Model Period Analytics
Is the model's current performance within its normal historical behavior?
Yearly Quarterly Monthly Weekly
Run 1887  |  Through 09/11/2026  |  Updated 09/12/2026 22:38
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Period TEA Return SPY Return Alpha Max DD Trades Win Rate Ending Equity
09/2026 MTD 0.54% -0.36% +0.90% -2.23% 17 35.3% $119,778
08/2026 2.17% 2.68% -0.51% -7.21% 18 33.3% $119,137
07/2026 -7.96% 0.03% -8.00% -8.83% 23 26.1% $116,610
06/2026 2.48% -1.28% +3.76% -14.99% 35 42.9% $126,700
05/2026 22.39% 5.26% +17.13% -10.62% 9 11.1% $123,636
04/2026 22.50% 10.51% +12.00% -9.37% 12 33.3% $101,020
03/2026 -13.96% -5.20% -8.76% -19.40% 25 52.0% $82,463
02/2026 7.89% -0.86% +8.76% -3.85% 17 29.4% $95,838
01/2026 13.64% 1.48% +12.16% -10.19% 19 63.2% $88,826
12/2025 -5.45% -0.22% -5.23% -7.39% 25 32.0% $78,162
11/2025 -3.35% 0.20% -3.55% -9.96% 27 33.3% $82,670
10/2025 5.09% 2.38% +2.70% -7.01% 38 63.2% $85,537
09/2025 18.72% 3.26% +15.46% -3.21% 15 60.0% $81,395
08/2025 2.72% 2.07% +0.66% -5.88% 21 38.1% $68,563
07/2025 10.50% 2.30% +8.20% -4.31% 19 57.9% $66,745
06/2025 23.34% 4.83% +18.51% -4.89% 12 50.0% $60,403
05/2025 4.33% 6.28% -1.96% -4.02% 6 16.7% $48,974
04/2025 -1.39% -0.87% -0.52% -3.35% 5 80.0% $46,944
03/2025 9.66% -5.86% +15.51% -4.14% 8 62.5% $47,605
02/2025 9.10% -1.27% +10.37% -9.18% 18 50.0% $43,412
01/2025 8.21% 2.69% +5.52% -8.53% 15 26.7% $39,791
12/2024 -2.08% -2.73% +0.65% -8.14% 17 35.3% $36,773
11/2024 6.62% 5.96% +0.66% -5.69% 14 57.1% $37,554
10/2024 0.79% -0.89% +1.68% -7.62% 15 40.0% $35,221
09/2024 -3.78% 1.79% -5.57% -7.51% 11 54.5% $34,945
08/2024 1.28% 2.34% -1.05% -4.63% 6 66.7% $36,318
07/2024 -1.25% 1.21% -2.46% -5.93% 13 46.2% $35,859
06/2024 7.38% 3.20% +4.18% -3.07% 12 25.0% $36,313
05/2024 37.01% 5.06% +31.95% -3.02% 23 56.5% $33,818
04/2024 -11.52% -4.03% -7.49% -12.49% 24 29.2% $24,683
03/2024 -8.25% 2.95% -11.20% -12.30% 9 55.6% $27,897
02/2024 20.14% 5.22% +14.92% -8.73% 12 75.0% $30,405
01/2024 2.00% 1.59% +0.41% -7.65% 11 81.8% $25,308
12/2023 11.63% 4.14% +7.49% -3.37% 3 100.0% $24,811
11/2023 20.88% 9.13% +11.75% -1.92% 3 66.7% $22,226
10/2023 -3.12% -2.17% -0.95% -5.47% 19 42.1% $18,386
09/2023 -4.02% -5.08% +1.05% -6.43% 14 64.3% $18,979
08/2023 -6.53% -1.63% -4.91% -13.36% 16 43.8% $19,774
07/2023 9.26% 3.27% +5.98% -8.47% 9 77.8% $21,157
06/2023 9.66% 6.09% +3.58% -6.11% 5 40.0% $19,364
05/2023 6.19% 0.46% +5.73% -5.32% 8 50.0% $17,658
04/2023 0.05% 1.60% -1.54% -4.14% 6 83.3% $16,629
03/2023 0.22% 3.31% -3.09% -10.15% 17 41.2% $16,620
02/2023 -4.79% -2.51% -2.27% -10.49% 9 55.6% $16,583
01/2023 0.44% 6.29% -5.85% -4.13% 3 33.3% $17,417
12/2022 -1.61% -6.19% +4.58% -6.65% 8 25.0% $17,340
11/2022 -1.43% 5.56% -6.99% -6.31% 12 58.3% $17,624
10/2022 20.32% 8.13% +12.19% -6.20% 16 62.5% $17,880
09/2022 -12.40% -9.62% -2.79% -17.01% 15 0.0% $14,860
08/2022 2.82% -4.08% +6.90% -4.77% 8 75.0% $16,964
07/2022 4.47% 9.21% -4.74% -4.50% 12 33.3% $16,500
06/2022 -4.06% -8.64% +4.58% -5.10% 6 83.3% $15,794
05/2022 8.55% 0.23% +8.32% -3.11% 4 50.0% $16,463
04/2022 -4.65% -8.78% +4.13% -8.69% 12 41.7% $15,167
03/2022 4.58% 3.44% +1.14% -4.89% 6 66.7% $15,905
02/2022 5.41% -2.95% +8.36% -3.29% 3 33.3% $15,209
01/2022 -3.81% -5.27% +1.46% -4.74% 15 40.0% $14,428