Performance

The edge is not
trading more.
It is seeing the week clearly.

Signal before the open.

Longbrunch is built to identify the important weeks, step back when conditions worsen, and avoid turning the product into another live-noise dashboard.

Live since

Jan 2018

Signal cadence

Weekly before the open

Risk posture

Capital first

Decision style

One clear trade view

Big weeks. Clear bias.
Big weeks.
Calm execution.

Performance frame

A system should outperform by avoiding bad participation, not by forcing activity.

Signal before the open.

These numbers come from the older performance page, but the presentation now matches the frontpage identity.

Annualized return

17.3%
Longbrunch
9.1%
Buy & hold

Max drawdown

-20.2%
Longbrunch
-33.9%
Buy & hold

Sharpe ratio

0.95
Longbrunch
0.55
Buy & hold

Average exposure

45%
Longbrunch
100%
Buy & hold

Cycle behavior

The behavior matters more than a headline number.

Signal before the open.

The value is in how the signal behaves during expansion, stress, and recovery.

2020 crash

De-risked faster than buy and hold.

2022 inflation shock

Stayed disciplined while volatility expanded.

Current regime

Reads the weekly tape without intraday churn.

What to expect

Not constant action. Cleaner participation.

Less churn. Better timing.

The product is designed around a single weekly signal, not endless switches. That is part of the edge and part of the brand.

Fewer decisions.
Better timing.

Weekly access

Signal before the open.

Simple pricing. Real edge.

Longbrunch keeps the decision simple: read the tape, take the weekly view, avoid the noise.