Hypothetical results. Trading cost: actual eToro fees, as charged. 2026 onward is forward-test data that was never used for tuning. Past performance does not guarantee future results.
Key statisticsJul 2026 – Oct 2026
eToro torotorozq
SPY
Total return
+5.2%
+3.6%
+21.8%
+14.8%
8.8%
11.0%
2.30
1.31
4.04
2.55
−1.9%
−3.5%
11.73
4.20
75%
50%
CAGR and Calmar are the 3 months so far prorated to a year.
Drawdown
Drawdown from previous peak
Monthly returns
About this strategy
Long-only and fully in US-listed ETFs. The account holds mostly short-term Treasury bills and adds to the leveraged Nasdaq-100 fund in steps. Every figure is the account's own live record, read from eToro with a read-only key: positions, closed trades and fees.
The exact rules stay private. Every signal comes from locked code with no manual override. Why we keep code private
How likely the past record is to repeat. The scoring method is published in How it works.
Robustness score
How the score is built
21.6of 40
Statistical evidenceIs the edge real, or could it be luck?
–
Overfitting riskDoes not apply
0of 27
Consistency over timeNot enough history yet: needs 12 months
11.7of 13
ImplementabilityDoes it survive real-world trading?
1.8of 20
Live evidenceDoes live trading confirm it?
What is measured
Statistical evidence
Chance the edge is real100
Return beyond the benchmark51
Enough trades to judge10
Consistency over time
Recent performance matches the long run0
Implementability
Survives higher trading costs90
Live evidence
Months of live record (36 = full)9
A ring fills to the check’s 0–100 score; the points are that score times its weight. “Author-reported” items come from the author and are not verified by oxrun.
1
Luck or skill
Sample size, fat tails and streaks can all make a lucky strategy look skilled. We test for that directly.
chance the true beats SPY’s ()
Range of 5-year outcomes,
Annualised return over random 5-year stretches stitched together from the strategy’s own daily history in 1-month blocks. It shows the spread of outcomes the record supports, not a forecast.
2
Performance across market conditions
How it did in the months when SPY did worst, and whether its risk-adjusted return held up over time.
Average monthly return, by how SPY did that month
Rolling 3-year Sharpe ratio
The rolling line shows the risk-adjusted return of every 3-year window since 2026. A robust strategy stays above zero in all of them.