Total return
Since inception
Six years.
Measured in markets.
Real market data presented as a transparent operating record not a promise. Orion executes inside the client's own U.S. regulated brokerage account.
PUBLISHED PERFORMANCE SNAPSHOTHeadline KPIs through Feb 2026
Annualized CAGR
Backtested · hypothetical
Average monthly
Since inception
Maximum drawdown
Peak-to-trough
Sharpe ratio
Risk-adjusted return
Profit factor
Gross win / gross loss
Average hold
Per trade
Trades / month
Monthly average
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
01CUMULATIVE EQUITY
The full trajectory, not a selected window.
Move across the curve to inspect every published monthly observation from inception through the latest ledger entry.
Starting capital: $100,000Monthly ledger: Feb 2020—Jul 2026Hover or drag to inspect
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
02DRAWDOWN ANALYSIS
Downside, measured from every peak.
Drawdown tracks each decline from a portfolio high to the subsequent trough, showing how risk behaved throughout the complete published path.
ACTIVE OBSERVATIONFeb 2026
DRAWDOWN-0.40%
SERIES MAXIMUM-9.17%
PUBLISHED THROUGHFeb 2026
MAXIMUM DRAWDOWN-9.17%Apr 2020
WORST MONTH-4.46%Feb 2020
RECOVERY PROFILEFastPublished characteristic
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
03TRADE ASYMMETRY
The edge is in management, not prediction.
A sub-50% win rate is paired with larger average winners and tightly managed losing trades.
47.58%WIN RATE
TOTAL TRADES3,861
WINNING1,837
LOSING2,024
TRADE ASYMMETRY
PROFIT FACTOR2.039×
AVERAGE LOSER-$575.75
2.39×AVERAGE PAYOFF
AVERAGE WINNER$1,375.64
$1.00 GROSS LOSSGENERATED$2.04 GROSS PROFIT
Largest single win$32,906.07
Largest single loss-$9,004.69
Annualised volatility8.93%
Sortino ratio7.453
Calmar ratio5.527
Payoff ratio2.247
Kelly criterion24.24%
Recovery factor41.719
Best tickerFKWL (+111.1%)
Max concurrent positions30
Maximum exposure$691,501.66
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
04MONTHLY RETURNS
Month-by-month performance.
Every published monthly observation from inception, including monthly and cumulative profit-and-loss and return figures.
MONTHJul 2026
MONTHLY P&L+$3,073.56
MONTHLY RETURN+0.24%
CUMULATIVE P&L$1,206,135.19
CUMULATIVE RETURN+1206.14%
| Month | Monthly P&L | Monthly return | Cumulative P&L | Cumulative return |
|---|---|---|---|---|
| Jan 2026 | +$42,772.99 | +3.97% | $1,019,997.78 | +1020.00% |
| Feb 2026 | +$78,931.87 | +7.05% | $1,098,929.65 | +1098.93% |
| Mar 2026 | +$31,362.93 | +2.62% | $1,130,292.58 | +1130.29% |
| Apr 2026 | +$46,832.90 | +3.81% | $1,177,125.48 | +1177.13% |
| May 2026 | +$19,088.06 | +1.49% | $1,196,213.54 | +1196.21% |
| Jun 2026 | +$6,848.09 | +0.53% | $1,203,061.63 | +1203.06% |
| Jul 2026 | +$3,073.56 | +0.24% | $1,206,135.19 | +1206.14% |
AVERAGE MONTH+3.55%
BEST MONTH+23.50%Feb 2021
WORST MONTH-4.46%Feb 2020
NEGATIVE MONTHS12 / 78
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
05ANNUAL PERFORMANCE
Positive in every published calendar year.
The annual record includes 2022, a sustained adverse regime for major U.S. equity indices.
+44.16%
2020$44,155
+99.22%
2021$143,107
+17.14%
2022$48,311
+38.42%
2023$90,524
+76.06%
2024$323,837
+39.16%
2025$327,290
+11.02%
2026 YTD$121,705
2022 REGIME CHECK
One market.
Three outcomes.
NASDAQ-35.00%
S&P 500-25.00%
ORION+17.14%
Orion maximum drawdown during 2022: approximately 3.21%Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
06RISK-ADJUSTED CONTEXT
Return is only half the record.
Risk-adjusted measurements show how efficiently the published return was generated and how downside was contained.
SHARPE RATIOEXCEPTIONAL
3.213RETURN / VOLATILITY
04.0
Published return per unit of volatility. Above three is commonly regarded as exceptional.
PROFIT FACTORPOSITIVE EDGE
2.039GROSS WIN / LOSS
03.0
Gross winning trades divided by gross losing trades across the stated record.
MAX DRAWDOWNCONTAINED
-9.17%PEAK / TROUGH
0%-25%
Largest published peak-to-trough decline, recorded in the early months of the series.
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗
07 / GET STARTED
From review
to execution.
The published onboarding path is structured in three clear stages.
- 01PRIVATE REVIEW
Schedule a consultation.
Review the strategy, performance record, risk framework, and eligibility with the GemAlgo team.
- 02ACCOUNT CONNECTION
Connect your brokerage.
Accepted clients connect an Interactive Brokers account through a guided API configuration.
- 03SYSTEM ONLINE
Orion runs. You observe.
Execution operates automatically inside the client-owned account, with each trade visible in real time.
SEEN ENOUGH TO HAVE A CONVERSATION?Review the methodology
Book a Demo ↗Review the methodology
behind the record.
Past performance does not guarantee future results. Includes live, backtested, hypothetical, and simulated results. Trading involves risk of loss. See full disclosures ↗