S&P 500 DASHBOARD
TRAIANUS PORTFOLIO
Simulated portfolio strategy • Score ≥80 • Max 3 positions • Max 20 entries/month • 2011 - 2026
Initial Capital
$10,000
Final Capital
$544949
Total Return
5349.5%
CAGR
30.5%
Total Trades
939
Win Rate
68.7%
Open Positions
5
Cash Residue
$140833
Profit Factor
2.30
Sharpe Ratio
1.53
Sortino Ratio
0.77
Avg Hold Days
15
Annual Returns: TRAIANUS vs S&P 500
Max Drawdown
Drawdown %
13.47%
Drawdown $
$1588
Start
2011-07-27
End
2011-10-06
Recovery
5299 days
Risk Metrics
Volatility
8.15%
Best Month
16.08%
Worst Month
-11.43%
Pos. Months
133/180
Hit Rate
73.9%
YTD Return
21.8%
BEST TRADE
60.00%
PCG
WORST TRADE
-50.52%
EXPE
STREAKS
Max Win Streak
13
Max Loss Streak
7
Last 30 Days Performance
Trades
7
Avg P&L
4.70%
Win Rate
85.7%
QUARTERLY RETURNS
| Year | Q1 | Q2 | Q3 | Q4 |
|---|---|---|---|---|
| 2026 | 18.8% | 0.6% | — | — |
| 2025 | -1.0% | 5.4% | 1.5% | -3.6% |
| 2024 | 3.9% | 9.5% | 12.1% | 14.4% |
| 2023 | 19.8% | 6.2% | 4.6% | 10.1% |
| 2022 | 8.5% | -9.7% | 15.4% | 11.3% |
| 2021 | 16.6% | 9.5% | 7.9% | 15.7% |
| 2020 | 0.5% | 23.4% | 7.5% | 17.0% |
| 2019 | 9.8% | 8.3% | 2.9% | 11.7% |
| 2018 | 6.7% | 8.4% | 6.2% | 12.3% |
| 2017 | 0.0% | 5.8% | 2.0% | -0.9% |
| 2016 | 3.0% | 4.9% | 10.0% | 3.9% |
| 2015 | -0.8% | 0.8% | 1.5% | 2.7% |
| 2014 | 2.8% | 0.8% | 0.5% | 5.6% |
| 2013 | 5.0% | 2.9% | 16.9% | -2.2% |
| 2012 | 5.0% | -4.2% | 9.1% | 4.6% |
| 2011 | 9.3% | 2.9% | -4.3% | 2.7% |
Open Positions (5)
| Ticker | Sector | Entry Date | Entry Price | Shares | Score |
|---|---|---|---|---|---|
| GPN | Industrials | 2026-04-07 | $62.70 | 1303 | 82.7 |
| BKNG | Consumer Cyclical | 2026-04-06 | $176.19 | 463 | 91.4 |
| EXE | Energy | 2026-04-02 | $103.89 | 786 | 82.0 |
| PKG | Consumer Cyclical | 2026-03-18 | $209.42 | 387 | 82.5 |
| LULU | Consumer Cyclical | 2026-03-11 | $162.79 | 480 | 81.5 |
Recent Exits (Last 20)
| Ticker | Entry | Exit | Entry Price | Exit Price | Holding | P&L % | P&L $ | Score |
|---|---|---|---|---|---|---|---|---|
| AIG | 2026-03-27 | 2026-04-01 | $72.95 | $75.56 | 5d | 3.6% | $2908 | 83.9 |
| ULTA | 2026-03-13 | 2026-04-01 | $535.72 | $536.61 | 19d | 0.2% | $134 | 84.7 |
| AES | 2026-03-02 | 2026-04-01 | $14.21 | $14.20 | 30d | -0.1% | $-53 | 90.7 |
| SW | 2026-03-12 | 2026-03-26 | $39.71 | $40.44 | 14d | 1.8% | $1490 | 85.0 |
| FSLR | 2026-02-26 | 2026-03-17 | $200.10 | $200.42 | 19d | 0.2% | $120 | 90.2 |
| SNDK | 2026-03-06 | 2026-03-11 | $527.33 | $655.43 | 5d | 24.3% | $18831 | 92.5 |
| INTC | 2026-02-18 | 2026-03-10 | $45.46 | $46.78 | 20d | 2.9% | $2104 | 90.1 |
| EPAM | 2026-02-23 | 2026-03-05 | $129.96 | $144.58 | 10d | 11.3% | $8377 | 91.0 |
| ACN | 2026-02-24 | 2026-03-05 | $196.73 | $214.00 | 9d | 8.8% | $6528 | 81.3 |
| EXPE | 2026-02-17 | 2026-02-27 | $200.42 | $215.69 | 10d | 7.6% | $5512 | 90.6 |
| NOW | 2026-02-06 | 2026-02-25 | $100.74 | $104.23 | 19d | 3.5% | $2509 | 82.0 |
| OMC | 2026-02-03 | 2026-02-19 | $67.99 | $80.94 | 16d | 19.1% | $13390 | 83.0 |
| KLAC | 2026-01-30 | 2026-02-13 | $1427.94 | $1464.13 | 14d | 2.5% | $1737 | 89.8 |
