Strategies
One strategy per market, the same one shown on the live dashboard, with metrics over the full history. All figures are net of estimated costs and slippage.
| MARKET | RETURN | SHARPE | SORTINO | MAX DD | WIN RATE | PF | TRADES |
|---|---|---|---|---|---|---|---|
| Gold | +44.4% | 1.32 | 2.55 | -3.6% | 35.8% | 1.32 | 1,653 |
| Heating oil | +17.9% | 1.00 | 1.56 | -3.5% | 53.9% | 1.21 | 1,210 |
| TTF natural gas | +73.3% | 0.76 | 0.99 | -24.3% | 58.4% | 1.23 | 1,259 |
| Brent crude oil | +5.2% | 0.66 | 0.86 | -3.9% | 72.5% | 1.11 | 2,450 |
| Nasdaq 100 | +0.0% | 0.56 | 0.73 | -0.0% | 55.4% | 1.10 | 988 |
| RBOB gasoline | +8.4% | 0.45 | 0.57 | -6.4% | 72.9% | 1.08 | 2,748 |
| WTI crude oil | +1.9% | 0.43 | 0.63 | -1.6% | 54.0% | 1.07 | 943 |
| S&P 500 | +0.0% | 0.19 | 0.25 | -0.1% | 56.1% | 1.06 | 310 |
| EUR/USD | +0.0% | — | — | 0.0% | 63.6% | 0.83 | 1,506 |
Besides these markets the dashboard shows 32 proprietary strategies, identified by anonymous codes (ALG-…).
Metric definitions are in the reporting standard; the validation process on the Method page.
Data updated on 2026-10-26 22:07 UTC.