Compounded FIFO · 50:1 · reduceFirst shrink on · eligible peak DD ≤ 42% · equity starts at 1.00

0.6× 4.8× 9.0× 13.2× 17.4× 2020202120222023202420252026
1× 2× 5× 10× 2020202120222023202420252026
Max returnsWealth + Ulcer + greenMax scoreX1Min drawdownTypical + green + UlcerLeast-bad worst monthMaximum pips per yearKeep it + typical + no punchJBF3JBF2Z1Highest typical monthly returnPaycheck + green + small holeMost green monthsMax CalmarGain-to-painBest UlcerMax SortinoHighest profit factorJBF1Paycheck without campingChosen
stonk one ranking    ETF a mix of rankings bundled together    ref operator Chosen, not a ranking

Max returns

stonk

Biggest pile. Does not care how scary the dips were.

5:14 7:10 8:8 10:6 13:9 15:8 final +1277%

13.77× (+1277%)

Median year
+45.3%
Average year
+63.1%
Median month
+2.6%
Average month
+3.9%
Worst month
-28.8%
Worst day
-11.3%
Deepest DD
41.8%
Longest DD
530d
Longest flat
6d
0.7× 4.9× 9.1× 13.3× 17.4× 2020+45%2021+17%2022+231%2023+48%2024+36%2025+2%2026+20% −34% 210d −32% 350d −24% 92d −42% 530d −41% 461d
1× 2× 5× 10× 2020+45%2021+17%2022+231%2023+48%2024+36%2025+2%2026+20% −34% 210d −32% 350d −24% 92d −42% 530d −41% 461d

Wealth + Ulcer + green

etf

Biggest pile, little time sitting in a hole, and months that usually pay.

5:9 7:12 8:6 10:5 13:9 15:5 combo 0.91

13.59× (+1259%)

Median year
+40.4%
Average year
+60.9%
Median month
+2.0%
Average month
+3.9%
Worst month
-26.3%
Worst day
-11.7%
Deepest DD
41.9%
Longest DD
617d
Longest flat
6d
0.8× 4.3× 7.8× 11.3× 14.8× 2020+48%2021+18%2022+217%2023+40%2024+26%2025+16%2026+20% −24% 202d −33% 355d −23% 77d −42% 617d −31% 500d
1× 2× 5× 10× 2020+48%2021+18%2022+217%2023+40%2024+26%2025+16%2026+20% −24% 202d −33% 355d −23% 77d −42% 617d −31% 500d

Max score

stonk

Best typical month versus the worst dip, with a penalty for holding trades a long time.

1:4 5:20 10:7 13:14 15:14 21:1 score 0.002

12.11× (+1111%)

Median year
+64.6%
Average year
+53.9%
Median month
+4.1%
Average month
+4.1%
Worst month
-22.6%
Worst day
-19.5%
Deepest DD
39.8%
Longest DD
521d
Longest flat
6d
0.6× 3.9× 7.1× 10.4× 13.6× 2020+25%2021-10%2022+99%2023+91%2024+65%2025+55%2026+12% −40% 224d −40% 521d −39% 354d −36% 141d −36% 481d
1× 2× 5× 10× 2020+25%2021-10%2022+99%2023+91%2024+65%2025+55%2026+12% −40% 224d −40% 521d −39% 354d −36% 141d −36% 481d

X1

etf

High typical and average months and years, short time in a hole, peak DD ≤ 42%.

1:2 5:20 10:8 13:12 15:17 combo 0.37

11.76× (+1076%)

Median year
+71.2%
Average year
+54.5%
Median month
+5.4%
Average month
+4.0%
Worst month
-23.6%
Worst day
-20.4%
Deepest DD
41.1%
Longest DD
503d
Longest flat
7d
0.6× 3.7× 6.8× 9.9× 13.0× 2020+14%2021-5%2022+115%2023+84%2024+47%2025+71%2026+8% −41% 224d −33% 378d −40% 133d −36% 503d −34% 481d
1× 2× 5× 10× 2020+14%2021-5%2022+115%2023+84%2024+47%2025+71%2026+8% −41% 224d −33% 378d −40% 133d −36% 503d −34% 481d

Min drawdown

stonk

Smallest worst dip among books that turned $1 into $10.

