Equity Growth
Performance Equity Curve
Cumulative returns from 2005 to present, showing consistent compounding through all market regimes.
Monthly Breakdown
Monthly Returns
Year-by-year monthly returns showing consistency and seasonality patterns across all market conditions.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|
Seasonal Patterns
Monthly Seasonality
Average monthly performance and win rate across all backtested years, revealing seasonal patterns in historical data.
Loss
Profit
Historical seasonal patterns are not reliable predictors of future performance.
Key Figures
Backtesting Metrics
Core risk and performance metrics calculated from 249 months of backtested data across 20 complete years.
+33.1%
Avg Annual Return
Mean across 20 full years
67.5%
Monthly Win Rate
168 of 249 months profitable
3.5:1
Monthly Gain/Loss Ratio
Total positive months / total negative months return
9.2%
Max Drawdown
Worst peak-to-trough decline
20/20
Positive Years
Based on backtested data only. Live results may differ.
+694%
Total Return
Cumulative since Jan 2005
Capital at risk. These are backtested results, not live performance. Past performance is not indicative of future results. Real drawdowns can exceed backtested estimates. The operator of this website is the provider of the QWK Darwin and earns performance fees from investor capital.
Avg winning month
+5.78%
Avg losing month
−3.42%
Best single month
+19.41%
Worst single month
−9.35%
Best year
2020 (+83.5%)
Weakest year
2019 (+1.0%)
Max win streak
11 months
Max lose streak
5 months