01 · LIVE FORWARD EVIDENCE
LIVE BROKERAGE PERFORMANCE
01 May 2026 — 28 Aug 2026 · Brokerage-derived ELOVEEE track record
| METRIC | ELOVEEE | NASDAQ-100 (QQQ) | S&P 500 (SPY) |
|---|---|---|---|
| Total Return | +32.75% | +6.39% | +7.03% |
| Max Drawdown | −10.01% | −10.28% | −5.50% |
| Sharpe | 2.79 | 0.79 | 1.05 |
| Sortino | 5.87 | 1.18 | 1.54 |
| Beta vs QQQ | 0.71 | 1.00 | 0.58 |
Live performance is presented separately from model validation.
*Live brokerage track record. Short observation period; not annualized.
02 · HISTORICAL MODEL VALIDATION
FEB 2012 — AUG 2026
Historical backtest · benchmark comparison
| METRIC | ELOVEEE | NASDAQ-100 (QQQ) | S&P 500 (SPY) |
|---|---|---|---|
| CAGR | 40.47% | 19.48% | 14.84% |
| Max Drawdown | −13.66% | −32.58% | −23.93% |
| Sharpe | 1.47 | 0.89 | 0.79 |
| Calmar | 2.96 | 0.60 | 0.62 |
| Median 5Y CAGR | 40.91% | 17.92% | 13.86% |
| Worst 5Y CAGR | 20.02% | 12.09% | 6.65% |
| 5Y Outperformance* | 100% | — | — |
40.5% CAGR. 40.9% median 5-year CAGR. Lower drawdown than both benchmarks. Nearly 5× QQQ’s Calmar. No historical 5-year window underperformed either benchmark.
*Historical backtest. Max Drawdown and Calmar use month-end observations; daily ELOVEEE Max Drawdown was −21.66%. Past performance is not predictive.
03 · ROBUSTNESS
NOT JUST PERFORMANCE
A strategy should survive more than one favorable specification.
150+NEARBY PARAMETER
VARIANTS
VARIANTS
10K5-YEAR BLOCK-BOOTSTRAP
PATHS
PATHS
10×TRANSACTION-COST
STRESS
STRESS
1-MONTHEXECUTION-DELAY
STRESS
STRESS
4DISTINCT HISTORICAL
SUBPERIODS
SUBPERIODS
Performance remained resilient across nearby parameter variations, with drawdowns generally favorable relative to QQQ under multi-parameter stress—and always below QQQ in single-parameter tests.
04 · THE STRATEGY
ADAPTIVE EXPOSURE
A proprietary, market-regime-aware framework.
ELOVEEE adapts exposure gradually as market conditions and regimes evolve—seeking greater participation when conditions strengthen and progressively reducing risk as they deteriorate.
Proprietary signals, thresholds and implementation are not disclosed.
PROFESSIONAL INQUIRIES
ALLOCATION & RESEARCH INQUIRIES
For professional conversations regarding ELOVEEE, its research framework and verified live track record.
contact@eloveee.com