Performance
Prysm Blue, Gold, and Green — institutional algorithmic systems with verified tear sheets and transparent reporting.
“Performance is not promised. It is engineered.”
Systemic risk control and long-term survivability across 844 days of live EUR/USD execution. +179.9% cumulative total return per institutional tear sheet (Nov 2025).
Total Return
+179.90%
Monthly Avg
+3.7%
Weekly Avg
+0.9%
Max DD
-7.7%
Win Rate
68.7%
EUR/USD
Semi-verified real account · Tear sheet Nov 2025
“Quiet capital compounds.”
$30,000 compounded to $70,838.59 with zero withdrawals over 669 days. +136.13% total return and 2.36x capital multiple per institutional tear sheet (Jan 2026).
Total Return
+136.13%
Monthly Avg
+3.9%
Weekly Avg
+0.9%
Max DD
-2.3%
Win Rate
80.9%
XAU/USD (Gold)
Real account (semi-verified) · Tear sheet updated Jan 2026
“The numbers, unfiltered.”
Live US equity markets algorithm with full transparency. Structural break protocol — every trade logged, timestamped, and visible on the live performance dashboard.
Total Return
+1,192.39%
Monthly Avg
+3.5%
Annual (CAGR)
+50.6%
Max DD
-9.16%
Win Rate
47.8%
US Equity Markets
Live & verified · Updated from green.prysmalgo.com · Jun 2026
Full equity curve, drawdown profile, daily returns distribution, monthly returns, and complete trade log — updated every session at green.prysmalgo.com.
Prysm Blue
Illustrative portfolio analytics based on Prysm Blue live track record metrics.
total Return
+0.0%
monthly Return
+0.0%
weekly Return
+0.0%
max Drawdown
-0.0%
win Rate
+0.0%
risk Reward Ratio
0.00
profit Factor
0.00
| Month | Return | Benchmark | Alpha |
|---|---|---|---|
| January | +1.20% | +0.30% | +0.90% |
| February | +1.60% | +0.50% | +1.10% |
| March | +0.70% | -0.20% | +0.90% |
| April | +0.70% | +0.70% | +0.00% |
| May | +0.70% | +0.40% | +0.30% |
| June | +1.50% | +0.30% | +1.20% |
| July | +0.70% | +0.50% | +0.20% |
| August | +0.70% | -0.20% | +0.90% |
| September | +1.20% | +0.70% | +0.50% |
| October | +1.20% | +0.50% | +0.70% |
| November | +1.30% | +0.50% | +0.80% |
| December | +6.50% | +0.70% | +5.80% |
Sharpe Ratio
1.84
Risk-adjusted return efficiency
Sortino Ratio
2.41
Downside risk-adjusted return
Calmar Ratio
2.71
Return vs maximum drawdown
Volatility (Ann.)
8.2%
Annualized portfolio volatility
Beta
0.32
Market correlation coefficient
Alpha
12.4%
Excess return over benchmark
| Strategy | Return | Monthly Avg | Sharpe | Max DD |
|---|---|---|---|---|
| PRYSM BLUE | +179.9% | +3.7% | 1.84 | -7.7% |
| PRYSM GOLD | +136.13% | +3.9% | 2.1 | -2.3% |
| PRYSM GREEN | +1192.39% | +3.51% | 3.25 | -9.16% |
| S&P 500 | +4.20% | — | 0.62 | -12.4% |
| Hedge Fund Index | +6.80% | — | 0.91 | -8.2% |
| 60/40 Portfolio | +5.10% | — | 0.74 | -10.1% |
Qualified investors receive access to a comprehensive reporting portal featuring real-time portfolio analytics, trade attribution, risk decomposition, and downloadable monthly statements. Contact our team to request access.
Past performance is not indicative of future results. Prysm Green live data at green.prysmalgo.com. Download institutional tear sheets for Blue, Gold, and Green above.