| Metric | MSTR_FULCRUM_ | MSTR |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 15.01% | -51.5% |
| Max Drawdown | -5.8% | -62.6% |
| Sharpe | 2.67 | -2.53 |
| Sortino | 6.67 | -3.2 |
| Payoff Ratio | 2.75 | 1.8 |
| Profit Factor | 2.5 | 0.72 |
| Common Sense Ratio | 10.15 | 0.58 |
| CPC Index | 3.08 | 0.55 |
| Tail Ratio | 4.06 | 0.81 |
| Outlier Win Ratio | 23.86 | 1.75 |
| Outlier Loss Ratio | 8.75 | 1.75 |
| Volatility (ann.) | 14.88% | 69.25% |
| R^2 | 0.14 | 0.14 |
| Calmar | 5.35 | -1.2 |
| Skew | 3.1 | -0.18 |
| Kurtosis | 15.08 | -0.19 |
| Expected Daily % | 0.11% | -0.55% |
| Expected Monthly % | 1.76% | -8.65% |
| Expected Yearly % | 15.01% | -51.5% |
| Kelly Criterion | 24.73% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -6.44% |
| Expected Shortfall (cVaR) | -1.17% | -6.44% |
| Year | MSTR | MSTR_FULCRUM_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.50 | 15.01 | -0.29 | + |
| Metric | MSTR_FULCRUM_ | MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 18.17% | -45.8% |
| 6M | 15.01% | -52.66% |
| YTD | 15.01% | -51.5% |
| 1Y | 15.01% | -51.5% |
| 3Y (ann.) | 31.0% | -75.28% |
| 5Y (ann.) | 31.0% | -75.28% |
| Metric | MSTR_FULCRUM_ | MSTR |
|---|---|---|
| Max Drawdown | -5.8% | -62.6% |
| Longest DD Days | 90.0 | 141.0 |
| Avg. Drawdown | -1.3% | -16.67% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 2.59 | -0.82 |
| Ulcer Index | inf | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-01 | 2025-09-29 | -5.80 | 90 |
| 2025-09-30 | 2025-10-01 | -1.33 | 1 |
| 2025-06-26 | 2025-06-30 | -0.27 | 4 |
| 2025-10-03 | 2025-10-06 | -0.20 | 3 |
| 2025-10-16 | 2025-10-17 | -0.14 | 1 |
| 2025-06-23 | 2025-06-24 | -0.04 | 1 |
| Metric | MSTR_FULCRUM_ | MSTR |
|---|---|---|
| Best Day | 4.48% | 7.76% |
| Worst Day | -1.92% | -9.82% |
| Best Week | 10.24% | 13.77% |
| Worst Week | -2.32% | -17.43% |
| Best Month | 11.19% | 9.53% |
| Worst Month | -5.36% | -34.26% |
| Best Year | 15.01% | -51.5% |
| Worst Year | 15.01% | -51.5% |
| Avg. Up Day | 1.84% | 3.64% |
| Avg. Down Day | -0.67% | -2.02% |
| Avg. Up Week | 4.79% | 7.21% |
| Avg. Down Week | -1.29% | -8.04% |
| Avg. Up Month | 2.04% | 9.53% |
| Avg. Down Month | -5.36% | -0.59% |
| Win Days % | 44.83% | 42.75% |
| Win Month % | 80.0% | 28.57% |
| Win Week % | 63.64% | 40.74% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |