Every strategy at a glance — the headline hypothetical track record, recomputed daily on live market data (not frozen marketing figures), with today’s live regime. Pick a strategy below for its full chart, tiers and history.
Headline hypothetical track record for each strategy — pinned and recomputed on live data, not frozen marketing figures — with today’s live regime read (as of 2026-07-28T10:53). The four equity strategies share ONE regime read; Crypto reads its own crypto-native regime. Pick a strategy below (or tap “View”) for its full chart, tiers, annual returns and ledger.
Strategy detail
Apex · leveraged sector ETFs
The risk-on / risk-off Regime strategy, recomputed daily on live market data. Hypothetical backtest since inception · Oct 2020 – Jul 2026.
116.3%CAGR since inception
-28.8%Max drawdown
2.24Sharpe
—Buy & hold CAGR
—Buy & hold max DD
—Buy & hold Sharpe
Equity curve
LeverageView
ScaleStrategy view
Cumulative return since inception, rebased to the window start. Switch leverage ceiling (1× / 2× / 3×), compare each sleeve against Apex, and toggle log scale vs total return. The headline stats and annual returns below update to match the selected leverage and sleeve; lines are weekly equity from the same backtest engine as the factsheet. The Long only / + Shorts view applies to the Apex line only — the honest short and bounce program is book-level, so the individual sleeves are long-only under either view. Apex is a blend of the Nasdaq, Tech and Semis sleeves. The dashed line is buy & hold — the same sleeves at the same leverage, held continuously with no signal.
Annual returns
Year
Strategy
Buy & hold
2020
+24.3%
—
2021
+76.6%
—
2022
-9.5%
—
2023
+168.8%
—
2024
+134.1%
—
2025
+167.9%
—
2026
+144.3%
—
Zenith · Index Futures · NQ + ES
The same Regime expressed through E-mini index futures (NQ + ES) instead of leveraged ETFs — every sleeve and leverage tier shown, with the 8× 50/50 blend as the headline. Hypothetical backtest since inception · 2020-10-30 → 2026-07-27.
Live signal
Zenith reads the same Regime & Conviction as Apex (one signal, two expressions). Currently RISK-OFF · Defensive conviction. The exact contract position (score → leverage) is subscriber-only on the /futures dashboard; the chart below shows the model + track record.
Equity curve
Variant
Leverage
Tilt
Scale
—CAGR since inception
—Max drawdown
—Sharpe
—Buy & hold CAGR
—Buy & hold max DD
—Buy & hold Sharpe
Annual returns
Year
Strategy
Buy & hold
Hypothetical growth of $100,000, rebased to the window start. Set the leverage tier (1×–10×), slide the NQ/ES tilt (0 = all ES · 100 = all NQ, “snap to optimized” jumps to the max growth-per-drawdown weight), and toggle log scale vs total return. The dashed grey line is a buy & hold of the same futures at the same leverage and tilt with no signal — the strategy steps to cash in confirmed bears (it sidestepped the 2022 leveraged drawdown), buy & hold rides it. Headline stats and the annual table update to the selection from the same backtest engine as the factsheet, gross of costs. The Variant toggle compares the signal expressions: Long only = the leverage-only floor (no short overlay), + Shorts = the standard flagship with the depth-graded honest short (the advertised headline). The short overlay has historically reduced the worst-case drawdown — the long-only floor rides deep bear legs uncushioned while the short generates offsetting gains, so the floor showing the deeper drawdown is real, not a display error. See the full risk disclosure below.
Every leverage tier NQ & ES sleeves · 50/50 blend
The interactive card above already walks every tier and sleeve. This is the same data as a static table — collapsed to keep the page clean.
Show all 10 leverage tiers (NQ · ES · 50/50 blend, 1×–10×)
Tier
NQ (Nasdaq)
ES (S&P)
NQ/ES
50/50 blend
Sharpe
Calmar
$100K →
CAGR
DD
CAGR
DD
CAGR
DD
1×
+57.5%
-63.0%
+45.0%
-49.9%
50/50
+51.8%
-54.2%
0.92
0.96
$1.1M
2×
+80.3%
-63.0%
+58.8%
-49.9%
50/50
+70.1%
-54.2%
1.19
1.29
$2.1M
3×
+109.4%
-63.0%
+75.3%
-49.9%
50/50
+93.1%
-54.2%
1.46
1.72
$4.3M
4×
+137.5%
-63.0%
+91.5%
-49.9%
50/50
+115.5%
-54.2%
1.65
2.13
$8.0M
5×
+159.5%
-63.0%
+104.7%
-49.9%
50/50
+133.6%
-54.2%
1.75
2.46
$12.7M
6×
+186.2%
-63.0%
+120.2%
-49.9%
50/50
+155.7%
-54.2%
1.85
2.87
$21.3M
7×
+210.0%
-63.0%
+134.8%
-51.2%
50/50
+176.2%
-54.2%
1.90
3.25
$33.1M
8×
+222.3%
-63.0%
+144.9%
-53.3%
50/50
+189.3%
-54.3%
1.88
3.49
$43.1M
9× ⚠
+234.1%
-65.6%
+155.9%
-57.7%
50/50
+203.3%
-59.9%
1.85
3.39
$56.4M
10× ⚠
+241.9%
-70.8%
+165.5%
-62.5%
50/50
+215.2%
-65.0%
1.80
3.31
$70.4M
One signal, every leverage tier — each NQ/ES sleeve standalone and the balanced 50/50 blend (the same fixed split as the published headline at every tier). The 8× row is the headline; higher tiers buy more return for steeper drawdowns (9×/10× ⚠ are extreme-risk). Hypothetical, gross of costs.
