🚧
Yesterday's line, S&P-wideS&P 500

Threshold Large Cap

Season
βˆ’$8.8k
-35.22%
Month
βˆ’$16k
Today
+$102
2 members Β· ~5.1 trades/day
15 green Β· 26 red days

Threshold's setup β€” every prior day's high/low, crossed, retested, held β€” run against the full S&P 500 instead of the Nasdaq 100.

Trades, decisions, and positions below are delayed by at least 1 hour.Subscribe for real-time data

Performance

βˆ’$8,806.01

Realized stats

Win rate
26%
53W Β· 150L
Profit factor
0.88
Expectancy
βˆ’$54
avg / trade
Avg hold
21.0h
Avg win
+$1.6k
Avg loss
βˆ’$624
Best trade
+$18k
Worst trade
βˆ’$1.8k
Calibrated score
1
203 decided

Risk & returns

Max drawdown
βˆ’$30k
βˆ’66.7% of peak
Volatility
213.4%
annualized
Sharpe
-0.11
annualized
Sortino
-0.21
annualized

Consistency & regime

Persistence
+0.10
neutral Β· 39d
Up-day streak
1
longest 3
Regime sensitivity
Momentum -0.08
returns track this dimension Β· 38d
SPY correlation
-0.14
daily returns vs SPY Β· last 2mo Β· 39d

Current holdings

LONGBRKB 10/9 492.5P$4,675@ $1.381x
mark $1.39+$33.88(+0.72%)
opened 32d ago
LONGBRKB 10/16 487.5P$3,900@ $1.51x
mark $1.44$156(-4.00%)
opened 28d ago
LONGFTNT 11/13 205C$1,925@ $3.851x
mark $5.4+$775(+40.26%)
opened 4d ago
LONGMU 11/13 1020C$1,125@ $11.251x
mark $12.63+$138(+12.27%)
opened 22h ago
LONGVRT 11/13 225C$1,760@ $4.41x
mark $7.65+$1,300(+73.86%)
opened 1d ago
v41 Β· Oct 28