1:5 5:18 10:5 13:10 15:7 maxDD 32.5%

10.12× (+912%)

Median year
+65.7%
Average year
+46.2%
Median month
+2.6%
Average month
+3.5%
Worst month
-17.9%
Worst day
-14.7%
Deepest DD
32.5%
Longest DD
525d
Longest flat
7d
0.7× 3.1× 5.5× 7.9× 10.3× 2020+41%2021-7%2022+66%2023+70%2024+66%2025+43%2026+17% −32% 216d −32% 525d −29% 158d −20% 195d −32% 481d
1× 2× 5× 10× 2020+41%2021-7%2022+66%2023+70%2024+66%2025+43%2026+17% −32% 216d −32% 525d −29% 158d −20% 195d −32% 481d

Typical + green + Ulcer

etf

Best mix of a fat typical month, lots of green months, and little time sitting in a hole. Each piece is scored against the best book on that piece, then multiplied.

2:13 5:8 10:7 13:6 21:8 23:7 combo 0.59

10.10× (+910%)

Median year
+45.7%
Average year
+45.6%
Median month
+5.8%
Average month
+3.8%
Worst month
-30.7%
Worst day
-13.0%
Deepest DD
41.8%
Longest DD
511d
Longest flat
5d
0.9× 3.8× 6.8× 9.8× 12.8× 2020+41%2021+46%2022+32%2023+58%2024+60%2025+36%2026+8% −16% 71d −17% 229d −42% 259d −38% 511d −42% 503d
1× 2× 5× 10× 2020+41%2021+46%2022+32%2023+58%2024+60%2025+36%2026+8% −16% 71d −17% 229d −42% 259d −38% 511d −42% 503d

Least-bad worst month

stonk

Smallest single-month punch among books that turned $1 into $10.

1:6 5:17 10:5 13:3 15:10 worst month -12.9%

10.10× (+910%)

Median year
+45.5%
Average year
+44.0%
Median month
+3.4%
Average month
+3.4%
Worst month
-12.9%
Worst day
-15.4%
Deepest DD
39.0%
Longest DD
503d
Longest flat
6d
0.6× 3.0× 5.4× 7.7× 10.1× 2020+21%2021+9%2022+92%2023+31%2024+65%2025+45%2026+26% −39% 225d −21% 224d −30% 132d −24% 503d −32% 465d
1× 2× 5× 10× 2020+21%2021+9%2022+92%2023+31%2024+65%2025+45%2026+26% −39% 225d −21% 224d −30% 132d −24% 503d −32% 465d

Maximum pips per year

stonk

Highest worst complete year. 2026 skipped. The year that paid the least is as big as we can make it.

2:14 5:6 10:8 13:4 21:6 23:6 min year +45.2%

10.08× (+908%)

Median year
+45.2%
Average year
+46.8%
Median month
+3.9%
Average month
+3.9%
Worst month
-30.0%
Worst day
-13.4%
Deepest DD
41.6%
Longest DD
518d
Longest flat
5d
0.9× 3.9× 7.0× 10.0× 13.1× 2020+43%2021+59%2022+37%2023+36%2024+61%2025+45%2026+2% −16% 112d −16% 107d −41% 261d −42% 518d −41% 503d
1× 2× 5× 10× 2020+43%2021+59%2022+37%2023+36%2024+61%2025+45%2026+2% −16% 112d −16% 107d −41% 261d −42% 518d −41% 503d

Keep it + typical + no punch

etf

Doesn't give red months back, typical month is fat, and the worst single month isn't a blow-up.

1:6 5:15 10:5 13:2 15:10 combo 0.38

9.01× (+801%)

Median year
+49.0%
Average year
+41.7%
Median month
+3.9%
Average month
+3.2%
Worst month
-12.5%
Worst day
-14.8%
Deepest DD
38.4%
Longest DD
507d
Longest flat
6d
0.6× 2.7× 4.8× 6.9× 9.0× 2020+17%2021+11%2022+91%2023+24%2024+59%2025+49%2026+24% −38% 265d −19% 224d −28% 127d −26% 507d −31% 464d
1× 2× 5× 2020+17%2021+11%2022+91%2023+24%2024+59%2025+49%2026+24% −38% 265d −19% 224d −28% 127d −26% 507d −31% 464d

JBF3

etf

JBF2 plus hours 7 and 8. Hours pinned; sizes picked for JBF2 spirit under the cap.

2:14 5:14 7:1 8:3 10:2 13:4 JBF2 + hours 7+8

6.93× (+593%)

Median year
+53.6%
Average year
+39.6%
Median month
+4.0%
Average month
+3.1%
Worst month
-20.2%
Worst day
-12.7%
Deepest DD
41.9%
Longest DD
496d
Longest flat
5d
0.9× 2.8× 4.8× 6.7× 8.7× 2020+67%2021-4%2022+38%2023+54%2024+79%2025+4%2026+9% −23% 349d −41% 261d −33% 197d −16% 195d −42% 496d
1× 2× 5× 2020+67%2021-4%2022+38%2023+54%2024+79%2025+4%2026+9% −23% 349d −41% 261d −33% 197d −16% 195d −42% 496d

JBF2

etf

Did not sprint then sit. Later months still pay, year-to-year returns stay tight, typical month still fat.

