Introducing Execution-Based Finance (EBF): Cash Flow Return on Risk Rented (CRRR)
Outcome: Hit 6422 target zone
Cash Index Correlation: 6389 → 6393 = +4pt cash ≈ +5–6pt ES
Performance results validate EBF's claim of sustainable, repeatable outcomes. Unlike strategies that rely on a few outlier trades or long-term appreciation, EBF's setup-driven structure facilitates tight clustering of returns near a defined average, reinforcing the concept of engineered consistency.
The consistency threshold (≥75% of peak daily performance maintained on 85% of trading days) serves as a reliability benchmark, offering empirical grounding that past performance under EBF is structurally repeatable and statistically robust.
In contrast to traditional metrics, EBF shatters the assumptions that volatility must accompany high return. Its high Sortino ratio reflects superior downside protection. Even when judged by Sharpe, CRRR’s efficiency eclipses comparable strategies, proving that low-duration, setup-constrained trading can outperform conventional long-duration approaches.
These outcomes represent a historic benchmark in discretionary trading. No known real-money discretionary framework has maintained such a high CRRR over 30 days with sub-2% trade-level drawdowns and day-to-day consistency exceeding 85%. This suggests not only tactical proficiency but also statistical integrity in the underlying edge detection. By shifting the evaluative frame from volatility to engineered repetition, EBF introduces a paradigm capable of rendering past performance indicative of future outcomes —redefining the boundaries of discretionary trading as both art and system.