Atlas · Mega-Cap Stocks
The same risk-on / risk-off Regime expressed in US stocks — own the largest US companies (a dynamic top-5 by market cap plus momentum satellites) in risk-on, step to cash when it turns. Live holdings + the full interactive chart are on the /stocks dashboard.
68.2%
CAGR · graded-2× signal (the headline) · Sharpe 1.85 · Max DD -18.8% · tiers below: 1× conservative → 2×-graded → 3× margin/HL → HL-perp
Performance by leverage 1× / 2× / 3× / Graded · same signal
37.8%CAGR since inception
-9.5%Max drawdown
1.98Sharpe
3.97Calmar
Cumulative return since inception at 1× leverage — strategy vs buy & hold the index. Dashed = buy & hold. Weekly equity, log-scaled.
80.0%CAGR since inception
-18.9%Max drawdown
1.91Sharpe
4.24Calmar
Cumulative return since inception at 2× leverage — strategy vs buy & hold the index. Dashed = buy & hold. Weekly equity, log-scaled.
128.9%CAGR since inception
-27.9%Max drawdown
1.89Sharpe
4.62Calmar
Cumulative return since inception at 3× leverage — strategy vs buy & hold the index. Dashed = buy & hold. Weekly equity, log-scaled.
108.3%CAGR since inception
-27.7%Max drawdown
1.83Sharpe
3.91Calmar
Cumulative return since inception at Enhanced leverage — strategy vs buy & hold the index. Dashed = buy & hold. Weekly equity, log-scaled.
Same Regime + daily gate at every leverage; leverage only scales deployed exposure. 1× is the defensible headline; Graded scales leverage with conviction (de-levers in weak regimes).
Annual returns strategy vs buy & hold · follows the leverage above
Year
Strategy
Buy & hold
2021
+27.4%
+28.8%
2022
-3.4%
-32.1%
2023
+42.2%
+54.2%
2024
+52.9%
+28.4%
2025
+48.2%
+20.0%
2026
+45.0%
+9.6%
Year
Strategy
Buy & hold
2021
+52.6%
+52.9%
2022
-6.7%
-60.5%
2023
+91.0%
+119.0%
2024
+117.7%
+51.9%
2025
+106.3%
+30.0%
2026
+99.3%
+13.8%
Year
Strategy
Buy & hold
2021
+78.3%
+77.1%
2022
-10.0%
-79.1%
2023
+149.9%
+203.9%
2024
+199.5%
+75.6%
2025
+179.5%
+34.7%
2026
+164.5%
+15.8%
Year
Strategy
Buy & hold
2021
+69.8%
+52.9%
2022
-5.0%
-60.5%
2023
+110.5%
+119.0%
2024
+184.9%
+51.9%
2025
+183.1%
+30.0%
2026
+96.0%
+13.8%
Cipher · BTC / ETH / SOL perpetuals
The same risk-on / risk-off Regime expressed in crypto — leveraged long BTC/ETH/SOL perpetuals in risk-on, to cash in bear. Long-only. Hypothetical backtest; live per-coin positioning is subscriber-only on the /crypto dashboard.
58.4%CAGR (full sample)
-42.6%Max drawdown
1.20Sharpe
1.11Sortino
1.37Calmar
Hypothetical / backtested performance shown; it is not indicative of future results. Not investment advice; automated execution is a separate service. Full disclaimer →
Equity curve (log scale)
Cumulative return since inception — leveraged BTC/ETH/SOL perpetuals long in risk-on, to cash when the Regime turns bear (long-only; an inverse-short overlay was tested honestly and rejected). Weekly equity, log-scaled; dashed = buy & hold.
Annual returns
Year
Strategy
Buy & hold
2022
+4.0%
-78.9%
2023
+99.3%
+304.0%
2024
+278.2%
+93.1%
2025
+1.6%
-13.9%
2026
+2.3%
-34.8%
Hypothetical / backtested performance is not indicative of future results. See plans →
CFTC / NFA required disclosures
Risk of loss in futures trading. Trading futures and options on futures involves substantial risk of loss and is not suitable for every investor. The high degree of leverage that is often obtainable in futures trading can work against you as well as for you, and can lead to large losses as well as gains. You may sustain a total loss of funds and may be required to deposit additional funds to maintain your position. You should carefully consider whether trading is suitable for you in light of your circumstances, knowledge, and financial resources, and only risk capital you can afford to lose. Past performance is not necessarily indicative of future results. Parabolic Signals is an educational signal service, is not a registered Commodity Trading Advisor or broker, and nothing on this site is a recommendation or solicitation to buy or sell any futures contract.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Hypothetical / illustrative. Past or backtested performance is not indicative of future results. Leveraged ETFs and options carry substantial risk of loss. Nothing here is investment advice.