The model focuses on predicting the expected risks in the US economy and measuring their impact on it.

The model trades on futures contracts of the VIX index.

Drawdown (maximum drawdown) is a term that describes the largest percentage decline in an asset's value, from its highest peak to its lowest point. This figure helps in understanding the historical volatility of the model.

Monthly growth is a term that describes the average monthly change in an asset's value. This metric is used to assess the growth or decline rate of the asset over time and serves as a tool for historical comparisons between alternative opportunities.

Profitable quarters refer to the percentage of quarters in which the asset yielded a positive return. This metric provides historical insight into the consistency of the asset's performance over time.

Max Days to Recovery refers to the maximum time (in days) that the model required to return to its peak after a drawdown. This historical metric is used to evaluate the time during which the asset failed to achieve returns (stagnation).

Response time is a term describing the maximum time (in minutes) it takes for a model to respond to forecast changes. This metric evaluates the efficiency and speed of the model in reacting to market or data changes.

The model measured limit orders that were executed with 100% probability at the measured price.
Simply put, the performance of real-time orders matches the performance seen in historical data.

The data is publicly updated on the website at the beginning of each quarter.