Rothko

Equity curves

Drawdown

from running peak

Leverage by day

Rolling Sharpe

30-day

Rolling volatility

30-day, annualised

Performance metrics

Monthly returns

Cross-year summary

Concept

Vol-targeted base leverage with 3 drawdown zones. Aggressive when healthy, cautious in mild DD, then waits for momentum confirmation before re-leveraging from deep DD. No daily loss cap.

Step 1: Vol-Targeted Base

base = min(1.5 / realized_vol_14d, 3.5) → Low vol = higher base leverage (up to 3.5x) → High vol = lower base leverage (auto-scales down)

Step 2: Drawdown Zones

Zone	Condition	Multiplier	Effect
NORMAL	DD > -5%	1.0x	Full base leverage
CAUTIOUS	-5% ≥ DD > -20%	0.4x	Cut to 40% of base
DEEP	DD ≤ -20%	0.2x – 3.5x	Momentum-gated bounce

Final Leverage

leverage = clamp(base × zone_mult × vol_spike_mult, 0.2, 6.5)

Parameters (10)

Param	Value
dd_mid	-0.05
dd_mild_mult	0.4
dd_deep	-0.20
bounce_floor	0.2
dm	3.5
hard_cap	6.5
daily_loss_cap	None
vol_spike_severe/mild	0.15 / 0.5

Concept

Same 3-zone structure as V3 but with tighter parameters and a daily loss floor of -12%.

Key Differences vs V3

Param	V5	V3
dd_mild_mult	0.25	0.4
dd_deep	-0.15	-0.20
hard_cap	5.5	6.5
daily_loss_cap	-12%	None

Daily Loss Floor

if return < 0 AND leverage × return < -12%: leverage = -12% / return (cap loss at -12%)

Concept

8 independent signals multiplicatively combined. Leverage stays high only when ALL signals agree. 24 parameters.

The 8 Signals

1. DD ZoneNormal/Cautious/Deep zones with cautious decay

2. Momentum ConsensusLong EMA + Short EMA direction

3. Equity HeatReduces after parabolic 5d gains >20%

4. DD VelocityReduces if DD worsening >3%/3d

5. Loss StreakExponential reduction after 3+ losing days

6. Time DecaySlowly reduces after 15+ days in DD

7. Vol Spike3d/7d vol ratio filter

8. Soft FloorAsymptotic reduction near -8% daily loss

Concept

Only 7 parameters. Three zones (Offense/Caution/Defense) with vol-targeting and a hard -6% daily loss floor.

The 3 Zones

Zone	Condition	Leverage
OFFENSE	DD > -9%	Vol-targeted up to 7x
CAUTION	-9% ≥ DD > -12%	Fixed 2.0x
DEFENSE	DD ≤ -12%	Fixed 0.5x

Daily Loss Floor

if return < 0 AND leverage × return < -6%: leverage = -6% / return → Hard -6% daily loss cap in ALL conditions

Parameters (7)

Param	Value
tv	3.0
cap	7.0
mild	-0.09
deep	-0.12
mid	2.0
ddl	0.5
flr	-0.06

Objective

Turn $10K into $1M+ in one year. Three non-negotiable criteria:

Make a lot of money if the base strategy has a good year
Limit losses if the base strategy fails
Average drawdowns should not be very large

Revised Verdict

V6 core + V8 circuit breaker hybrid

V6 is statistically superior on every robustness metric (0% fragile params, 100% MC hit rate, higher OOS Sharpe). V8 has a hard -6% daily floor guarantee. Recommendation: Run V6 primary, add V8's -6% daily loss cap as emergency circuit breaker.

