4

4: E5/X6 ROC 40 EMA 25 T15

OR daily breakout; E5/X6; ROC100 >=40% OR EMA100 slope >=25%; T15 close-only dual trail; RVOL>1; SPY>SMA100; 20 positions x5%; no ranking.

4: E5/X6 ROC 40 EMA 25 T15 · Shared on Sep 9, 2026 · 2410 closed trades

1 Month
-1.37%
YTD
+18.46%
1 Year
+25.17%
Total
+2137.25%
CAGR
+12.34%

Performance

Deposit-adjusted time-weighted return vs SPY

+2137.25%
Total return
4: E5/X6 ROC 40 EMA 25 T15
SPY

Monthly Returns

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026
+5.0%
-0.1%
-2.9%
+4.7%
+10%
+9.8%
-8.2%
+0.3%
-0.3%
+18%
2025
+3.5%
-5.8%
-7.1%
-3.5%
+0.9%
+8.3%
+8.3%
+1.0%
+2.9%
+5.0%
-2.4%
+1.6%
+12%
2024
+2.8%
+11%
+6.2%
-5.5%
+1.9%
+6.3%
+1.6%
+2.6%
+1.7%
+0.4%
+14%
-4.4%
+44%
2023
+1.8%
+0.0%
-1.1%
-3.1%
+6.6%
+6.9%
+4.5%
-6.2%
-2.1%
-2.1%
+4.4%
+6.2%
+16%
2022
-7.9%
+2.1%
-2.1%
+1.6%
-2.3%
+0.0%
+0.0%
+3.3%
-6.2%
+0.7%
+3.5%
-5.2%
-12%
2021
+1.3%
+7.8%
+1.1%
+4.7%
+1.4%
+1.2%
-3.1%
+1.6%
-4.4%
+6.3%
+2.1%
+2.3%
+24%
2020
-3.5%
-2.4%
-0.8%
+0.0%
-0.2%
+2.7%
+9.5%
+0.9%
-4.8%
-0.0%
+12%
+9.6%
+24%
2019
0.0%
+0.2%
-6.2%
+0.6%
+0.3%
+7.2%
+6.8%
+2.9%
-15%
+0.7%
+6.6%
+0.8%
+2.9%
2018
+6.2%
-2.6%
+0.8%
+0.4%
+6.7%
-0.9%
-1.2%
+6.3%
+1.8%
-14%
0.0%
0.0%
+1.9%
2017
+4.8%
+4.2%
+0.1%
+4.0%
-1.7%
-0.9%
-0.6%
+4.5%
+2.6%
+4.1%
-0.9%
-0.3%
+21%
2016
-7.1%
0.0%
+0.2%
+11%
-9.1%
+2.8%
+5.9%
-4.6%
+5.6%
-4.1%
+8.8%
+0.9%
+8.4%
2015
-0.8%
+5.8%
+4.1%
-3.1%
+1.9%
-0.1%
+1.8%
-9.0%
-0.2%
-0.7%
-1.7%
-4.1%
-6.7%
2014
+27%
+5.0%
-5.0%
-5.2%
+2.9%
+8.2%
-3.6%
+12%
-7.2%
-11%
+5.2%
-1.0%
+24%
2013
+9.8%
+1.2%
+5.9%
+1.5%
+7.2%
-0.3%
+8.3%
-2.1%
+3.7%
+4.0%
+2.9%
+2.1%
+53%
2012
+6.6%
+6.4%
+1.6%
-1.0%
-2.1%
-1.4%
-1.0%
+1.3%
+1.6%
-0.1%
-2.3%
+0.1%
+9.7%
2011
-5.3%
+5.2%
+3.1%
+2.7%
-2.3%
-0.8%
-0.5%
-5.8%
+0.2%
-0.4%
-4.6%
-0.8%
-9.4%
2010
-5.5%
+4.7%
+6.4%
+4.8%
-13%
-2.4%
+0.6%
-1.8%
+3.3%
+2.6%
+1.2%
+3.2%
+2.7%
2009
0.0%
0.0%
0.0%
+1.4%
+7.1%
-3.8%
+6.4%
+5.6%
+3.4%
-7.2%
+2.6%
+6.1%
+22%
2008
-4.3%
+0.2%
-1.0%
+0.2%
+2.1%
+2.3%
-6.5%
-0.4%
0.0%
0.0%
0.0%
0.0%
-7.4%
2007
+3.6%
-0.6%
+2.6%
+9.7%
+14%
+2.1%
-1.7%
-5.7%
+3.9%
+9.0%
-9.1%
-2.8%
+25%
2006
+12%
-3.1%
+7.0%
+0.7%
-6.7%
+0.3%
-0.7%
-1.7%
+0.9%
+2.7%
+3.4%
+3.4%
+19%
2005
-0.8%
+14%
-3.1%
-4.1%
+4.1%
+3.6%
+10%
+2.7%
+6.2%
-6.8%
+1.4%
+0.8%
+30%
2004
+3.1%
+5.9%
+0.8%
-7.0%
-1.1%
+2.6%
-8.7%
-1.8%
+6.0%
+3.0%
+8.2%
+3.7%
+14%
2003
-0.8%
-1.1%
+1.2%
+2.4%
+11%
-5.6%
+7.3%
+4.3%
+0.7%
+9.3%
+4.2%
+1.6%
+39%
2002
-1.7%
+1.3%
-1.9%
-2.4%
+1.2%
-1.6%
-0.5%
0.0%
0.0%
0.0%
+4.0%
-8.8%
-10%
2001
+0.2%
+0.1%
-1.7%
0.0%
+0.2%
+1.1%
+0.4%
-3.4%
-0.8%
0.0%
+1.4%
-0.8%
-3.2%
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
+1.9%
+2.2%
+0.3%
+0.6%
+1.5%
+1.8%
+1.3%
+0.2%
+0.1%
+0.1%
+2.5%
+0.5%

Daily Activity

Trade opens and closes over the last 12 months

Sep 2025 – Sep 2026

M
W
F
SepOctNovDecJanFebMarAprMayJunJulAugSep
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-26.73% Max Drawdown

4: E5/X6 ROC 40 EMA 25 T15 Drawdown

Description

OR daily breakout; E5/X6; ROC100 >=40% OR EMA100 slope >=25%; T15 close-only dual trail; RVOL>1; SPY>SMA100; 20 positions x5%; no ranking.

Portfolio Info

Current Positions0
Avg Trades / Month15.7
Avg Hold Time1.8 months
Last ActiveSep 15, 2026
Start DateJan 3, 2000

Risk Metrics

Sharpe Ratio0.73
Sortino Ratio0.67
Volatility18.0%
Max Drawdown-26.73%
Correlation to S&P 5000.44

Return Statistics

Avg Daily Return+0.05%
Best Day+15.65%
% Green Days47.2%
Longest Win Streak13 days
No open positions
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Closed Trades(2410)

SymbolSide
GENlong
ATKRlong
AMDlong
DELLlong
AVTRlong
ANFlong
FCXlong
CAIlong
_CONlong
APGElong

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