Strategy performance (live trades), infrastructure incidents (full transparency), and backtesting validation. We don't hide drawdowns. We don't cherry-pick months. You see what's working and what broke.
These are live trades since August 2024. Not backtests. Real money, real fills, real slippage. The short strategy has 218 completed trades. The edge works.
Highest-performing strategy. Overbought, weak fundamentals, bearish divergence.
Covered calls + CSPs. 80% profit-take rule. Auto-rolls at 7 DTE. Dividend-aware.
Momentum breakouts + mean reversion. Recent infrastructure bugs affected execution.
What this means: The short strategy is the strongest performer. 94% win rate, 26.8 profit factor (gross profit / gross loss). The edge is in the frequency (many small wins), not magnitude. Options premium adds 1-2% monthly in normal IV environments.
Between March 28 and April 2, the system lost 8.81% due to infrastructure failures. Positions flipped sides incorrectly. Safety modules imported wrong code. These were bugs, not strategy failures. Here's the full breakdown.
drawdown_circuit_breaker instead of adaptive_defense. Kill switch didn't fire.assert_no_flip() to all executors. Blocks position flips at order time.adaptive_defense. Deprecated module removed.execute_longs.py. All long entries operational.Full incident reports: trading/docs/incidents/2026-04-02-position-flip-incident.md and 2026-04-02-kill-switch-failure.md available to subscribers in the dashboard.
Current status (April 2, 2026): System rebuilt and hardened. Adaptive defense active (Tier 1: 50% position sizing, high conviction only). All safety systems operational. Monitoring closely for 30 days before returning to normal sizing.
New strategies are backtested over 6-8 years of historical data before going live. Walk-forward optimization, out-of-sample testing, regime-conditional analysis. The goal is to catch overfitting before deploying real capital.
Full system with Market Wizards enhancements. +2.8% during 2022 bear market (SPY -18%). Quality > quantity.
Bear market test: Made +2.8% during 2022 while SPY dropped -18%. Includes all Market Wizards enhancements: conviction sizing, pyramid scaling, Benedict loss protection, half-life exits, and 13 risk gates. This is the complete framework working together.
Gap ≥8% on ≥4x volume, 1-5 day consolidation. High conviction breakouts only.
Overbought + weak fundamentals + bearish divergence. Matches live 94% WR.
Strong names, RSI<30, regime=STRONG_UPTREND. Pauses in CHOPPY.
Backtests are still backtests. They don't account for execution bugs, API failures, or the fact that markets change. Live validation is the only truth.
Why we publish this: Track records that only show winning months aren't track records. They're sales pitches. You need to see drawdowns, incidents, and failures to evaluate whether the system's risk management actually works.
Every strategy draws down eventually. The question isn't whether it happens (it will) but whether the drawdown is proportionate to the risk taken and whether the system recovers. A 5-8% decline isn't a failure. It's the cost of being invested.
Strategy edge (94% WR shorts, 26.8 PF) is different from infrastructure execution. Bugs in order routing don't invalidate the strategy. They validate the need for better testing. We show both.
A 2% month where options made 3% and equities lost 1% is very different from a 2% month driven by one lucky position. Attribution shows whether the system is working as designed or just getting lucky.
The goal isn't spectacular single-month returns. It's consistent, compounding gains with controlled risk. 2-3% per month with low drawdowns beats 8% one month and -6% the next.
Subscribers get the full picture: real-time portfolio metrics, trade history, strategy attribution, options income, optimization changes. All of it, updated continuously during market hours.
Performance figures represent live system results and are not audited by a third party. Past performance does not guarantee future results. Systematic strategies can and do underperform. All performance data is reported in good faith and reflects actual portfolio activity, including losing periods and infrastructure incidents. Winzinvest is systematic portfolio automation software and does not provide investment advice. Investing in equities and options involves substantial risk of loss.