Transparency is the foundation of trust. That is why we openly share the performance of our AI signals for the last 12 months — with all highs and setbacks.

The Numbers at a Glance

From May 2025 to May 2026, our AI system generated a total of 2,847 signals. Here are the key figures:

Total return: +23.4% (vs. DAX +14.2%, S&P 500 +16.8%)
Hit rate: 71.3% of all signals were profitable
Average gain per trade: +2.1%
Average loss per trade: -1.4%
Profit Factor: 1.87 (sum of gains / sum of losses)
Sharpe Ratio: 1.62
Maximum Drawdown: -8.7% (August 2025, Japan carry trade crisis)

Performance by Asset Class

Stocks (1,824 signals)

Stock signals were the backbone of our performance. DAX stocks showed the highest hit rate (74.1%), followed by S&P 500 titles (70.8%). Small caps were more volatile with a 66.2% hit rate but achieved higher average gains per trade.

Forex (687 signals)

Currency signals delivered consistent but smaller gains. EUR/USD was the strongest pair with a 69.4% hit rate. Exotic pairs were significantly more unpredictable.

Indices (336 signals)

Index signals were most reliable for trend-following strategies. Especially during the Q4 2025 rally, the system generated a series of 14 consecutive winning trades in the S&P 500.

The Most Difficult Phases

No system is perfect. Our toughest months:

August 2025: The sudden appreciation of the Japanese yen triggered a global carry trade unwind. Our system generated several long signals that ran into the crash. The maximum drawdown of -8.7% was achieved during these two weeks.

Lesson: We subsequently implemented an additional volatility filter. When the VIX rises above 35, the system automatically reduces position sizes and raises the confidence threshold for new signals.

November 2025: Sideways market after the US elections. The AI generated too many signals with low confidence scores. The hit rate fell to 58% — still profitable but below our target of 70%.

Lesson: We raised the minimum confidence for signal generation from 60% to 65%.

Comparison with Benchmarks

The most honest assessment: How would simple buy-and-hold strategies have performed?

Our system: +23.4% with max. -8.7% drawdown
DAX buy-and-hold: +14.2% with max. -12.3% drawdown
MSCI World ETF: +15.7% with max. -10.1% drawdown

The AI signals not only achieved higher returns but also at significantly lower risk. The risk-adjusted result (Sharpe Ratio) clearly outperforms the benchmarks.

Conclusion and Outlook

12 months is not yet a statistically significant period for definitive statements. But the results show: Our AI system delivers value — not as a miracle cure, but as a disciplined tool that complements human strengths.

For 2026/27, we are working on integrating options data and alternative data sources to further improve signal quality.