Convequity

Returns are direction-adjusted price returns using the leaderboard’s execution logic: entries and explicit exits at the next trading day’s open, open takes at the latest completed close. Bearish returns invert with price. Not adjusted for dividends, fees, or short-borrow costs. Dates are when Drip first tracked the take, not the analyst’s own entry. Price data by CoinGecko.

Across 15 measurable closed takes: average -5.3%, following every one of them equal weight -98.9%, versus -1.1% for SPY over the same windows (-4.2%).