Dollar Conservative VT Copy Product

Overview And Headline

Run Settings

Equity Curve

Drawdown Curve

Drawdown basis: closed-balance moving-peak (high-water). VT is a live compounding account: there is no sweep, no payout cycle and no profit split.

Monthly Returns Heatmap

Monthly Return Table

Monthly returns vary widely. Over the certified window the typical month was 11.8% and the strongest months were +36.7%/+31.6%/+26.0%; a few strong months make up much of the total. Expect long stretches well below the average, and do not plan on the strongest months recurring.

Monthly Bar Chart

Returns And Costs

Trade Statistics

Trade Quality

Long Vs Short Breakdown

Position Exposure

Trade Duration

Monte Carlo

The Monte Carlo reshuffles the certified daily outcomes in contiguous blocks to estimate how deep drawdown could run under a different ordering of the same behaviour. These are stress figures. No pass or fail band is applied: the transfer of this product's drawdown thresholds onto the block-bootstrap statistic has not been adjudicated, so a verdict here would not mean anything yet.

Real-Tick Certification Summary

This product has a single real-tick leg: the certified series is the tick series. The counts below state coverage, not a reconciliation between a model and a real-tick run.

Holdings And Strategy List

Some strategies appear in more than one product, so returns across products are correlated and holding multiple products does not provide full diversification.

Window Consistency

Window Consistency (first half vs second half of the certified window). Formal train/OOS labelling follows the tranche-dictionary locate; this section is not a train/OOS claim.

Worst Five Days

Trade & Return Statistics

Risk-adjusted ratios are computed from the 18 monthly returns in the sealed monthly table; trade statistics are computed from the certified trade list. Each formula is stated beside the figure it produces.

Ratios computed on 18 monthly observations; with few or no losing months these ratios are inflated and are provided to compare our products with each other, not against external benchmarks.

R is a trade’s result expressed in units of the risk taken on it: realised P&L USD / certified initial risk USD, where initial risk is the capture-A entry-to-initial-SL loss_per_lot at the certified lot; |entry_price - sl| == risk_pts asserted on every trade

Trade counts. Long plus short plus non-directional equals closed trades.

Frequency and holding period. Both denominators are stated because they differ.

Robustness — Parameter & Cost Perturbation Tests

Perturbation testing checks whether a strategy remains economically viable when key parameters and trading costs are deliberately moved away from their selected values. Robust performance across nearby settings provides evidence against a result depending on one narrowly optimised parameter combination; it does not prove future profitability.

Every field below is reproduced from the sealed grading record for that strategy; the grade is taken from the member census these boards were built from. No grade is inferred, no threshold is applied here, and no strategy is re-graded.

Grades were set by the sealed grader on all four perturbations together: green requires every leg profitable, median retention of at least 80% and the worst leg at least 60%; red follows from a losing leg, median retention under 60%, two legs under 50%, or materially worsened drawdown. The worst leg is shown because it is frequently the binding test. Grader of record: vt_grade_current_binding_safe_r1_20260827.py, SHA 9584995787FA2D06…, criteria at lines 44-45.

Board summary. The lowest retention is the minimum over the strategies shown above that carry the statistic: worst_retention_pct, the minimum over all 7 strategies on this board; 2 carry the figure as the sealed grader emitted it and 5 are derived from that grader's own formula over its sealed lattice nets

Audits

Part 0.6 gates: units are declared, all figures source from certified artifacts, and pack assertions compare headline and risk values to source records.

Legal

Important Risk Disclosure & Disclaimer

The information, statistics, charts, analysis, performance figures and trading reports contained within this document are provided solely for informational and educational purposes. They do not constitute financial advice, investment advice, legal advice, tax advice, or a recommendation or solicitation to buy, sell or hold any financial instrument.

Backtested Performance

Any performance results presented within this report are derived from historical backtesting or simulated trading using historical market data.

Backtesting is a hypothetical exercise designed to estimate how a trading strategy may have performed under past market conditions. Such results are produced with the benefit of hindsight and do not reflect actual trading. They do not account for all market conditions or execution factors that may occur during live trading.

Past performance, whether actual or simulated, is not a reliable indicator of future results and must not be relied upon as a prediction or guarantee of future performance.

No representation or warranty is made that any account will achieve profits or losses similar to those shown in this report.

Risks of Trading

Trading financial markets involves substantial risk and is not suitable for every investor.

Actual trading results may differ materially from historical backtests due to numerous factors, including but not limited to:

• Changes in market conditions and volatility
• Liquidity constraints
• Slippage and execution delays
• Bid/ask spreads
• Commissions, fees and financing costs
• Partial fills or rejected orders
• Broker-specific execution policies
• Data quality differences
• Technical failures, software errors or connectivity issues
• Regulatory or market structure changes
• Human error or operational risks

Losses can exceed expectations, and it is possible to lose part or all of the capital allocated to trading.

No Guarantee

No guarantee, representation or warranty is made regarding the profitability, accuracy, reliability or future performance of any trading system, methodology, algorithm or strategy described within this report.

Historical performance should never be considered a guarantee of future returns.

Independent Decision Making

Any decision to trade, invest or otherwise act upon the information contained within this report is made entirely at the user's own discretion and risk.

Users are solely responsible for conducting their own due diligence and for determining whether any trading strategy or methodology is appropriate for their individual financial circumstances, objectives and risk tolerance.

Independent professional financial advice should be sought where appropriate before making any investment or trading decision.

Limitation of Liability

To the fullest extent permitted by applicable law, the authors, developers, distributors and providers of this report, together with their affiliates, employees, contractors and representatives, shall not be liable for any direct, indirect, incidental, consequential, special or punitive loss or damage arising from the use of, or reliance upon, this report or any information, analysis, software, trading system or performance data contained within it.

This includes, without limitation, any loss of capital, trading losses, loss of profits, loss of opportunity, business interruption, loss of data or any other financial or commercial loss.

Acceptance of Risk

By accessing, reading or using this report, you acknowledge and agree that:

• You understand that all trading involves significant financial risk.
• You understand that backtested and simulated performance is hypothetical and has inherent limitations.
• You accept full responsibility for all trading and investment decisions made.
• You assume all risks associated with the use of any information, strategies or systems referenced within this report.
• You understand that no guarantees or assurances of future profitability are provided or implied.

If you do not understand or accept these risks, you should not rely upon or use the information contained within this report.