This index tracks the cumulative performance of our live trading operations since early 2024. Data is derived directly from our broker reports and updated periodically.
The broker-reported GetUndiluted System Index finished May 2026 at 209.4, bringing the live cumulative return since April 1, 2024 to +109.4%.
Update period: May 1, 2026 to May 29, 2026. Past performance does not guarantee future results.
Calendar-month returns derived from month-end changes in the live indexed equity curve.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.4% | +10.7% | +2.9% | +12.0% | +5.1% | — | — | — | — | — | — | — | +36.0% |
| 2025 | -10.5% | +3.2% | -4.0% | +6.4% | -0.9% | -4.8% | +0.2% | +0.8% | +1.8% | +11.7% | +4.7% | -2.7% | +4.2% |
| 2024 | — | — | — | -3.9% | +1.9% | +7.0% | +6.2% | +1.7% | +16.5% | -10.2% | +13.2% | +10.8% | +48.3% |
Derived from the daily live equity curve. These are portfolio-level time-series metrics, not trade-level diagnostics such as average trade.
Systematic trading is about more than raw gains. It is about capital efficiency, survival, and smooth wealth compounding. Here is how to read our key indicators:
What it means: Measures how much return you get per unit of risk/volatility. The Sharpe Ratio penalizes all ups and downs, while the Sortino Ratio focuses exclusively on the downside drop-offs (the drops you actually care about).
Why it's good: A Sortino or Sharpe ratio above 1.5 indicates extremely efficient capital growth. It proves that the portfolio's gains are smooth and reliable, not a wild, emotional rollercoaster built on a few lucky spikes.
What it means: Shows whether the portfolio moves in lockstep with the broader US stock market (Correlation near +1) or behaves independently (Correlation near 0).
Why it's good: A correlation close to zero means this index moves on completely different drivers. When stock markets drop, sidestep, or crash, our portfolio's systematic edges act as a genuine hedge for your wealth.
What it means: The annual geometric rate at which your capital grows. It smooths out market fluctuations to show the portfolio's underlying compounding velocity.
Why it's good: Steady compounding beats volatile, highly-correlated stock trading. Sustained annual growth allows your money to work as an exponential wealth engine.
What it means: Divides our total cumulative return by the largest temporary peak-to-trough paper loss (Max Drawdown) suffered along the way.
Why it's good: A ratio above 2.0x means the portfolio generates multiples of its maximum historic drawdowns in pure profit. It measures capital protection and gives you high sleep-easy peace of mind.
Histogram of day-over-day portfolio returns from the live indexed curve. This helps show how concentrated or fat-tailed the realized daily P&L profile has been.
Capital is allocated across strategy sleeves with volatility-aware sizing and low-correlation objectives.
GetUndiluted provides trading automation technology and research infrastructure. GetUndiluted does not provide personalized investment advice, custody client assets, or guarantee investment results. Users remain responsible for their own trading decisions, broker accounts, risk settings, and capital allocation. Trading involves risk, including possible loss of capital. Disclosures • Privacy Policy