5:12 10:7 13:10 14:9 15:9 18:8 21:9 combo 0.75

4.66× (+366%)

Median year
+17.2%
Average year
+26.1%
Median month
+6.2%
Average month
+2.6%
Worst month
-27.1%
Worst day
-15.2%
Deepest DD
41.5%
Longest DD
571d
Longest flat
7d
0.6× 1.6× 2.6× 3.7× 4.7× 2020+13%2021-3%2022+13%2023+50%2024+17%2025+67%2026+29% −39% 238d −18% 87d −41% 571d −41% 545d −36% 476d
1× 2× 2020+13%2021-3%2022+13%2023+50%2024+17%2025+67%2026+29% −39% 238d −18% 87d −41% 571d −41% 545d −36% 476d

Z1

etf

Best of all worlds: typical month, often green, smaller hole, later months still pay, tight years.

5:10 10:6 13:8 14:7 15:8 18:7 21:6 combo 0.17

4.36× (+336%)

Median year
+16.7%
Average year
+25.1%
Median month
+5.3%
Average month
+2.3%
Worst month
-23.0%
Worst day
-13.4%
Deepest DD
34.6%
Longest DD
542d
Longest flat
7d
0.7× 1.6× 2.5× 3.4× 4.4× 2020+14%2021-1%2022+15%2023+46%2024+17%2025+59%2026+23% −34% 228d −15% 85d −34% 542d −34% 532d −29% 463d
1× 2× 2020+14%2021-1%2022+15%2023+46%2024+17%2025+59%2026+23% −34% 228d −15% 85d −34% 542d −34% 532d −29% 463d

Highest typical monthly return

stonk

Highest median month, in percent. Half of months did at least this well.

5:10 10:5 13:12 14:8 15:9 18:6 21:14 month med +6.56%

3.94× (+294%)

Median year
+19.9%
Average year
+23.6%
Median month
+6.6%
Average month
+2.4%
Worst month
-24.2%
Worst day
-13.4%
Deepest DD
41.9%
Longest DD
715d
Longest flat
7d
0.7× 1.6× 2.5× 3.4× 4.3× 2020+3%2021-6%2022+12%2023+57%2024+20%2025+55%2026+24% −36% 243d −20% 99d −41% 715d −42% 530d −40% 502d
1× 2× 2020+3%2021-6%2022+12%2023+57%2024+20%2025+55%2026+24% −36% 243d −20% 99d −41% 715d −42% 530d −40% 502d

Paycheck + green + small hole

etf

Fat typical month, paid most months, and the worst dip stays smaller. Closest to 'can I actually run this.'

5:9 10:4 13:8 14:5 15:9 18:6 21:7 combo 0.26

3.76× (+276%)

Median year
+30.1%
Average year
+22.9%
Median month
+4.8%
Average month
+2.0%
Worst month
-19.2%
Worst day
-12.8%
Deepest DD
29.9%
Longest DD
530d
Longest flat
7d
0.7× 1.5× 2.3× 3.0× 3.8× 2020+3%2021-2%2022+30%2023+48%2024+12%2025+46%2026+18% −30% 258d −16% 91d −27% 480d −29% 530d −28% 479d
1× 2× 2020+3%2021-2%2022+30%2023+48%2024+12%2025+46%2026+18% −30% 258d −16% 91d −27% 480d −29% 530d −28% 479d

Most green months

stonk

How often a month paid you.

5:10 7:1 8:5 10:2 13:3 15:2 21:4 74% green

3.76× (+276%)

Median year
+26.9%
Average year
+22.5%
Median month
+1.5%
Average month
+1.8%
Worst month
-11.7%
Worst day
-9.7%
Deepest DD
21.7%
Longest DD
481d
Longest flat
6d
0.9× 1.7× 2.4× 3.2× 3.9× 2020+27%2021-1%2022+50%2023+33%2024+27%2025-1%2026+19% −13% 132d −19% 371d −15% 126d −14% 369d −22% 481d
1× 2× 2020+27%2021-1%2022+50%2023+33%2024+27%2025-1%2026+19% −13% 132d −19% 371d −15% 126d −14% 369d −22% 481d

Max Calmar

stonk

Most return earned per unit of worst dip.

