Performance · Since 2020
Six Years. Real Market Data.
Runs Inside Your Own U.S. Regulated Brokerage
+1,098.93%
Total Return
Since Inception
From $100,000 starting equity
+50.71%
CAGR
Backtested · Hypothetical
Compound annual growth rate
+3.55%
Avg Monthly
Since Inception
Average monthly return
-9.17%
Max Drawdown
Since Inception
Largest peak-to-trough decline
3.213
Sharpe Ratio
Risk-adjusted return (>1 is good, >2 is excellent, >3 is exceptional)
2.039
Profit Factor
Gross profit divided by gross loss
15.4 Days
Avg Hold Time
Average days per trade
52.9
Avg Trades/Mo
Average monthly trade count
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
A win rate below 50% is not a weakness, it is a feature of asymmetric risk management. The system profits on 47.58% of trades because losing trades are cut quickly and winning trades are allowed to run. The profit factor of 2.039 means the system generates $2.04 in gross profit for every $1.00 of gross loss. Edge comes from trade management, not prediction accuracy.
$100,000 → $1,198,930
Cumulative equity since inception.
Updated: Feb 2026
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
Maximum Drawdown: -9.17%
Drawdown measures the decline from a portfolio's peak value to its subsequent trough. A maximum drawdown of -9.17% across six years of backtested and simulated performance, including the 2022 bear market, reflects the risk management architecture operating as designed.
-9.17%
Max Drawdown
Apr 2020 (early months)
-4.46%
Worst Month
Feb 2020
Fast
Recovery
Characteristic
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
In 2022, the NASDAQ declined 35% and the S&P 500 fell 25%. During the same period, Orion returned +17.14% with a maximum drawdown of approximately 3.21%. This reflects the regime detection and position sizing systems functioning under sustained adverse market conditions.
Month-By-Month Performance
Every month since inception. Green indicates positive returns. Red indicates negative returns.
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
| Month | Monthly PnL ($) | Monthly Return (%) | Cumulative PnL ($) | Cumulative Return (%) |
|---|---|---|---|---|
| Feb 2020 | $-4,462.04 | -4.46% | $-4,462.04 | -4.46% |
| Mar 2020 | $-3,257.31 | -3.41% | $-7,719.35 | -7.72% |
| Apr 2020 | $-365.03 | -0.40% | $-8,084.38 | -8.08% |
| May 2020 | +$8,221.94 | +8.95% | $137.56 | +0.14% |
| Jun 2020 | +$7,196.55 | +7.19% | $7,334.11 | +7.33% |
| Jul 2020 | +$6,883.59 | +6.41% | $14,217.70 | +14.22% |
| Aug 2020 | +$5,181.54 | +4.54% | $19,399.24 | +19.40% |
| Sep 2020 | +$5,254.17 | +4.40% | $24,653.41 | +24.65% |
| Oct 2020 | +$439.48 | +0.35% | $25,092.89 | +25.09% |
| Nov 2020 | +$2,282.80 | +1.82% | $27,375.69 | +27.38% |
| Dec 2020 | +$16,779.39 | +13.17% | $44,155.08 | +44.16% |
| Jan 2021 | +$23,730.42 | +16.46% | $67,885.50 | +67.89% |
| Feb 2021 | +$39,447.60 | +23.50% | $107,333.10 | +107.33% |
| Mar 2021 | +$7,822.79 | +3.77% | $115,155.89 | +115.16% |
| Apr 2021 | +$208.65 | +0.10% | $115,364.54 | +115.36% |
| May 2021 | $-579.58 | -0.27% | $114,784.96 | +114.78% |
| Jun 2021 | +$22,751.42 | +10.59% | $137,536.38 | +137.54% |
| Jul 2021 | +$11,990.47 | +5.05% | $149,526.85 | +149.53% |
| Aug 2021 | +$7,975.79 | +3.20% | $157,502.64 | +157.50% |
| Sep 2021 | +$169.50 | +0.07% | $157,672.14 | +157.67% |
| Oct 2021 | +$10,900.55 | +4.23% | $168,572.69 | +168.57% |
| Nov 2021 | +$16,095.04 | +5.99% | $184,667.73 | +184.67% |
| Dec 2021 | +$2,594.52 | +0.91% | $187,262.25 | +187.26% |
