Real monthly returns for each tier, from that tier's own 2024 daily backtest equity curve. Green units badges mark months where the pyramid engine added a second unit.
Indexed to 0% at the start of 2024, shown at the 5% tier. Real daily equity curve, resampled to monthly.
Cumulative return · Jan–Dec 2024 · Pyramid levered 5% tier · Real backtest
The signal was identical across all tiers in 2024. What changed was how much exposure the system took at each risk level.
| Risk tier | 2024 return | Max drawdown | Avg units/pos | Return bar |
|---|---|---|---|---|
| 1% | +14.1% | −4.8% | 1.913× | |
| 2% | +21.3% | −9.2% | 1.681× | |
| 3% | +32.0% | −10.0% | 1.504× | |
| 4% | +42.0% | −14.3% | 1.403× | |
| 5% | +46.3% | −15.5% | 1.294× | |
| 6% | +54.1% | −19.1% | 1.235× |
Editorial commentary for 2024 is being finalized and will appear here shortly.