Performance Statement
We report performance the way a professional desk does, using reproducible multi-year backtesting with full risk context, and a transparent live record we are building forward. Our numbers have integrity: never cherry-picked or assumed results.
Headline figures are the flagship ES/SPY Options Strategy backtest over Jun 2023 to May 2026, active stages only (Stage 1 + Stage 2). Per-strategy detail and the live record are below.
How to read this page
Live results come first: actual signals recorded forward from the AlgoIndex reference account since the system went into production in June 2026, shown as trade counts and win rate only.
Backtest results follow, where they exist: a hypothetical simulation over historical data. Backtests are not live trading and do not account for every real-world condition. They show a strategy's risk profile, not a promise of future returns.
Our strategies
Three live strategies, each reported honestly: a multi-year backtest where the logic is rules-based and reproducible, and a forward live record for all three.
(based on 121 trades)
- Signal
- ES (S&P 500) futures
- Vehicle
- SPY options
- Structure
- Single-leg long, 0DTE
- Stages
- Stage 1 + Stage 2 (NY AM)
Our flagship automated strategy. ES futures trigger the signal; SPY options are the execution vehicle. Two morning stages after the retirement of the mid-day stages.
(based on 284 trades)
- Signal
- Live multi-source analysis
- Vehicle
- SPY options
- Structure
- Single-leg long (call or put), 0-1DTE
- Stages
- On-demand
High-conviction signals built live from real-time data. Because each trade is discretionary and unique, AITrader has no backtest; it is judged purely on its forward live record.
(based on 73 trades)
- Signal
- NQ (Nasdaq-100) futures
- Vehicle
- QQQ options
- Structure
- Single-leg long, 0DTE
- Stages
- Stage 1 + Stage 2 (NY AM)
The newest strategy: the ES/SPY engine generalized to the Nasdaq-100. Validated on a 3-year backtest (624 trades, 82.7% win); now building its forward live record.
Live results
Recorded forwardReference account, as of 08-16-2026 · updated weekly
(based on 121 trades)
Two active stages (NY AM Long + Short). Tracking toward the multi-year backtest (81.2%).
(based on 284 trades)
Discretionary AI-assisted signals; the most active live strategy this period.
(based on 73 trades)
Live since mid-June 2026. Same engine as ES/SPY, scaled to NQ futures and QQQ options.
ES/SPY Options Strategy: 3-year backtest
HypotheticalJun 2023 to May 2026. 483 trades across the two active stages: Stage 1 (NY AM Long) and Stage 2 (NY AM Short). The retired Mid-Day stages are excluded so this matches what trades live today. Results in R (risk units): one R is the option premium risked, and the maximum loss per trade is -1R (no stop; exits are the profit target, the session close, or expiry).
Cumulative return (R)
Monthly return (R)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.5 | +1 | +2 | +1.5 | +5.5 | +0.5 | +3.5 | +16R | |||||
| 2024 | -1.5 | +3.5 | +2.5 | +3 | -4 | -1 | +5 | +5.5 | +0.5 | +4.5 | +2 | +1 | +21R |
| 2025 | +4 | +5 | +6.5 | +5.5 | +6 | +4.5 | -1 | +1 | +2.5 | +4.5 | +4.5 | +3 | +46R |
| 2026 | +5 | +8 | +5.5 | +4.5 | -0.5 | +23R |
Trade outcome distribution (R)
The strategy takes profit at a fixed target (about +0.5R) and risks the full premium (-1R) per trade. A high share of small wins with a smaller share of full-premium losses produces the 2.15 profit factor.
By stage
Both active stages run in the New York morning session: a long and a short. (The Mid-Day stages were retired in June 2026.)
| Stage | Trades | Win rate | Profit factor | Net R |
|---|---|---|---|---|
| S1 NY AM Long | 284 | 82.4% | 2.34 | +67R |
| S2 NY AM Short | 199 | 79.4% | 1.93 | +38R |
Every recorded trade in the two active stages: entry/exit time and price, stage, side, exit reason, and R result. Verify the numbers above yourself.
Every AITrader signal is built live from real-time options-flow and market data, so there is no fixed historical parameter set to simulate. We judge it purely on its forward live record above.
NQ/QQQ runs the same engine as ES/SPY, scaled to the Nasdaq-100. Its 3-year backtest (624 trades, 82.7% win, 2.38 profit factor) is complete and shown in the member dashboard; we are now building its forward live record.
Methodology & data sources
What counts as a trade
One trade is a single round trip: an entry signal, a position held, and an exit at the profit target, the time cutoff, or expiry. Of the 483 active-stage backtest trades, 382 exited at the target and 101 at the session time cutoff. Pyramided adds are folded into their parent trade.
How results are measured
Results are in R, where one R is the option premium put at risk. A long option can lose at most its premium, so the maximum loss per trade is -1R. Reporting in R rather than dollars makes the record independent of account size and position sizing.
Backtest
The backtest runs the production strategy logic over historical 5-minute ES futures bars from 06-15-2023 to 05-14-2026, filtered to the two active stages. It is a simulation, not live trading, and does not model every real-world cost or fill. Run reference: ES-5min-2023-06-15-2026-06-14-b1c05d29 (config a5b7deec).
Live
Live figures are recorded forward from the AlgoIndex reference account as each signal closes, beginning 06-01-2026. Outcomes follow the chart logic (target hit, stop hit, or expiry), and are shown as counts and win rate only while the record is young.
Operational partners (execution and charting) are listed in the site footer. Backtest and live datasets on this page were generated 08-16-2026 and refresh periodically.
Important note on performance
Past performance is not a guarantee or reliable indicator of future results. The backtest figures on this page are hypothetical and were generated with the benefit of hindsight; hypothetical results have inherent limitations and do not represent actual trading. Live figures reflect a short, early sample from a reference account and may not be representative over time. Trading options involves substantial risk, including the risk of losing the full amount risked. Nothing here is investment advice or a solicitation. For the full disclosure, see our Performance Disclaimer and Risk Disclaimer.