V6 Strengths

0% fragile parameters (extraordinary)
100% Monte Carlo hit rate for $1M
Worst MC path = $2.8M (vs V8's $436K)
Higher OOS Sharpe (4.65 vs 4.42)

V8 Strengths

Hard -6% worst day (mechanically guaranteed)
Only 7 parameters (Occam's Razor)
Better when baseline breaks (+176% vs +98%)
Perfectly predictable tail risk

Select overlay and block size, then run

Starting equity

$10,000

Return you want in a year

%

Drawdown you can live with

%

Replay window

Only overlays you could actually trade — hides V5, V6 and V8, which cap the day's loss using that same day's result

Best inside your limits

—

One year from here

—

Deepest drawdown

—

Worst single day

—

What your money could turn into

Overlay

Leverage multiplier

×

How long

Range of outcomes

Deposit, drawdown limit and history come from the inputs at the top. The ranges are 2,000 reshuffles of that history in 10-day blocks, so calm and rough stretches keep their shape. Each reshuffle is run both ways on the same days. Compound keeps the profits in, so the position grows and shrinks with the account. Fixed trades the deposit every day, whatever the account is worth: profits pile up beside it, and after a loss the same position sits on less money, so the real leverage goes up. "1 in 10" means one outcome in ten came out worse, or better. This is not a forecast.

Leverage frontier

Each line is one overlay as its leverage multiplier sweeps from 0.1× to 5×. A line that stops has been wiped out at that leverage. Your two limits are the dashed lines: everything above the horizontal one hits your target, everything left of the vertical one stays inside your drawdown. The dot is where each overlay ends up at the most leverage your drawdown allows.

Blend

Split the account across several overlays. Every overlay levers the same daily strategy result, so a blend is exactly an overlay whose daily leverage is the weighted average of its parts — no approximation, assuming you rebalance the sleeves daily. The blend gets its own line on the chart and its own row below.

Every overlay at your limits

The numbers replay the chosen window with every daily result multiplied by the leverage in the "Max leverage" column, compounding from your starting equity — not a forecast. This strategy's Sharpe has fallen from about 4.3 in 2024 to 1.4 in 2026, so a long window flatters the result; the shorter windows are the honest ones. "Peak account leverage" is the highest leverage you would actually have carried on any single day: at roughly 7× a repeat of the worst day in the history wipes the account out.

Data entry

Add or update a daily return saved to the database

Date

Return (%)

Bulk import

Paste rows with a date (YYYY-MM-DD) and a percent value per line. Accepts CSV, whitespace, or a Markdown table — the first YYYY-MM-DD and first percent number on each line are used (e.g. the Binance "PnL %" table). Existing dates are overwritten.

Overlays

Choose which overlays the site shows at all — charts, tables, Daily Results, Monte Carlo, CSV exports and the Telegram list — and which of those are drawn on the equity curve when the dashboard opens. Saved for everyone who opens the site; partners still only see the overlays shared with them.

OverlayShowOn chart

Beta

Continuous years Overlays normally restart every January: equity back to $10,000 and every bit of state — drawdown memory, sticky leverage levels, the fuse — cleared. With this on each overlay runs once across the whole history and carries that state into the next year. Years are still reported separately, each rebased to $10,000 at the equity it carried in, so the numbers stay comparable. This lives in your browser only: partners, the Telegram notification and the leverage the server reports all keep the classic behaviour. Monte Carlo is unaffected — it already runs continuously.

Sync

Auto-sync fetches data from the external API automatically: hourly at :57 minutes and once daily at 23:58 UTC (before the Telegram notification). Turn off to disable all automatic syncs — the manual "Sync Now" button still works.

Enable auto-sync (hourly & daily)

Telegram notifications

Get next-day leverage sent to Telegram at 11:59 PM UTC daily.

Enable daily notifications

Bot Token

Chat ID

Overlays to include

Rothko

Equity curves

Drawdown

Leverage by day

Rolling Sharpe

Rolling volatility

Concept

Step 1: Vol-Targeted Base

Step 2: Drawdown Zones

Final Leverage

Parameters (10)

Concept

Key Differences vs V3

Daily Loss Floor

Concept

The 8 Signals

Concept

The 3 Zones

Daily Loss Floor

Parameters (7)

Objective

V6 core + V8 circuit breaker hybrid

Path distribution

Range of outcomes

Leverage frontier