The GetUndiluted System Index finished July 2026 at 166.9.
That puts the live broker-reported record at +66.9% since April 1, 2024. July returned -18.6% from the June close, while 2026 year-to-date performance remains positive at +8.4%.
Real systematic trading involves absorbing drawdowns while adhering strictly to position sizing, stop rules, and exposure limits. Drawdowns are an intrinsic part of live operations, and maintaining transparent reporting across both gains and drawdowns is fundamental to our discipline.
The portfolio continues to execute across systematic sleeves without discretionary overrides. Capital remains deployed selectively based on active setup criteria.
The July close extends the live record through July 31, 2026. The broader performance page now reflects the updated Interactive Brokers data.
Key figures:
- July 2026 return: -18.6%
- Live cumulative return since April 1, 2024: +66.9%
- Current index: 166.9
- 2026 YTD return: +8.4%
The PDF performance report has also been updated with a dedicated July update page, the full curve, monthly return table, benchmark comparison, risk metrics, and distribution data.
Past performance does not guarantee future results. This is not investment advice and not an offer to invest.