PnL YTD12.8%
Hit Rate25.2%
Last Date2025-12-03
Equity (Portfolio & Sleeves)
Trailing Performance (last 30 days)
Window: 2025-11-04 → 2025-12-03
Families
| family |
days |
pnl |
sharpe |
| Mogul |
22 |
0.0249 |
1.6270 |
| Groomer |
22 |
-0.0187 |
-1.7588 |
Sleeves
Variants & Horizons
| Variant |
trades |
pnl |
sharpe |
| Byp |
60 |
0.0095 |
0.6490 |
| Base |
28 |
0.0055 |
0.9645 |
| Cal |
14 |
-0.0088 |
-3.1609 |
| H |
days |
pnl |
sharpe |
| 3 |
21 |
-0.0052 |
-0.3370 |
| 5 |
21 |
0.0271 |
3.5118 |
| 7 |
22 |
-0.0432 |
-5.6852 |
| 10 |
22 |
0.0129 |
2.1949 |
| 15 |
22 |
0.0146 |
2.5994 |
Instrument
| instrument |
days |
pnl |
sharpe |
| GOLD |
22 |
0.009 |
1.208 |
| EUR |
19 |
0.007 |
2.547 |
| VIX |
22 |
0.003 |
0.215 |
| SP500 |
22 |
0.001 |
0.082 |
| US10 |
5 |
0.000 |
2.879 |
| US2 |
22 |
-0.000 |
-0.902 |
| JPY |
22 |
-0.004 |
-1.510 |
| NASDAQ |
22 |
-0.009 |
-1.265 |
Open Positions (Net by Sleeve × Instrument)
| sleeve_code |
asset_class |
instrument |
net_side |
n_long |
n_short |
n_net |
pnl_net |
| Groomer — Fast |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0003 |
| Groomer — Fast |
Volatility |
VIX |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0040 |
| Groomer — Medium |
Precious Metals |
GOLD |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0005 |
| Groomer — Medium |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0008 |
| Groomer — Medium |
Rates |
US10 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0001 |
| Groomer — Slow |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0013 |
| Groomer — Slow |
Equities |
NASDAQ |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0044 |
| Groomer — Slow |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0022 |
| Mogul — Fast |
Precious Metals |
GOLD |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0033 |
| Mogul — Fast |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0006 |
| Mogul — Fast |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0001 |
| Mogul — Medium |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0001 |
| Mogul — Slow |
Rates |
US2 |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0002 |
| Mogul — Slow |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0222 |
Top Trades
Closed window: 2025-09-05 → 2025-12-03
Open - Best & Worst
| sleeve |
instr |
side |
H |
Var |
entry |
pnl |
| Groomer — Slow |
NASDAQ |
Net Long |
15 |
Base |
2025-11-20 |
0.004369 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-12-01 |
0.003956 |
| Mogul — Fast |
GOLD |
Net Short |
5 |
Byp |
2025-12-01 |
0.003254 |
| Groomer — Slow |
SP500 |
Net Long |
15 |
Base |
2025-11-19 |
0.002152 |
| Mogul — Slow |
GOLD |
Net Long |
15 |
Byp |
2025-12-02 |
0.000915 |
| Groomer — Slow |
VIX |
Net Short |
15 |
Cal |
2025-11-28 |
0.000863 |
| Groomer — Medium |
GOLD |
Net Long |
10 |
Base |
2025-11-25 |
0.000469 |
| Mogul — Slow |
US2 |
Net Short |
15 |
Byp |
2025-11-24 |
0.000209 |
| Groomer — Medium |
US10 |
Net Long |
10 |
Base |
2025-12-01 |
0.000089 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-12-02 |
-0.000051 |
| sleeve |
instr |
side |
H |
Var |
entry |
pnl |
| Mogul — Slow |
VIX |
Net Long |
15 |
Byp |
2025-11-24 |
-0.022165 |
| Groomer — Slow |
VIX |
Net Long |
15 |
Cal |
2025-11-24 |
-0.005265 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Byp |
2025-11-26 |
-0.001501 |
| Groomer — Slow |
JPY |
Net Short |
15 |
Cal |
2025-11-27 |
-0.001281 |
| Groomer — Medium |
JPY |
Net Short |
10 |
Cal |
2025-11-27 |
-0.000782 |
| Mogul — Fast |
JPY |
Net Short |
3 |
Byp |
2025-12-01 |
-0.000619 |
| Groomer — Fast |
JPY |
Net Short |
3 |
Base |
2025-12-02 |
-0.000304 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-12-02 |
-0.000051 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-12-02 |
-0.000051 |
| Groomer — Medium |
US10 |
Net Long |
10 |
Base |
2025-12-01 |
0.000089 |
Closed - Best & Worst
| sleeve |
instr |
side |
H |
Var |
entry |
exit |
pnl |
| Mogul — Slow |
GOLD |
Net Long |
15 |
Byp |
2025-10-02 |
2025-10-17 |
0.023674 |
| Groomer — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-15 |
2025-10-22 |
0.014459 |
| Groomer — Fast |
VIX |
Net Long |
5 |
Byp |
2025-10-16 |
2025-10-21 |
0.014402 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-10-20 |
2025-10-23 |
0.008702 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-20 |
2025-10-27 |
0.008702 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-10-24 |
2025-10-27 |
0.008590 |
| Mogul — Fast |
VIX |
Net Long |
3 |
Byp |
2025-10-28 |
2025-10-31 |
0.008429 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-28 |
2025-11-04 |
0.008429 |
| Mogul — Slow |
VIX |
Net Long |
15 |
Byp |
2025-10-01 |
2025-10-16 |
0.007090 |
| Mogul — Medium |
VIX |
Net Long |
7 |
Byp |
2025-10-01 |
2025-10-08 |
0.007090 |
| sleeve |
instr |
side |
H |
Var |
entry |
exit |
pnl |
| Mogul — Fast |
GOLD |
Net Short |
5 |
Byp |
2025-10-07 |
2025-10-12 |
-0.012603 |
| Groomer — Fast |
GOLD |
Net Long |
5 |
Byp |
2025-10-16 |
2025-10-21 |
-0.012189 |
| Mogul — Fast |
VIX |
Net Short |
5 |
Byp |
2025-10-07 |
2025-10-12 |
-0.010335 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-10-28 |
2025-10-31 |
-0.008990 |
| Mogul — Fast |
EUR |
Net Long |
3 |
Byp |
2025-10-06 |
2025-10-09 |
-0.004827 |
| Groomer — Fast |
VIX |
Net Short |
3 |
Byp |
2025-11-03 |
2025-11-06 |
-0.004000 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Base |
2025-10-17 |
2025-11-01 |
-0.003697 |
| Mogul — Slow |
GOLD |
Net Short |
15 |
Byp |
2025-10-01 |
2025-10-16 |
-0.003449 |
| Groomer — Fast |
GOLD |
Net Long |
3 |
Base |
2025-10-23 |
2025-10-26 |
-0.002851 |
| Mogul — Fast |
JPY |
Net Short |
3 |
Byp |
2025-10-14 |
2025-10-17 |
-0.002617 |
Heatmaps
P&L vs Entry-Probability Quantiles (no bypass), window 2025-09-05–2025-12-03
Sleeve × pT-quantile
Asset Class × pT-quantile
Long/Short Crosstabs
Sleeve × Side
Asset Class × Side
