Real monthly returns for each tier, from that tier's own 2019 daily backtest equity curve. Green units badges mark months where the pyramid engine added a second unit.
Indexed to 0% at the start of 2019, shown at the 5% tier. Real daily equity curve, resampled to monthly.
Cumulative return · Jan–Dec 2019 · Pyramid levered 5% tier · Real backtest
The signal was identical across all tiers in 2019. What changed was how much exposure the system took at each risk level.
| Risk tier | 2019 return | Max drawdown | Avg units/pos | Return bar |
|---|---|---|---|---|
| 1% | +16.2% | −4.2% | 1.966× | |
| 2% | +19.9% | −6.9% | 1.730× | |
| 3% | +23.1% | −8.8% | 1.568× | |
| 4% | +21.7% | −10.6% | 1.366× | |
| 5% | +29.3% | −12.1% | 1.321× | |
| 6% | +33.9% | −12.1% | 1.340× |
Editorial commentary for 2019 is being finalized and will appear here shortly.