5:9 7:1 8:1 10:3 13:4 15:3 21:2 Calmar 1.39

3.75× (+275%)

Median year
+20.6%
Average year
+23.6%
Median month
+1.6%
Average month
+1.8%
Worst month
-10.4%
Worst day
-5.6%
Deepest DD
15.3%
Longest DD
479d
Longest flat
6d
0.9× 1.6× 2.3× 3.1× 3.8× 2020+20%2021+1%2022+44%2023+36%2024+21%2025+20%2026+9% −13% 161d −12% 210d −15% 158d −11% 201d −15% 479d
1× 2× 2020+20%2021+1%2022+44%2023+36%2024+21%2025+20%2026+9% −13% 161d −12% 210d −15% 158d −11% 201d −15% 479d

Gain-to-pain

stonk

How much you kept versus how much you gave back in red months.

5:2 7:4 8:3 10:3 13:2 GTP 1.84

3.62× (+262%)

Median year
+21.0%
Average year
+23.3%
Median month
+1.5%
Average month
+1.7%
Worst month
-14.8%
Worst day
-4.3%
Deepest DD
20.3%
Longest DD
530d
Longest flat
6d
0.9× 1.6× 2.3× 3.0× 3.7× 2020+26%2021+8%2022+60%2023+8%2024+16%2025+21%2026+9% −10% 161d −14% 350d −7% 89d −20% 530d −12% 408d
1× 2× 2020+26%2021+8%2022+60%2023+8%2024+16%2025+21%2026+9% −10% 161d −14% 350d −7% 89d −20% 530d −12% 408d

Best Ulcer

stonk

Least time sitting in a hole, relative to how much you made. A one-month crash beats a year underwater.

5:8 7:1 8:2 10:3 13:4 Martin 4.99

3.54× (+254%)

Median year
+25.7%
Average year
+22.5%
Median month
+1.4%
Average month
+1.7%
Worst month
-10.8%
Worst day
-4.6%
Deepest DD
15.3%
Longest DD
436d
Longest flat
4d
0.9× 1.6× 2.2× 2.9× 3.5× 2020+39%2021+1%2022+26%2023+30%2024+24%2025+15%2026+8% −14% 215d −14% 159d −15% 158d −10% 195d −15% 436d
1× 2× 2020+39%2021+1%2022+26%2023+30%2024+24%2025+15%2026+8% −14% 215d −14% 159d −15% 158d −10% 195d −15% 436d

Max Sortino

stonk

Smoothest ride that only punishes losing months. Big up months are fine.

1:2 5:5 10:2 13:1 15:3 Sortino 2.72

2.64× (+164%)

Median year
+19.7%
Average year
+16.1%
Median month
+1.2%
Average month
+1.3%
Worst month
-5.3%
Worst day
-5.1%
Deepest DD
15.0%
Longest DD
502d
Longest flat
6d
0.9× 1.3× 1.7× 2.2× 2.6× 2020+10%2021+4%2022+30%2023+13%2024+20%2025+20%2026+9% −15% 213d −7% 219d −7% 109d −10% 502d −12% 312d
1× 2× 2020+10%2021+4%2022+30%2023+13%2024+20%2025+20%2026+9% −15% 213d −7% 219d −7% 109d −10% 502d −12% 312d

Highest profit factor

stonk

Wins bigger than losses, added up. Ignores whether the losses came in a clump.

2:1 5:1 21:14 PF 1.239

1.90× (+90%)

Median year
+12.5%
Average year
+11.3%
Median month
+1.9%
Average month
+0.9%
Worst month
-13.9%
Worst day
-10.4%
Deepest DD
20.4%
Longest DD
496d
Longest flat
11d
0.9× 1.2× 1.5× 1.8× 2.1× 2020+12%2021+1%2022+6%2023+17%2024+23%2025+8%2026+1% −12% 141d −11% 123d −17% 445d −12% 219d −20% 496d
1× 2× 2020+12%2021+1%2022+6%2023+17%2024+23%2025+8%2026+1% −12% 141d −11% 123d −17% 445d −12% 219d −20% 496d

JBF1

etf

Calmar, smallest hole, and a paycheck that doesn't camp. Mix of Max Calmar, Min drawdown, and Paycheck without camping.

20:1 21:20 combo 0.05

1.79× (+79%)

Median year
+10.6%
Average year
+10.5%
Median month
+2.5%
Average month
+0.9%
Worst month
-19.8%
Worst day
-16.5%
Deepest DD
27.9%
Longest DD
792d
Longest flat
13d
0.8× 1.2× 1.5× 1.8× 2.1× 2020+11%2021-1%2022+2%2023+16%2024+26%2025+9%2026+0% −17% 133d −14% 142d −28% 792d −8% 108d −27% 474d
1× 2× 2020+11%2021-1%2022+2%2023+16%2024+26%2025+9%2026+0% −17% 133d −14% 142d −28% 792d −8% 108d −27% 474d

Paycheck without camping

etf

Fat typical month, often green, and trades don't sit for days.

