SCLI[Strategy] vs INav[Benchmark]

31 Jul, 2024 - 19 Jan, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	97.0%
Cumulative Return	30.58%	30.47%
CAGR﹪	19.88%	19.82%
Sharpe	11.27	11.35
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	8.84	8.9
Sortino	26.37	146.38
Smart Sortino	20.69	114.87
Sortino/√2	18.65	103.51
Smart Sortino/√2	14.63	81.23
Omega	12.76	12.76
Max Drawdown	-0.47%	-
Longest DD Days	-	-
Volatility (ann.)	1.0%	0.99%
R^2	0.01	0.01
Information Ratio	0.0	0.0
Calmar	42.2	-
Skew	-0.28	4.67
Kurtosis	19.75	36.39
Expected Daily	0.07%	0.07%
Expected Monthly	1.41%	1.41%
Expected Yearly	9.3%	9.27%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.03%
Expected Shortfall (cVaR)	-0.03%	-0.03%
Max Consecutive Wins	213	108
Max Consecutive Losses	1	0
Gain/Pain Ratio	48.2	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	49.2	-
Common Sense Ratio	1024.15	-
CPC Index	-	-
Tail Ratio	20.82	4.27
Outlier Win Ratio	3.34	3.49
Outlier Loss Ratio	0.05	-
MTD	0.64%	0.76%
3M	3.99%	3.99%
6M	8.48%	8.44%
YTD	0.64%	0.76%
1Y	19.9%	19.85%
3Y (ann.)	19.88%	19.82%
5Y (ann.)	19.88%	19.82%
10Y (ann.)	19.88%	19.82%
All-time (ann.)	19.88%	19.82%
Best Day	0.5%	0.69%
Worst Day	-0.47%	0.0%
Best Month	1.8%	1.88%
Worst Month	0.0%	0.0%
Best Year	20.2%	20.26%
Worst Year	0.64%	0.76%
Avg. Drawdown	-0.08%	-
Avg. Drawdown Days	-	-
Recovery Factor	64.9	-
Ulcer Index	0.0	0.0
Serenity Index	540.85	-
Avg. Up Month	1.49%	1.49%
Avg. Down Month	-	-
Win Days	98.09%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.1	-
Alpha	0.16	-
Correlation	9.46%	-
Treynor Ratio	246.36%	-