Possibly the Greatest Verifiable Trading Month in Modern History
Over the past several weeks, we’ve built something extraordinary together. A real-money trading portfolio was developed through live execution and trade calls—sent directly to your inbox—focused entirely on highly liquid index futures. What makes this performance truly exceptional isn’t just how much was made, but how consistently and precisely those gains were achieved.
Likely to be the first known discretionary performance in history to achieve this combination of scale, speed, and discipline.
The purple line shows the strategy’s growth
The orange line shows how slowly the S&P moved by comparison
What this reveals isn’t just good trading—it’s proof of real, repeatable, risk-controlled results.
The Printing Press
Unlike most trading strategies, this one followed a strict daily standard: a trading day only “counted” if it reached at least 80% of the return of the best day.
It’s like saying: “You don’t just have to win—you have to win nearly as well as your best day… every day.”
This rule ensures the results weren’t padded by small wins or lucky breaks—it demands days that delivered real, repeatable performance.
Every trade was placed during the day (no overnight risk), using second-by-second decision windows, without taking on more exposure than the futures market itself provides. Risk was tightly controlled: position size was adjusted to stay within a preset limit, and losses never exceeded the defined risk buffer. That’s what makes this track record so rare—it didn’t rely on gambling, leverage, or hope. It was built on precision and discipline.
In just one month, the strategy produced a +184% return on capital, starting from a tightly capped drawdown. During that same period, the S&P 500—one of the strongest markets in the world—returned just +4.96%. That means this strategy outperformed the market by more than 36 times, using only a fraction of the capital and time.
Sortino Ratio exceeds 6+ - likely top 0.001% of all traders in history.
Designed from the start to be:
Replicable: It can be followed and repeated
Scalable: It can grow with capital
Institutionally safe: It respects risk models and compliance needs
Its key strengths include:
Low correlation to stocks or macro events (it does its own thing)
Efficient use of capital with high return per dollar risked
Precision timing, entering trades only when probability is at its highest
Minimal exposure, never holding trades longer than necessary
This isn’t just a good track record—it’s the kind of disciplined, high-performance trading that institutions try to replicate with teams of quants and millions in technology.
This performance stands as a rare and possibly historic achievement in the world of discretionary trading. It’s not a simulation. It’s not theoretical. It’s real, and it may very well be the first of its kind to meet this standard under live conditions.
What’s next?
We keep doing what we are doing and keep setting records for the world to see.