Real monthly returns for each tier, from that tier's own 2018 daily backtest equity curve. Green units badges mark months where the pyramid engine added a second unit.
Indexed to 0% at the start of 2018, shown at the 5% tier. Real daily equity curve, resampled to monthly.
Cumulative return · Jan–Dec 2018 · Pyramid levered 5% tier · Real backtest
The signal was identical across all tiers in 2018. What changed was how much exposure the system took at each risk level.
| Risk tier | 2018 return | Max drawdown | Avg units/pos | Return bar |
|---|---|---|---|---|
| 1% | −0.4% | −3.8% | 1.760× | |
| 2% | +6.9% | −5.9% | 1.574× | |
| 3% | +10.1% | −6.0% | 1.295× | |
| 4% | +11.5% | −9.3% | 1.194× | |
| 5% | +3.0% | −11.1% | 1.162× | |
| 6% | +3.2% | −13.0% | 1.090× |
Editorial commentary for 2018 is being finalized and will appear here shortly.