§ 2022-01-03 → 2025-12-31 EQUITIES
Turtle Trend · SPY
Turtle-style trend follower (55 / 20d, 2.0 ATR stop) with Donchian entries and ATR-based sizing.
Overall grade
B B
- CAGR
- +3.25%
- Sharpe
- 0.53
- Max DD
- -11.8%
- Trades
- 11
- Benchmark · Engine divergence
- SPY B&H +10.84% Bar ≈ Event
Profit factor 2.15, expectancy $1,292 per trade. Trend-following behaves as expected — lags in choppy markets.
§ 4 pages Full scorecard