Saturn Performance

Monthly returns breakdown of the Saturn short weakness strategy

Last updated: 2026-02-13
Starting Capital
$100,000
Current Value
$7,657,321
Total Return
+7557%
Annualized
+134.0%
Max Drawdown
-34.2%
Calmar Ratio
3.95
Sharpe Ratio
1.52
Profit Factor
4.37

Equity & Drawdown

$9.63M
$7.22M
$4.81M
$2.41M
$0
-0.0%
-8.6%
-17.1%
-25.7%
-34.2%
2021-01-07
2026-02-13
YearQ1Q2Q3Q4YTD
2021+1.2%-1.4%+32.6%-6.3%+24.1%
2022+26.1%+35.0%+7.0%+0.5%+83.1%
2023+116.8%+21.9%+57.5%-6.9%+287.4%
2024+11.3%+49.1%+82.7%+29.8%+293.6%
2025+24.0%+32.2%+10.4%+11.5%+101.7%
2026+9.6%———+9.6%
Avg+31.5%+27.4%+38.0%+5.8%+133.2%
+10% or more
+5% to +10%
0% to +5%
0% to -5%
-5% to -10%
-10% or worse