Pro
Daily operator view.
The primary table uses completed Jan-Dec calendar years. 2026 is separated as a dated year-to-date snapshot, not a projection.
The three tier views and benchmarks shown side by side before the full annual table.
Daily operator view.
Twice-weekly review.
Weekly sample flow.
Buy-and-hold benchmark.
Buy-and-hold benchmark.
Each cell shows that year's total return, with that year's max drawdown underneath.
| Name | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|
| Pro Daily operator view |
113.6% -12.8% DD |
17.7% -19.8% DD |
168.8% -18.2% DD |
21.1% -11.1% DD |
23.0% -21.8% DD |
| Premium Twice-weekly review |
72.6% -11.8% DD |
5.1% -23.5% DD |
148.7% -19.1% DD |
19.9% -13.1% DD |
14.3% -22.4% DD |
| Free Weekly sample flow |
42.9% -8.5% DD |
5.4% -18.4% DD |
93.5% -16.0% DD |
14.0% -7.7% DD |
12.9% -15.6% DD |
| SPY Buy-and-hold benchmark |
28.7% -5.1% DD |
-18.2% -24.5% DD |
26.2% -10.0% DD |
24.9% -8.4% DD |
17.7% -18.8% DD |
| QQQ Buy-and-hold benchmark |
27.4% -10.9% DD |
-32.6% -34.8% DD |
54.9% -10.8% DD |
25.6% -13.6% DD |
20.8% -22.8% DD |
Backtesting is not a promise. It is a way to check whether a rule-based process behaved consistently across different market years.
The useful question is not whether one trade worked. The useful question is whether a repeatable review process kept finding opportunity, controlled drawdowns, and stayed coherent when markets changed.
Free, Premium, and Pro are different operating views of the same process. Free is the weekly sample flow, Premium is a simpler recurring review, and Pro is the daily operator view with the most context.
Compounding is why process matters. A year like 2022 is not the headline, but it shows why risk rails matter: Pro returned 17.7% while SPY returned -18.2% and QQQ returned -32.6%.
The curve normalizes each line to $1 at the start of 2021 and uses the daily equity series, so the pullbacks inside each year are visible instead of being smoothed away by the annual table.