CONVEXTRADER.COM · TRACK RECORD

592%.
Bounded downside.
Convex upside.

Not backtested. Not a paper portfolio. Not after-the-fact. An options book engineered for convexity — every position published before it executes, calibrated against the broker statement.

Total Return

+592%

YTD

+547%

Sharpe

3.77

Sortino

10.27

Profit Factor

8.72

Win Rate

61%

% Positive Months

92%

Max Drawdown

-21.1%

vs. The Rest of the World

+592% since inception.

Convex

+592%

Buffett / Berkshire

+20%

Nasdaq 100

+18%

S&P 500

+10%

Hedge fund avg

+8%

Convex: total return since inception · benchmarks: long-run annual avg

What you get

Every trade. Before I take it.

●Pre-trade Telegram alerts. Every position announced 30 minutes before I click the button. Front-run me if you can.
●Full ledger access. 259 positions · 666 fills · 198 strategy groups, all auditable on this site.
●Weekly recaps. What I closed, what I rolled, what I'm wrong about, what I'm positioning into.
●Calibrated to broker. NAV reconciled against the official broker statement. No paper trading. No backfills.

Methodology

Returns

TWR chain-linked sub-period returns between cash flows. Total return calibrated to current NAV including unrealized.

Risk Metrics

Sharpe annualized at rf 4.5%. Sortino uses downside deviation. Calmar = CAGR ÷ MaxDD%. Drawdown measured peak-to-trough.

Trade Counting

One trade = one strategy group. A vertical spread = 1 trade, not 2. Win rate reflects strategy outcomes, not leg outcomes.

Honest Disclosures

· This is a publication, not investment advice. I never tell you what to buy. I tell you what I'm buying.
· Past performance does not predict future returns. 91% positive months is exceptional but not guaranteed to repeat.
· I trade options. Options can expire worthless. Position sizing is your responsibility, not mine.
· I am long the positions disclosed. You may be buying the same expiry/strike I'm about to sell.

Numbers calibrated to portfolio snapshot · 2026-07-15