| Jan 2022 | +$129.52 | +0.05% | $187,391.77 | +187.39% |
| Feb 2022 | $-1,332.86 | -0.46% | $186,058.91 | +186.06% |
| Mar 2022 | +$7,293.83 | +2.55% | $193,352.74 | +193.35% |
| Apr 2022 | +$7,904.43 | +2.69% | $201,257.17 | +201.26% |
| May 2022 | $-7,859.62 | -2.61% | $193,397.55 | +193.40% |
| Jun 2022 | $-1,807.09 | -0.62% | $191,590.46 | +191.59% |
| Jul 2022 | +$8,659.38 | +2.97% | $200,249.84 | +200.25% |
| Aug 2022 | +$14,249.50 | +4.75% | $214,499.34 | +214.50% |
| Sep 2022 | +$1,494.11 | +0.48% | $215,993.45 | +215.99% |
| Oct 2022 | +$363.96 | +0.12% | $216,357.41 | +216.36% |
| Nov 2022 | +$17,428.91 | +5.51% | $233,786.32 | +233.79% |
| Dec 2022 | +$1,787.35 | +0.54% | $235,573.67 | +235.57% |
| Jan 2023 | +$18,024.02 | +5.37% | $253,597.69 | +253.60% |
| Feb 2023 | +$12,332.23 | +3.49% | $265,929.92 | +265.93% |
| Mar 2023 | $-1,945.17 | -0.53% | $263,984.75 | +263.98% |
| Apr 2023 | +$2,513.78 | +0.69% | $266,498.53 | +266.50% |
| May 2023 | +$6,696.26 | +1.83% | $273,194.79 | +273.19% |
| Jun 2023 | +$5,906.96 | +1.58% | $279,101.75 | +279.10% |
| Jul 2023 | +$25,006.12 | +6.60% | $304,107.87 | +304.11% |
| Aug 2023 | +$1,216.48 | +0.30% | $305,324.35 | +305.32% |
| Sep 2023 | +$2,893.55 | +0.71% | $308,217.90 | +308.22% |
| Oct 2023 | $-4,466.93 | -1.09% | $303,750.97 | +303.75% |
| Nov 2023 | +$10,510.38 | +2.60% | $314,261.35 | +314.26% |
| Dec 2023 | +$11,836.16 | +2.86% | $326,097.51 | +326.10% |
| Jan 2024 | +$50,229.91 | +11.79% | $376,327.42 | +376.33% |
| Feb 2024 | +$30,301.86 | +6.36% | $406,629.28 | +406.63% |
| Mar 2024 | +$15,728.86 | +3.10% | $422,358.14 | +422.36% |
| Apr 2024 | +$35,845.74 | +6.86% | $458,203.88 | +458.20% |
| May 2024 | +$10,844.77 | +1.94% | $469,048.65 | +469.05% |
| Jun 2024 | $-13,106.89 | -2.30% | $455,941.76 | +455.94% |
| Jul 2024 | +$37,155.97 | +6.68% | $493,097.73 | +493.10% |
| Aug 2024 | +$22,353.45 | +3.77% | $515,451.18 | +515.45% |
| Sep 2024 | +$40,958.82 | +6.66% | $556,410.00 | +556.41% |
| Oct 2024 | +$35,119.64 | +5.35% | $591,529.64 | +591.53% |
| Nov 2024 | +$44,497.50 | +6.43% | $636,027.14 | +636.03% |
| Dec 2024 | +$13,907.64 | +1.89% | $649,934.78 | +649.93% |
| Jan 2025 | +$42,470.56 | +5.66% | $692,405.34 | +692.41% |
| Feb 2025 | +$28,473.29 | +3.59% | $720,878.63 | +720.88% |
| Mar 2025 | $-12,077.18 | -1.47% | $708,801.45 | +708.80% |
| Apr 2025 | $-14,032.05 | -1.73% | $694,769.40 | +694.77% |
| May 2025 | +$31,697.55 | +3.99% | $726,466.95 | +726.47% |
| Jun 2025 | +$22,307.64 | +2.70% | $748,774.59 | +748.77% |
| Jul 2025 | +$43,046.87 | +5.07% | $791,821.46 | +791.82% |
| Aug 2025 | +$490.45 | +0.05% | $792,311.91 | +792.31% |
| Sep 2025 | +$84,053.52 | +9.42% | $876,365.43 | +876.37% |
| Oct 2025 | +$61,239.99 | +6.27% | $937,605.42 | +937.61% |
| Nov 2025 | +$10,543.84 | +1.02% | $948,149.26 | +948.15% |
| Dec 2025 | +$29,075.53 | +2.77% | $977,224.79 | +977.22% |
| Jan 2026 | +$42,772.99 | +3.97% | $1,019,997.78 | +1020.00% |
| Feb 2026 | +$78,931.87 | +7.05% | $1,098,929.65 | +1098.93% |
| Mar 2026 | +$31,362.93 | +2.62% | $1,130,292.58 | +1130.29% |
| Apr 2026 | +$46,832.90 | +3.81% | $1,177,125.48 | +1177.13% |
| May 2026 | +$19,088.06 | +1.49% | $1,196,213.54 | +1196.21% |
| Jun 2026 | +$6,848.09 | +0.53% | $1,203,061.63 | +1203.06% |
| Jul 2026 | +$3,073.56 | +0.24% | $1,206,135.19 | +1206.14% |
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
+3.55%
Avg Monthly Return
Since Inception
+23.50%
Best Month
Feb 2021
-4.46%
Worst Month
Feb 2020
12
