PnL YTD17.6%
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 |
0.0090 |
0.2906 |
| Groomer |
22 |
-0.0053 |
-0.2332 |
Sleeves
Variants & Horizons
| Variant |
trades |
pnl |
sharpe |
| Base |
29 |
0.0040 |
0.6913 |
| Cal |
34 |
0.0018 |
0.2873 |
| Byp |
144 |
-0.0021 |
-0.0667 |
| H |
days |
pnl |
sharpe |
| 3 |
22 |
0.0198 |
0.9449 |
| 5 |
22 |
0.0270 |
3.3671 |
| 7 |
22 |
-0.0799 |
-4.6162 |
| 10 |
22 |
0.0260 |
1.4390 |
| 15 |
22 |
0.0107 |
0.7573 |
Instrument
| instrument |
days |
pnl |
sharpe |
| NATGAS |
22 |
0.013 |
0.523 |
| GOLD |
22 |
0.009 |
1.208 |
| EUR |
19 |
0.007 |
2.547 |
| SOYBEAN |
21 |
0.005 |
0.695 |
| VIX |
22 |
0.003 |
0.215 |
| CORN |
21 |
0.001 |
0.225 |
| 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 |
| SILVER |
22 |
-0.021 |
-2.777 |
Open Positions (Net by Sleeve × Instrument)
| sleeve_code |
asset_class |
instrument |
net_side |
n_long |
n_short |
n_net |
pnl_net |
| Groomer — Fast |
Ags |
CORN |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0025 |
| Groomer — Fast |
FX |
JPY |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0003 |
| Groomer — Fast |
Ags |
SOYBEAN |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0032 |
| Groomer — Fast |
Volatility |
VIX |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0040 |
| Groomer — Medium |
Ags |
CORN |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0001 |
| 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 |
Energy |
NATGAS |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0016 |
| Groomer — Medium |
Ags |
SOYBEAN |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0043 |
| 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 |
Precious Metals |
SILVER |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0099 |
| Groomer — Slow |
Ags |
SOYBEAN |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0005 |
| Groomer — Slow |
Equities |
SP500 |
Net Long |
1.0000 |
0.0000 |
1.0000 |
0.0022 |
| Mogul — Fast |
Ags |
CORN |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0025 |
| 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 |
Precious Metals |
SILVER |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0005 |
| Mogul — Fast |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0001 |
| Mogul — Medium |
Energy |
NATGAS |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0336 |
| Mogul — Medium |
Ags |
SOYBEAN |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0024 |
| Mogul — Medium |
Volatility |
VIX |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0001 |
| Mogul — Slow |
Energy |
NATGAS |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
-0.0228 |
| Mogul — Slow |
Precious Metals |
SILVER |
Net Short |
0.0000 |
1.0000 |
-1.0000 |
0.0029 |
| Mogul — Slow |
Ags |
SOYBEAN |
Net Long |
1.0000 |
0.0000 |
1.0000 |
-0.0016 |
| 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 — Fast |
NATGAS |
Net Long |
3 |
Byp |
2025-12-02 |
0.013280 |
| Groomer — Slow |
SILVER |
Net Long |
15 |
Cal |
2025-11-18 |
0.009895 |
| Groomer — Slow |
NATGAS |
Net Long |
15 |
Cal |
2025-11-18 |
0.004819 |
| 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 |
| Mogul — Slow |
SILVER |
Net Short |
15 |
Byp |
2025-12-01 |
0.002916 |
| Mogul — Fast |
CORN |
Net Short |
5 |
Byp |
2025-12-01 |
0.002454 |
| Groomer — Fast |
CORN |
Net Short |
3 |
Byp |
2025-12-01 |
0.002454 |
| Mogul — Medium |
SOYBEAN |
Net Short |
10 |
Byp |
2025-11-26 |
0.002417 |
| sleeve |
instr |
side |
H |
Var |
entry |
pnl |
| Mogul — Medium |
NATGAS |
Net Short |
10 |
Byp |
2025-11-27 |
-0.033602 |
| Mogul — Slow |
NATGAS |
Net Short |
15 |
Byp |
2025-11-21 |
-0.022800 |
| Mogul — Slow |
VIX |
Net Long |
15 |
Byp |
2025-11-24 |
-0.022165 |
| Groomer — Fast |
NATGAS |
Net Short |
3 |
Byp |
2025-12-02 |
-0.013280 |
| Groomer — Slow |
VIX |
Net Long |
15 |
Cal |
2025-11-24 |
-0.005265 |
| Groomer — Medium |
SOYBEAN |
Net Long |
7 |
Byp |
2025-11-28 |
-0.004255 |
| Groomer — Fast |
SOYBEAN |
Net Long |
5 |
Byp |
2025-12-01 |
-0.003231 |
| Groomer — Medium |
NATGAS |
Net Short |
10 |
Cal |
2025-12-01 |
-0.001601 |
| Mogul — Slow |
SOYBEAN |
Net Long |
15 |
Byp |
2025-11-19 |
-0.001598 |
| Groomer — Slow |
NATGAS |
Net Short |
15 |
Cal |
2025-11-21 |
-0.001563 |
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 |
| Mogul — Slow |
SILVER |
Net Long |
15 |
Byp |
2025-10-02 |
2025-10-17 |
0.016618 |
| Mogul — Slow |
SOYBEAN |
Net Long |
15 |
Byp |
2025-10-10 |
2025-10-25 |
0.015380 |
| 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 — Medium |
NATGAS |
Net Short |
10 |
Byp |
2025-10-01 |
2025-10-11 |
0.012940 |
| Mogul — Slow |
NATGAS |
Net Short |
15 |
Byp |
2025-10-01 |
2025-10-16 |
0.012940 |
| Mogul — Medium |
NATGAS |
Net Long |
7 |
Byp |
2025-10-16 |
2025-10-23 |
0.010315 |
| Mogul — Slow |
NATGAS |
Net Long |
15 |
Byp |
2025-10-08 |
2025-10-23 |
0.009931 |
| Mogul — Medium |
NATGAS |
Net Long |
7 |
Byp |
2025-10-28 |
2025-11-04 |
0.009853 |
| sleeve |
instr |
side |
H |
Var |
entry |
exit |
pnl |
| Mogul — Slow |
NATGAS |
Net Short |
15 |
Byp |
2025-10-17 |
2025-11-01 |
-0.037297 |
| Mogul — Medium |
NATGAS |
Net Short |
10 |
Byp |
2025-10-17 |
2025-10-27 |
-0.025907 |
| Mogul — Fast |
NATGAS |
Net Short |
3 |
Byp |
2025-10-17 |
2025-10-20 |
-0.024228 |
| Mogul — Medium |
NATGAS |
Net Long |
7 |
Byp |
2025-10-08 |
2025-10-15 |
-0.019874 |
| Mogul — Fast |
NATGAS |
Net Long |
3 |
Byp |
2025-10-09 |
2025-10-12 |
-0.017604 |
| 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 — Medium |
SILVER |
Net Short |
7 |
Byp |
2025-10-14 |
2025-10-21 |
-0.008521 |
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
