TIDE TRADERS MODEL
Performance & How We Report It
Numbers without context mislead. Before we show any results, here’s exactly how we measure performance and how to read it responsibly — because how a track record is reported matters as much as the track record itself.
Our promise on numbers
When we publish performance, we’ll always label whether it’s backtested or live, compare it to a fair benchmark, show the bad periods alongside the good, and state our assumptions. No cherry-picked start dates, no hiding the drawdowns. Detailed results are in preparation and will be published here.
Backtested vs. live results
A backtest applies today’s rules to yesterday’s data — useful, but easy to make look spectacular with hindsight. Live results are what actually happened with real decisions in real time, with real costs and taxes. We’ll clearly separate the two, because conflating them is one of the oldest tricks in finance.
Benchmarks & drawdowns
A return means little in isolation. We’ll always show results next to a relevant benchmark like a broad-market index fund — because if a strategy can’t beat simply owning the market cheaply, the market is the better choice. And we show the maximum drawdown prominently, because a strategy you abandon at the bottom has a real-world return of zero.
Important disclaimers
Past performance never guarantees future results. Any figures we publish are for education and transparency, not a promise of returns, and not a personalized recommendation. Read the methodology for how the approach works.
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