Negative Months
Out of 78
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
Positive Every Year Since Inception
Including 2022, one of the most challenging years for equity investors in recent history. Orion has produced a positive annual return in every calendar year since inception.
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
| Year | Annual Return | PnL | Cumulative Return |
|---|---|---|---|
| 2020 | +44.16% | +$44,155 | +44.16% |
| 2021 | +99.22% | +$143,107 | +187.26% |
| 2022 | +17.14% | +$48,311 | +235.57% |
| 2023 | +38.42% | +$90,524 | +326.10% |
| 2024 | +76.06% | +$323,837 | +649.93% |
| 2025 | +39.16% | +$327,290 | +977.22% |
| 2026 YTD | +11.02% | +$121,705 | +1,098.93% |
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
NASDAQ 2022
-35%
S&P 500 2022
-25%
ORION 2022
+17.14%
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
Performance In Context
Raw returns tell part of the story. Risk-adjusted metrics tell the full story , how much risk was taken to generate those returns, and how consistently the strategy managed downside exposure.
Sharpe Ratio
3.213
The Sharpe Ratio measures return per unit of volatility. A ratio above 1.0 is considered good. Above 2.0 is excellent. Above 3.0 is exceptional and rare among trading strategies. Orion’s Sharpe Ratio of 3.213 indicates that the strategy generates strong returns relative to the risk taken to achieve them.
Profit Factor
2.039
The Profit Factor divides gross winning trades by gross losing trades. A value above 1.0 means the strategy is profitable. A value of 2.039 means the strategy generates $2.04 in gross profit for every $1.00 of gross loss, reflecting strong asymmetry between winning and losing positions.
Max Drawdown
9.17%
Maximum drawdown represents the largest peak-to-trough decline in account equity since inception. At 9.17%, this reflects six years of backtested and simulated performance across bull markets, bear markets, and high-volatility regimes, including 2022. For context, the S&P 500 experienced drawdowns exceeding 25% in the same period.
Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.
Three Steps To Get The Algorithm Running In Your Account.
The entire setup process takes less than a week. Our team handles everything, you simply follow the steps below.
Step 1
Schedule A Private Consultation
Apply below and if you meet the eligibility criteria, you’ll be invited to schedule a private Zoom call with our team. We’ll walk you through the full strategy, backtested performance data, risk framework, and answer every question you have, no pressure, no obligation.
Book a Demo →Step 2
Connect Your Brokerage Account
Once accepted, our team will guide you through connecting your Interactive Brokers account via API. The setup takes less than 30 minutes. We configure everything, position sizing, risk parameters, and execution settings. You don’t touch a single setting.
Step 3
The Algorithm Runs. You Watch.
From the moment the algorithm goes live, it runs automatically inside your account. Every trade is visible in real time. No manual input required. No charts to watch. No decisions to make. Your capital compounds, you go about your life.
Seen enough to have a conversation?
If the data meets your standards, the next step is a private methodology walkthrough where we cover the strategy in full detail.
Book a Demo →Past performance does not guarantee future results. Includes live, backtested, and simulated results. Trading involves risk of loss. See full disclosures.