Performance
Project-V Track Record
Backtested behavior of the 00Capital strategy family across COVID-era crises, low-volatility regimes, and trend reversals. All numbers are research-only, pre-deployment, and subject to change as the engine evolves.
Regime-Specific Behavior
Metrics below represent the current research snapshot of Project-V 6.0 across labeled environments.
| Regime | Sample Size (5-day periods) | Annualized Return | Volatility | Sharpe | Max Drawdown |
|---|---|---|---|---|---|
| Bull Trend | 25 | 28.13% | 21.53% | 1.31 | −6.83% |
| Sideways | 98 | 20.54% | 14.17% | 1.45 | −13.78% |
| Bear Trend | 112 | 11.42% | 13.80% | 0.83 | −12.86% |
| High-Vol Stress | Insufficient samples | — | — | — | — |
These are research approximations using historical data and simulated transaction costs. They are not audited, not investable track records, and not a promise of future performance.
Strategy Design Targets
ProjectV is engineered toward structural risk/return goals — not just a pretty backtest.
Long-run target range across full cycles, after estimated costs, with position sizing and risk constraints active.
Priority on consistency and robustness over time, rather than maximizing in-sample Sharpe through curve-fitting.
Regime-aware drawdown controls and kill-switch logic designed to avoid catastrophic equity curve damage.
Dynamic net exposure with hard caps so the system is never forced into fully risk-on or fully risk-off extremes.
Trade frequency calibrated so that estimated execution costs remain a small fraction of expected edge.
Design goal of producing positive calendar-year returns in the majority of market environments.
These are internal research design targets, not guarantees or forecasts. They guide how ProjectV is validated, tuned, and stress-tested as the engine evolves.
Equity Curve Snapshot
Stylized visualization of how a dollar evolves under Project-V vs. a benchmark.
Chart shows a hypothetical, model-based equity curve for ProjectV versus a broad equity benchmark using research sample data. Results are backtested, not live trading, and do not reflect actual client or proprietary returns.
This visual is for illustration and discussion only and should not be interpreted as a guarantee of future performance or an offer of investment advice. As the strategy matures, this section will be updated with live, fully documented results.