Hypothetical analysis
Backtest standards before headline results
A large hypothetical number is not evidence of an executable account return. This page documents the standards for evaluating a simulation before any aggregate is published.
Results are per option contract, entry to exit, from exchange prices for the contract called; where an entry print was not archived, the result is set by TQQQ's real close and labelled so. They are not any member's account and do not include fees, spreads, taxes or missed fills. Signals published from 2026-09-04 carry a timestamped Discord message id. Past results do not predict future results.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.
Required assumptions
- Unambiguous sample period, model version, and market-data source.
- Signal, entry, contract-selection, exit, and missing-quote rules.
- Bid/ask treatment, commissions, fees, and conservative slippage.
- No use of data that arrived after the decision timestamp.
- Separate in-sample development and out-of-sample evaluation.
Verified, bounded ledger results
The public ledger contains a small number of settled option-path observations. They are shown below with sample size, date range, losses, and provenance. They are not subscriber returns, and the observed and modeled rows are never blended.
Ledger results
Every settled call, by price source
| Evidence | Period | n | Wins | Losses | Average result |
|---|---|---|---|---|---|
| Real option prices | 2026-05-26 to 2026-10-08 | 9 | 5 | 4 | -8.3% |
| Set by TQQQ close | 2026-05-05 to 2026-05-24 | 3 | 3 | 0 | 189.7% |
Source: the downloadable public signal ledger, captured during this site build. A row is not an account return, and an average of option-path percentages is not a portfolio return.
Results are per option contract, entry to exit, from exchange prices for the contract called; where an entry print was not archived, the result is set by TQQQ's real close and labelled so. They are not any member's account and do not include fees, spreads, taxes or missed fills. Signals published from 2026-09-04 carry a timestamped Discord message id. Past results do not predict future results.
Hypothetical scenario tool
The former high-of-day compounding simulator has been removed from the landing page. It may return here only with explicit entry/exit assumptions, friction, loss paths, and a persistent hypothetical label. A daily high is not an executable exit.
What you can audit now
Use the public signal ledger for timestamped decisions and provenance. Read costs, fills, slippage, and look-ahead bias for the evaluation framework.