Performance Model v4

Q2 2026 · 65 days · Score-based (no double-counting) · 245K trade backtest · $5+ $300M+ gap≥3%

Pos Size ($)

Risk/Trade ($)

Risk/Day ($)

Slippage (bps)

Tier Sizing

Correlation

MC Paths

Equity — A/A+ (MC percentiles)

P&L Distribution

Drawdown

Minus Days

Trades/Day

Equity — A/A++B (MC percentiles)

P&L Distribution

Drawdown

Minus Days

Trades/Day

Equity Compare (median + 5th)

Risk-Adjusted

Monthly (median)

Comparison

Strategy Categories (informational)

MC uses unified score tiers, not separate categories. This tab shows what feeds into each score tier. No double-counting.

Missing from Scoring Engine

Risk Gaps

Imbalance

A/A+ Setups

B Setups