| Metric | FULCRUMfulcrum | MSTR |
|---|---|---|
| Time in Market | 91.0% | 69.0% |
| Cumulative Return | 223.65% | 759.61% |
| Max Drawdown | -9.46% | -73.72% |
| Sharpe | 2.57 | 1.18 |
| Sortino | 5.1 | 1.84 |
| Payoff Ratio | 1.68 | 1.35 |
| Profit Factor | 1.64 | 1.22 |
| Common Sense Ratio | 2.56 | 1.6 |
| CPC Index | 1.41 | 0.83 |
| Tail Ratio | 1.56 | 1.3 |
| Outlier Win Ratio | 19.69 | 3.58 |
| Outlier Loss Ratio | 19.38 | 1.72 |
| Volatility (ann.) | 14.9% | 98.41% |
| R^2 | 0.1 | 0.1 |
| Calmar | 4.76 | 1.33 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 12.67 | 4.14 |
| Expected Daily % | 0.1% | 0.19% |
| Expected Monthly % | 3.06% | 5.67% |
| Expected Yearly % | 34.13% | 71.23% |
| Kelly Criterion | 22.09% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -8.15% |
| Expected Shortfall (cVaR) | -1.18% | -8.15% |
| Year | MSTR | FULCRUMfulcrum | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.97 | 6.24 | -0.10 | + |
| 2023 | 346.15 | 65.24 | 0.19 | - |
| 2024 | 358.54 | 86.03 | 0.24 | - |
| 2025 | 4.97 | -0.90 | -0.18 | - |
| Metric | FULCRUMfulcrum | MSTR |
|---|---|---|
| MTD | 1.2% | 19.01% |
| 3M | -1.86% | -16.53% |
| 6M | 33.3% | 109.97% |
| YTD | -0.9% | 4.97% |
| 1Y | 68.36% | 99.61% |
| 3Y (ann.) | 45.51% | 87.56% |
| 5Y (ann.) | 45.08% | 97.71% |
| Metric | FULCRUMfulcrum | MSTR |
|---|---|---|
| Max Drawdown | -9.46% | -73.72% |
| Longest DD Days | 157.0 | 604.0 |
| Avg. Drawdown | -1.53% | -14.92% |
| Avg. Drawdown Days | 16.0 | 42.0 |
| Recovery Factor | 23.64 | 10.3 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -9.46 | 57 |
| 2022-08-10 | 2023-01-14 | -8.48 | 157 |
| 2024-01-09 | 2024-03-03 | -7.82 | 54 |
| 2024-05-22 | 2024-07-17 | -5.64 | 56 |
| 2025-03-03 | 2025-03-23 | -5.19 | 20 |
| 2023-06-26 | 2023-10-23 | -5.09 | 119 |
| 2023-04-29 | 2023-06-21 | -4.84 | 53 |
| 2024-12-18 | 2025-03-02 | -4.34 | 74 |
| 2024-03-13 | 2024-03-26 | -4.28 | 13 |
| 2022-03-03 | 2022-03-28 | -3.73 | 25 |
| Metric | FULCRUMfulcrum | MSTR |
|---|---|---|
| Best Day | 6.69% | 25.73% |
| Worst Day | -3.26% | -25.55% |
| Best Week | 12.72% | 57.02% |
| Worst Week | -5.13% | -36.78% |
| Best Month | 27.02% | 104.07% |
| Worst Month | -5.44% | -37.93% |
| Best Year | 86.03% | 358.54% |
| Worst Year | -0.9% | -59.97% |
| Avg. Up Day | 0.73% | 5.75% |
| Avg. Down Day | -0.44% | -4.26% |
| Avg. Up Week | 2.43% | 13.63% |
| Avg. Down Week | -1.14% | -9.04% |
| Avg. Up Month | 6.5% | 32.89% |
| Avg. Down Month | -2.49% | -18.83% |
| Win Days % | 51.15% | 50.25% |
| Win Month % | 69.23% | 58.97% |
| Win Week % | 57.83% | 53.01% |
| Win Quarter % | 69.23% | 69.23% |
| Win Year % | 75.0% | 75.0% |