HUGO™ TraderTuner1 — Playback Analysis

Performance Overview

January 2, 2025 – June 11, 2026 · 1 contract · $1.90/RT commission · fixed ET session windows

Net P&L

$44,403

Baseline release

Total Trades

764

2.22 trades/day avg

Win Rate

45.42%

347W / 417L

Profit Factor

2.21

Gross $81,049 / $36,646

Max Drawdown

($1,161.50)

Intraday trade-by-trade

Trading Days

344

Mon–Fri, no exclusions

Profitable Months

18 / 18

All months positive

Best Month PF

4.16

Nov 25

Avg Duration

178.4 min

Per trade

VIX Correlation

+0.1119

Positive vol bias

Avg Monthly P&L

$2,467

Avg across 18 months

Avg Daily P&L

$129.08

Mon–Fri avg

✦ TraderTuner1 Baseline — $44,402.90

HUGO™ TraderTuner1 posts $44,402.90 — the baseline result for this strategy version across all 764 trades. WR 45.42%, PF 2.21. Max drawdown ($1,161.50).

✦ 344 Trading Days · 2.22 Trades/Day

Avg daily P&L $129.08. Best month: Nov 25 ($5,961.70). Lightest month: Jun 26 ($393.20). All 18 months profitable.

✦ Session 3 at $19,386.50 — PF 2.57

Session 3 (04:00–08:45 ET) leads at $19,386.50 net. Gross before commission: $45,854.50. Total commission: $1,451.60.

✦ VIX Performance

Avg daily: $21/day (VIX <15) → $132/day (15–20) → $123/day (20–25) → $325/day (25–30) → $169/day (30+). Best day: 2026-03-02 +$1,368.80.

Equity Curve & Drawdown

Cumulative Net P&L — Linear Regression Overlay

Daily P&L

Drawdown from Peak (Intraday)

Session Analysis

4 sessions · fixed ET session windows · all 764 trades

Net P&L by Session

Win Rate % by Session

Avg P&L per Trade by Session

Profit Factor by Session

Drawdown Contribution by Session

Max DD = ($1,161.50) · Apr 29, 2026 – May 13, 2026

DD Impact of Removing Each Session

Session Internal Max Drawdown

Session Performance Table

Session	Time (ET)	Trades	Win Rate	PF	Net P&L	Avg/Trade	DD if Removed	DD Change

Monthly Breakdown

18 months · Jan 25 – Jun 26

Monthly Net P&L

Win Rate % & Trade Count by Month

Monthly Profit Factor

Average Monthly VIX

Monthly Performance Table

Month	Trades	Win Rate	Profit Factor	Avg VIX	Net P&L	Status

VIX & Volatility Analysis

Equity vs VIX — Dual Axis

Daily P&L vs VIX (Scatter)

Avg Daily P&L by VIX Regime

VIX Regime Summary

VIX <15: $21/day — 25 days.
VIX 15–20: $132/day — 250 days.
VIX 20–25: $123/day — 49 days.
VIX 25–30: $325/day — 10 days.
VIX 30+: $169/day — 10 days.

VIX Correlation: +0.1119

Positive correlation confirmed. Best day: 2026-03-02 +$1,368.80. Worst day: 2025-12-16 ($519.90).

Exit Analysis

764 exits

Exit Type Distribution

Exit Breakdown

Take Profit (118) — 15.4%

Stop Loss (408) — 53.4%

Forced Close — Session End (238) — 31.2%

Long vs Short Breakdown

Net P&L: Long vs Short

Win Rate: Long vs Short

Long Trades

249

32.6% of total

Long Net P&L

$22,357

50.4% of total

Long Win Rate

53.8%

vs 41.4% short

Short Trades

515

67.4% of total

Short Net P&L

$22,046

49.6% of total

Short Win Rate

41.4%

Best & Worst Trading Days

Top/Bottom 20

Best 20 Trading Days

Date	Net P&L	VIX	Regime	Trades

Worst 20 Trading Days

Date	Net P&L	VIX	Regime	Trades

Full Performance Summary

P&L Metrics

Gross P&L (pre-comm)	$45,854.50
Total Commission	(1,451.60)
Net P&L	$44,402.90
Gross Profit	$81,048.70
Gross Loss	($36,645.80)
Profit Factor	2.21
Max Drawdown	($1,161.50)
Best Month	$5,961.70 (Nov 25)
Lightest Month	$393.20 (Jun 26)
Avg MAE / Trade	($67.55)
Avg Daily P&L	$129.08

Activity & VIX

Total Trades	764
Trading Days	344
Winning Trades	347 (45.4%)
Losing Trades	417 (54.6%)
Avg Trades / Day	2.22
Avg Time in Market	178.4 min
VIX Correlation	+0.1119
Best VIX Regime	25-30 ($325/day)
Days VIX >20	68
Long / Short Split	249 / 515

Exit Breakdown

Take Profit	118 (15.4%)
Stop Loss	408 (53.4%)
Forced Close (Session End)	238 (31.2%)
Profitable Months	18 / 18
Best Single Day	$1,368.80 (2026-03-02)
Worst Single Day	($519.90) (2025-12-16)
Avg Monthly P&L	$2,466.83

Risk Ratios

Sharpe Ratio	6.7489
Sortino Ratio	19.8250
R-Squared	0.9801