Quantitative research. Systematic execution.

Transforming market data into systematic strategies and measurable outcomes.

The approach

Win rate is not profitability.

Across three weeks: 52 winners against 53 losers — a 44.4% hit rate — and the account still finished positive. The average win was $972.67; the average loss $833.01.

That is the entire edge. Wrong often, never wrong big. A handful of outsized winners carry the period.

Break it down
Performance

4 weeks. $6,429 net.

Net P&L
—
gross profit / gross loss
Round trips
—
win / loss / flat
Hit rate
—
below half, still profitable
Profit factor
—
expectancy per trade

Equity curve

117 trades, cumulative
Cumulative P&L Zero line

Drawdown

peak to trough
Distance from prior peak

Daily P&L

trading days
Green day Red day

Outcome mix

by trade count

P&L by symbol

top and bottom 10 · 53 symbols

Benchmarks vs. the book

book on the right axis · flat week held at the index level
01

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02

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03

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Ledger

Every fill, untouched.

All 117 round trips are listed below, newest first, covering — through —. Sort any column, search a symbol; this is the raw source behind every chart above.

Date Symbol Side Shares Entry Exit Hold m P&L $ P&L %
Next

Run the next three weeks.

This review rebuilds itself from the trade log. Drop in a new export and the curve, the drawdown, the ranking and the ledger recalculate.

Get in touch zaczhou.zyf@gmail.com
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