A public trading track record, built from scratch. Every trading day since Dec 31, 2025, red days included.
2026 by month
Month by month with YTD
| Month | P&L | Return | Trades | Win rate | YTD P&L | YTD return |
|---|
Risk stats
Read this before the headline number. Short-volatility returns are negatively skewed: many small gains and occasional large losses, which the −0.81 skew and the −11% single day show. Nine months is not enough to separate skill from premium collected before a major volatility shock, and this book has not yet been through one. The near-zero beta and correlation to QQQ suggest the return isn't leveraged Nasdaq exposure, but the book has held concentrated positions in single names and commodity ETFs, so it can still carry directional risk in those names.
Method: 193 daily time-weighted returns from IBKR PortfolioAnalyst (CAD), Dec 31, 2025 to Oct 8, 2026. Sharpe and Sortino annualised with a 3% risk-free rate. Beta and correlation use same-day QQQ closing returns in USD, so currency moves add some noise. Leverage, margin use and a Greek breakdown of returns aren't shown yet.
Where the returns came from
Share of realized profit by underlying, Dec 31, 2025 → Oct 8, 2026. Losers stay in.
What this table says about risk. One name, MU, is 61% of realized profit, so the book is more concentrated than the calendar makes it look. CAR (−10%) is the April 23 blowup, and it stays in. Margin use ran above 100% of net liquidation value in August, the same kind of setup that made April hurt.
Method: realized option P&L from IBKR trade records (year to date plus the Dec 31 opening fills); shares are the same in USD or CAD. Excludes unrealized P&L, interest and currency gains. “Other” is every underlying not listed. This section and the calendar above both run to Oct 8. Percentages are rounded.
Source: IBKR PortfolioAnalyst, CAD base, as of Oct 8, 2026. Daily P&L = prior close NAV × that day's time-weighted return, so deposits don't count as gains. A dot marks a day with a cash flow. US market holidays are rolled into the next session. Trades = distinct orders (a multi-leg spread counts as one); fills are shown in the day detail. Win rate = closing orders with positive realized P&L ÷ all closing orders. Weekend-dated expiry/assignment records are counted on the prior Friday.
This is Khau Capital Corp's own trading account: one IBKR account, no outside money. Figures are unaudited. Past performance doesn't predict future results. Nothing here is investment advice. Live positions are on Blossom.