TW Stat Arb Live Trading Record

2026-04 through 2026-10 · 125 trading days · 2 books, 26 models

Sharpe by test month

Months with fewer than 10 trading days are in the table but not charted

Total
Long
Short

Combined PnL curve — 2026-04-02 through 2026-10-02

Cumulative return per side across 2026-04 through 2026-10 -- 125 trading days, every one of them scored by the model that was live that day

Total
Long
Short

Full results

Each side scored against its own deployed capital

Holdings by date