Systematic Cash Flow from Futures
Over an 8-day trading window, I executed a series of risk-managed trades using ES futures.
This week we generated a risk adjusted return of approximately +68.75%.
Structured, Repeatable, and Controlled.
With an almost 80% consistency ratio of the highest P/L day.
This is a major signal of process-driven edge, not randomness.
Even with two down days, the compounding of risk-adjusted gains outperformed expectations, showcasing durability and control in a volatile environment.
Standard Deviation (Volatility Control): 11.55%
The daily return volatility across 8 days remained contained.
This low dispersion signals tight risk management and predictable output — rare in leveraged futures trading.
It means gains weren’t driven by luck or singular events, but by a repeatable process with controlled downside.
Sharpe Ratio: 1.70
A Sharpe ratio above 1.0 is considered strong.
1.70 of the average daily return was 1.7x larger than daily risk.
Cashflow efficiently and consistently.
Date Range: July 16–25, 2025
Instrument: ES Futures
Relative P&L (%):
Day 1: –14.29%
Day 2: +19.99%
Day 3: +16.18%
Day 4: +17.58%
Day 5: +13.05%
Day 6: +15.31%
Day 7: +13.27%
Day 8: –10.00%