Modified Dietz return
+946.1%
2026-09-03 → 2026-11-12
P&L $20,106.43 ÷ time-weighted capital $2,125.23
Portfolio performance · degentrepreneur.com
AI Trading Book · Modified Dietz
degentrepreneur.com publishes the performance of its proprietary trading portfolio run with the Blueprint Terminal system. Returns use the Modified Dietz method so cash transferred out is not counted as a trading loss, and capital is only counted while it was in the book.
Unaudited. Not an offer of securities or investment advice. Window through 2026-11-12.
Performance
Portfolio window
Peak
$24,355.43
2026-11-12
Transfer-adjusted series
Trough
$4,355.00
2026-09-08
Net transfers (excluded)
−$12,000.00
Not counted as P&L
Daily P&L · November 2026
Month +$1,328 Trading days 17 Win rate 82.4%
SunMonTueWedThuFriSat
1·
2·
3start
4+$139+3.6%
5
6
7No trades
8+$60+2.2%
9+$214+6.1%
10+$142+14.2%
11+$179+16.0%
12
13
14+$168+5.6%
15+$15+1.0%
16+$142+14.6%
17+$99+14.1%
18-$94-16.2%
19
20
21+$151+5.0%
22+$40+7.2%
23-$285-18.5%
24+$56+2.5%
25-$130-8.7%
26
27
28+$132+6.8%
29+$300+17.4%
30No trades
Month +$4,911 Trading days 16 Win rate 100%
SunMonTueWedThuFriSat
1+$1,603+38.3%
2+$165+17.1%
3
4
5No trades
6No trades
7No trades
8No trades
9No trades
10
11
12No trades
13+$52+4.8%
14+$247+8.1%
15+$340+7.0%
16+$328+7.7%
17
18
19+$190+2.1%
20+$29+1.1%
21+$372+5.9%
22+$322+14.1%
23+$294+7.5%
24
25
26+$261+7.0%
27+$186+4.0%
28+$281+6.7%
29+$19+0.6%
30+$222+7.5%
31
Month +$13,854 Trading days 8 Win rate 87.5%
SunMonTueWedThuFriSat
1
2-$333-21.9%
3+$251+21.0%
4+$11,291+237.5%
5+$585+9.8%
6No trades
7
8
9+$1,137+21.3%
10+$87+1.5%
11+$446+6.7%
12+$390+12.3%
13·
14
15
16·
17·
18·
19·
20·
21
22
23·
24·
25·
26·
27·
28
29
30·
Demo
System walkthroughs
Screen recordings of the Blueprint Terminal stack in action. Footage may include trading UI; treat as demonstration only, not advice.
demo_screen.mp4 (Blueprint Terminal system demo).
active_trade.mp4 (Blueprint Terminal active trade).
Methodology
How Modified Dietz is calculated
-
Starting NAV
Broker liquidation on 2026-09-03 ($4,249.00).
-
External flows
Net transfers −$12,000.00 (time-weighted −$2,123.77), not counted as P&L.
-
P&L (numerator)
Ending − starting − net flows = $12,355.43 − $4,249.00 − (−$12,000.00) = $20,106.43 through 2026-11-12.
-
Modified Dietz
P&L ÷ (starting + time-weighted flows) ≈ $20,106.43 ÷ ($4,249.00 − $2,123.77) = $20,106.43 ÷ $2,125.23 = +946.1%.
Process
How the book is run
The portfolio is operated with the Blueprint Terminal stack: scan, signal, hard risk gates, execute, review. Discretionary overrides can occur and are part of the book’s reality.
Market scan
Monitors configured underlyings and option surfaces against the playbook.
Signal generation
System proposals for entry, size, and invalidation — rules plus model assist.
Hard risk gates
Position limits, loss caps, and exposure checks can block a trade before it leaves the desk.
Execution
Orders via connected APIs with logging. Manual activity is disclosed when material to a day.
Review
Equity and fills are reviewed so gates and parameters can be tightened over time.
degentrepreneur.com
Proprietary portfolio reporting
Performance updates as the book marks. Contact for institutional questions.