Paper test

Paper test closed

Paper test via Interactive Brokers, 13 May 2026 to 18 September 2026

Start value

€50,009.00

End value

€52,859.69

Result

+€2,850.69 (+5.70%)

Result +€2,850.69 = open positions at close +€3,843.32, plus closed trades, costs, dividends, currency and other -€992.63 (derived).

Result on average invested capital

+6.97% on an average of €40,889.32 invested

About 21% of the portfolio was held in cash on average, as part of the strategy (cash buffer and VIX phase). This metric relates the full result to the part that was actually invested.

33 closed trades. 13 positions open at close.

S&P 500: +3.25%. AEX: +8.98%

This was paper trading. No real money was involved.

Four months and one portfolio are not statistical evidence. Several trading days were missed because of broker gateway outages, so this is not the pure result of the strategy.

The system continues as a signal function with own bookkeeping, portfolios 50k and 10k, manual execution.