20:2 21:20 combo 0.42

1.72× (+72%)

Median year
+10.6%
Average year
+9.6%
Median month
+2.5%
Average month
+0.8%
Worst month
-19.6%
Worst day
-16.5%
Deepest DD
28.3%
Longest DD
799d
Longest flat
13d
0.8× 1.1× 1.4× 1.7× 2.0× 2020+9%2021-2%2022+3%2023+14%2024+23%2025+11%2026+1% −17% 138d −14% 153d −28% 799d −8% 128d −27% 474d
1× 2× 2020+9%2021-2%2022+3%2023+14%2024+23%2025+11%2026+1% −17% 138d −14% 153d −28% 799d −8% 128d −27% 474d

Chosen

ref

Operator book 10/20/10/5 on hours 2+5+10+13. Drawn even if it breaches 42%.

2:10 5:20 10:10 13:5 final +1103% dd 46.9%

12.03× (+1103%)

Peak DD 46.9% — over the 42% cap. Reference only.

Median year
+52.0%
Average year
+51.8%
Median month
+1.2%
Average month
+4.0%
Worst month
-25.3%
Worst day
-12.4%
Deepest DD
46.9%
Longest DD
511d
Longest flat
7d
0.8× 4.6× 8.4× 12.2× 16.0× 2020+78%2021+11%2022+49%2023+52%2024+83%2025+37%2026+7% −32% 192d −29% 146d −38% 184d −37% 511d −47% 496d
1× 2× 5× 10× 2020+78%2021+11%2022+49%2023+52%2024+83%2025+37%2026+7% −32% 192d −29% 146d −38% 184d −37% 511d −47% 496d

Min drawdown (≥5000 pips)

stonk

Smallest worst dip among books that turned $1 into $10. Same 10× floor as Min drawdown.

Same sizes as Min drawdown above. Different ranking, same chart.

1:5 5:18 10:5 13:10 15:7 maxDD 32.5%

10.12× (+912%)

Median year
+65.7%
Average year
+46.2%
Median month
+2.6%
Average month
+3.5%
Worst month
-17.9%
Worst day
-14.7%
Deepest DD
32.5%
Longest DD
525d
Longest flat
7d
0.7× 3.1× 5.5× 7.9× 10.3× 2020+41%2021-7%2022+66%2023+70%2024+66%2025+43%2026+17% −32% 216d −32% 525d −29% 158d −20% 195d −32% 481d
1× 2× 5× 10× 2020+41%2021-7%2022+66%2023+70%2024+66%2025+43%2026+17% −32% 216d −32% 525d −29% 158d −20% 195d −32% 481d

Least-bad worst month (≥5000 pips)

stonk

Smallest single-month punch among books that turned $1 into $10.

Same sizes as Least-bad worst month above. Different ranking, same chart.

1:6 5:17 10:5 13:3 15:10 worst month -12.9%

10.10× (+910%)

Median year
+45.5%
Average year
+44.0%
Median month
+3.4%
Average month
+3.4%
Worst month
-12.9%
Worst day
-15.4%
Deepest DD
39.0%
Longest DD
503d
Longest flat
6d
0.6× 3.0× 5.4× 7.7× 10.1× 2020+21%2021+9%2022+92%2023+31%2024+65%2025+45%2026+26% −39% 225d −21% 224d −30% 132d −24% 503d −32% 465d
1× 2× 5× 10× 2020+21%2021+9%2022+92%2023+31%2024+65%2025+45%2026+26% −39% 225d −21% 224d −30% 132d −24% 503d −32% 465d

Z2

etf

Best of all worlds, with every complete year green. 2026 skipped.

Same sizes as Z1 above. Different ranking, same chart.

5:10 10:6 13:8 14:7 15:8 18:7 21:6 combo 0.25

4.36× (+336%)

Median year
+16.7%
Average year
+25.1%
Median month
+5.3%
Average month
+2.3%
Worst month
-23.0%
Worst day
-13.4%
Deepest DD
34.6%
Longest DD
542d
Longest flat
7d
0.7× 1.6× 2.5× 3.4× 4.4× 2020+14%2021-1%2022+15%2023+46%2024+17%2025+59%2026+23% −34% 228d −15% 85d −34% 542d −34% 532d −29% 463d
1× 2× 2020+14%2021-1%2022+15%2023+46%2024+17%2025+59%2026+23% −34% 228d −15% 85d −34% 542d −34% 532d −29% 463d