| TTD | 2026-01-28 | 2026-02-13 | $31.87 | $25.81 | 16d | -19.0% | $-12962 | 82.2 |
| NEM | 2026-02-05 | 2026-02-13 | $108.53 | $125.80 | 8d | 15.9% | $11312 | 85.1 |
| TPR | 2026-01-26 | 2026-02-05 | $126.18 | $143.19 | 10d | 13.5% | $9015 | 80.5 |
| LII | 2026-01-27 | 2026-02-04 | $498.80 | $534.53 | 8d | 7.2% | $4895 | 80.8 |
| NCLH | 2026-01-20 | 2026-02-02 | $20.37 | $23.64 | 13d | 16.1% | $10742 | 80.5 |
| CCL | 2026-01-15 | 2026-01-29 | $29.44 | $31.15 | 14d | 5.8% | $3887 | 81.6 |
| HPE | 2026-01-07 | 2026-01-27 | $22.43 | $21.60 | 20d | -3.7% | $-2483 | 80.9 |
Performance by Score Range
| Score Range | Trades | Avg P&L | Win Rate |
|---|---|---|---|
| 80-90 | 772 | 2.6% | 67.7% |
| 90-100 | 167 | 4.8% | 73.1% |
Top Performing Tickers
| Ticker | Trades | Avg P&L | Win Rate | Best | Worst |
|---|---|---|---|---|---|
| CVNA | 9 | 21.2% | 100.0% | 41.3% | 3.8% |
| DDOG | 5 | 15.2% | 100.0% | 25.3% | 8.2% |
| HBAN | 5 | 10.4% | 100.0% | 29.0% | 2.0% |
| UBER | 5 | 8.0% | 80.0% | 18.8% | -0.6% |
| GEN | 6 | 8.0% | 100.0% | 17.1% | 2.3% |
| NVDA | 12 | 7.5% | 100.0% | 14.9% | 2.5% |
| VRTX | 8 | 7.3% | 62.5% | 39.4% | -5.9% |
| NCLH | 6 | 6.7% | 66.7% | 36.6% | -15.8% |
| TSLA | 22 | 6.4% | 90.9% | 19.6% | -14.5% |
| COIN | 7 | 6.3% | 57.1% | 21.2% | -8.7% |
Monthly Returns
| Month | Return % | Start Capital | End Capital |
|---|---|---|---|
| 2026-04 | 0.55% | $541961 | $544949 |
| 2026-03 | 7.42% | $504511 | $541961 |
| 2026-02 | 8.87% | $458360 | $498999 |
| 2026-01 | 2.48% | $447271 | $458360 |
| 2025-12 | 2.82% | $433052 | $445273 |
| 2025-11 | -9.45% | $478267 | $433052 |
| 2025-10 | 3.06% | $461691 | $475837 |
| 2025-09 | 0.61% | $458888 | $461691 |
| 2025-08 | -0.23% | $460359 | $459314 |
| 2025-07 | 1.07% | $455494 | $460359 |
| 2025-06 | 5.56% | $431503 | $455494 |
| 2025-05 | 6.27% | $406661 | $432170 |
| 2025-04 | -6.48% | $434823 | $406661 |
| 2025-03 | -5.48% | $460033 | $434823 |
| 2025-02 | 1.66% | $452507 | $460033 |
| 2025-01 | 2.85% | $439950 | $452507 |
| 2024-12 | 1.67% | $432732 | $439950 |
| 2024-11 | 9.33% | $395805 | $432732 |
| 2024-10 | 3.38% | $382857 | $395805 |
| 2024-09 | 2.85% | $373489 | $384120 |
| 2024-08 | 3.33% | $359059 | $371008 |
| 2024-07 | 5.95% | $336264 | $356261 |
| 2024-06 | 1.94% | $329850 | $336264 |
| 2024-05 | 6.07% | $310977 | $329850 |
Yearly Returns
| Year | Return % | Start Capital | End Capital |
|---|---|---|---|
| 2026 | 21.84% | $447271 | $544949 |
| 2025 | 1.21% | $439950 | $445273 |
| 2024 | 50.57% | $292189 | $439950 |
| 2023 | 56.54% | $186652 | $292189 |
| 2022 | 24.35% | $150100 | $186652 |
| 2021 | 62.33% | $92468 | $150100 |
| 2020 | 62.25% | $56992 | $92468 |
| 2019 | 38.95% | $41185 | $57228 |
| 2018 | 36.66% | $30136 | $41185 |
| 2017 | 13.72% | $26501 | $30136 |
| 2016 | 26.65% | $20924 | $26501 |
| 2015 | 4.01% | $20118 | $20924 |
| 2014 | 20.88% | $16643 | $20118 |
| 2013 | 28.74% | $12967 | $16694 |
| 2012 | 15.56% | $11221 | $12967 |
| 2011 | 12.21% | $10000 | $11221 |