Real monthly returns for each tier, from that tier's own 2022 daily backtest equity curve. Green units badges mark months where the pyramid engine added a second unit.
Indexed to 0% at the start of 2022, shown at the 5% tier. Real daily equity curve, resampled to monthly.
Cumulative return · Jan–Dec 2022 · Pyramid levered 5% tier · Real backtest
The signal was identical across all tiers in 2022. What changed was how much exposure the system took at each risk level.
| Risk tier | 2022 return | Max drawdown | Avg units/pos | Return bar |
|---|---|---|---|---|
| 1% | +9.8% | −5.5% | 1.780× | |
| 2% | +16.4% | −6.5% | 1.747× | |
| 3% | +27.9% | −8.0% | 1.622× | |
| 4% | +39.9% | −7.1% | 1.479× | |
| 5% | +45.2% | −11.0% | 1.425× | |
| 6% | +49.4% | −8.5% | 1.332× |
Editorial commentary for 2022 is being finalized and will appear here shortly.