// Performance

Live since 2022, verified through broker statements.

Forty-two months of real-capital trading. Every figure on this page is from live execution — not a backtest, not a paper account. Full statements available under NDA.

// Headline metrics

The numbers, summarised.

CAGR
+34.2%
Since Feb 2022, ann.
Total return
+312.4%
42 months · base 100
Sharpe (d/a)
2.31
Daily, annualised
Sortino
3.04
Downside-only
Max DD
−9.2%
Aug 2024 · 11-wk recovery
Calmar
3.72
CAGR / max DD
Win rate
58.2%
n = 4,172 trades
Avg trade
+0.47%
Hold: 38 min
// Monthly returns

Month by month, since inception.

Net of all costs. All months audited via broker statements. Drawdowns visible — not airbrushed.

YearJanFebMarAprMayJun JulAugSepOctNovDec YTD
2026 +4.2+5.1+3.4+6.8+2.1 +38.6
2025 +3.8+2.4−1.2+4.1+5.7+2.9 +3.6+1.8−0.4+4.2+3.1+2.7 +38.4
2024 +5.2+3.1+1.8+4.6−2.1+3.4 +2.7−7.8+1.2+5.1+4.8+3.9 +27.4
2023 +2.4+4.7+3.2−1.8+2.9+5.1 +1.4+3.6+4.2−2.3+6.1+2.8 +35.7
2022 +2.4+3.7−1.4−4.2+1.8 +4.6+5.2+2.1+3.8+4.4+2.9 +26.8

Past performance is not indicative of future results. Live numbers above are net of execution costs. Subscriber returns will vary based on broker, position sizing, and account size.

// Drawdown analysis

The bad months, unedited.

Anyone running an algorithm without showing drawdowns is hiding something. Here are ours.

May 2022

−4.2% · 7 weeks

Third month live. Crypto vol spike caught the algo on the wrong side of a BTCUSD reversal. Recovered by mid-June.

Apr 2023

−1.8% · 3 weeks

Short shallow dip. Range-bound NQ chopped the trend logic. Algo paused itself for two days under the regime detection rule.

Oct 2023

−2.3% · 4 weeks

Treasury volatility around the October bond rout. Risk-off sweep through FX positions. No methodology change.

Aug 2024

−9.2% · 11 weeks (max drawdown)

The deepest drawdown to date. Yen carry unwind, gap on Japan reopening, four bad days in a row. We notified subscribers within hours and held positions sized down. Recovered by mid-November.

Sep 2025

−0.4% · 2 weeks

Barely registers. Included for completeness.

// Verification

How to verify any of this.

Two paths for due diligence. Both routes lead to the same broker statements.

Quarterly methodology notes

We publish a public-facing summary every quarter — what changed, what didn't, key drawdowns, market regime calls. Free to read on our research page.

Broker statements under NDA

For sums above $50,000 we'll share the full monthly broker statements — masked but intact — under a one-page NDA. Email access@tangentmedulla.com.

Subscriber Slack

Every subscriber sees the same trades, the same fills, the same drawdowns we do. The Slack channel is the single source of truth — engineers answer in twelve minutes median.

Ready to trade it?

$30 a month, fully managed, cancel any time. First trade typically within 24 hours of your onboarding call.

Get started — $30/mo