February 1 - February 16
| Sharpe Ratio | 2.76 |
| Sortino Ratio | 6.08 |
| Max Drawdown | 2.67% |
| Win Rate | 62.5% (10 of 16 trading days) |
| Mean Daily Return | 0.21% |
| Standard Deviation | 1.13% |
Live forward testing conducted in a broker-simulated environment to measure real-time single behavior and execution latency.
Core metrics comparison table:
| Metric | Governor Portfolio | SPY BUY-and-Hold |
|---|---|---|
| Total Return | +81.21% | +97.55% |
| Annualized Return | +15.27% | +18.35% |
| Sharpe Ratio | 0.55 | -- |
| Max Drawdown | 20.93% | 26.33% |
| Alpha (annualized) | +1.23% | -- |
Yearly breakdown table:
| Metric | Governor | SPY | Alpha | Sharpe | Max DD |
|---|---|---|---|---|---|
| 2021 | +21.22% | +24.18% | +2.96% | 1.58 | 5.26% |
| 2022 | -9.27 | -8.76% | +0.50% | -0.76 | 19.06% |
| 2023 | +16.66% | +17.57% | +5.25% | 1.14 | 4.69% |
| 2024 | +18.56% | +13.32% | +5.72% | 1.37 | 9.26% |
| 2025 | +15.68% | +9.96% | +0.07% | 0.75 | 14.63% |
| 2026 | +0.81% | +0.88% | +0.07% | 0.05 | 3.43% |