+6.9%
-1.1%
-7.2%
+0.1%
-0.7%
-1.1%
+2.3%
+4.3%
+3.2%
+2.0%
+17%
2005
-1.2%
+14%
+0.2%
-6.5%
+5.0%
+4.2%
+10%
+1.1%
+8.4%
-5.8%
+3.2%
+1.5%
+37%
2004
-2.5%
+6.4%
+2.9%
-6.2%
-0.3%
+2.6%
-11%
-1.4%
+6.0%
+3.1%
+9.2%
+2.6%
+10%
2003
-1.4%
-1.2%
+1.1%
+3.6%
+12%
-4.1%
+6.8%
+2.2%
-2.8%
+12%
+4.8%
-2.6%
+33%
2002
-5.7%
+1.4%
-0.2%
-1.4%
-2.2%
-1.0%
-0.4%
0.0%
0.0%
0.0%
+4.0%
-9.5%
-15%
2001
+0.2%
+0.1%
-2.2%
0.0%
+0.9%
-1.1%
-1.5%
-3.8%
-1.0%
0.0%
+1.4%
-0.6%
-7.3%
2000
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Avg
+1.3%
+2.3%
+0.5%
+0.3%
+1.9%
+1.3%
+1.9%
+0.5%
+0.2%
+0.3%
+2.3%
+0.3%

Daily Activity

Trade opens and closes over the last 12 months

Sep 2025 – Sep 2026

M
W
F
SepOctNovDecJanFebMarAprMayJunJulAugSep
Less
More

-26.93% Max Drawdown

3: E5/X6 ROC 40 EMA 25 T20 Control Drawdown

Description

OR daily breakout control; E5/X6; ROC100 >=40% OR EMA100 slope >=25%; T20 close-only dual trail; RVOL>1; SPY>SMA100; 20 positions x5%; no ranking.

Portfolio Info

Current Positions0
Avg Trades / Month13.5
Avg Hold Time2.1 months
Last ActiveSep 15, 2026
Start DateJan 3, 2000

Risk Metrics

Sharpe Ratio0.69
Sortino Ratio0.63
Volatility19.3%
Max Drawdown-26.93%
Correlation to S&P 5000.45

Return Statistics

Avg Daily Return+0.05%
Best Day+15.77%
% Green Days48.0%
Longest Win Streak10 days
No open positions
7-day free trial

Track, analyze, and improve your own trading performance

Join 1,300+ active traders using Financial Tech Wiz to log trades, benchmark results, and get AI-powered trading insights.

Cancel anytime. No setup required.

Closed Trades(2082)

SymbolSide
GENlong
LFSTlong
AMDlong
AVTRlong
ANFlong
IBKRlong
ELlong
_CONlong
ALABlong
GSATlong

Returns are time-weighted and adjusted for deposits/withdrawals. Trade stats use closed trades only. Not financial advice.