Broker Statement
This page features the live trading performance of the strategy, executed in a live Interactive Brokers account from June 1, 2023, to May 31, 2024, spanning a full year. The actual trades register demonstrates that the system continues to perform well in live trading, consistent with its backtested results.
It’s important to note that the instrument traded is SSO, an ETF that tracks the S&P 500 with 2x daily performance. While trading this instrument enhances results, it also increases drawdown. However, the backtest results show that drawdown is very manageable, allowing for the use of an enhanced instrument like SSO.
Summary
- Chart displays the cumulative return for the account traded for the full year from 1 June 2023 to 31 May 2024.
- Time-weighted rate of return is 18.25%.
- 29 trades in total.
- 19 winning trades.
- 10 losing trades.
- 66% win rate.
- Net profit: $4 383.84.
Given that this is a real-life trading account with deposits and withdrawals, the most accurate measure of performance is the broker-provided time-weighted rate of return, which stands at 18.25% for the full year.
Broker report in PDF
You can view live performance statistics or trade it live on Collective2