Track Record
Full performance data for the ASPE Labs grid trading strategy, operating since February 2025 with own capital.
Summary metrics
Total return (TWR)
+193.5%
Operating period
~13 months (Feb 2025 – Mar 2026)
Annualized return (CAGR)
166.5%
Sharpe ratio (annualized)
1.86
Sortino ratio (annualized)
2.15
Maximum drawdown
-40.3%
Max drawdown duration
31 days
Calmar ratio
4.13
Win rate (positive days)
54.9%
Annualized volatility
66.2%
Monthly returns
Feb 2025
— (partial, inception)
Mar 2025
+22.1%
Apr 2025
+18.7%
May 2025
+8.3%
Jun 2025
+7.6%
Jul 2025
-3.3%
Aug 2025
+6.1%
Sep 2025
+14.2%
Oct 2025
+21.0%
Nov 2025
+3.3%
Dec 2025
-1.6%
Jan 2026
-1.1%
Feb 2026
+17.3%
Mar 2026
— (in progress)
11 of 14 months positive. Average monthly return: +8.3%. Median: +7.8%.
Major drawdowns
Jan–Feb 2026
-40.3%
31 days
Recovered Feb 14
Jul 2025
-15.8%
18 days
Recovered Jul 24
Nov–Dec 2025
-14.1%
23 days
Recovered Dec 4
Dec 2025–Jan 2026
-13.5%
29 days
Recovered Jan 2
All historical drawdowns have been fully recovered. This does not guarantee future recovery.
Dune dashboard
Interactive charts including equity curve and drawdown visualization are available on the public Dune dashboard.
Dashboard link: coming soon.
Past performance does not guarantee future results. The strategy has experienced significant drawdowns and will likely experience them again. Only deposit what you can afford to lose.
Related links
What is ASPE Labs? — overview and value proposition
Understanding Risks — full risk assessment
Data Access — machine-readable performance data
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