What the measured track implies for your amount.

This calculator does not tell you what you will earn. It takes the measured pace of our live-money experiment, compounds it, and then applies an empirical liquidation tail from SOL price history. The optimistic arm and the pessimistic arm are shown side by side — the truth is the wide gap between them.

Amount, USDT

Warnings — read before looking at numbers

Ledger verdict is 'insufficient_sample' - the measured rate has not cleared the project's own live-readiness gate.
The observation window sits in the 0.2% calmest percentile of all 1950 comparable windows (drawdown 14.8% vs median 33.8%): the measured rate is a best-case regime, not an average one.

Measured: SOL_USDT · 50.5 days · 60 trades (1 losing) · net +10.36 USDT on a 103.44 USDT wallet · equity max drawdown 4.7% · ledger verdict: insufficient_sample. The observation window sits in the 0.2% calmest percentile of 1950 comparable windows.

Show every assumption behind these numbers

Starting amount — whatever is in the box above, taken at face value. Nothing on this page implies you should commit it. (The client-side recalculation updates the table, not this list: everything else here is independent of the amount.)
Margin share of the wallet — typical 9.3%, extended 49.4%. Source: observed margin share of the wallet (avg / max). The extended figure is what a bad stretch commits, and it drives the “extended” column.
Leverage model — rung sized in margin: notional and P&L scale linearly with leverage; liquidation distance = 1/leverage.
Liquidation tail — drawn from SOL_USDT daily candles, non-overlapping 30-day blocks, not from our own trades: our sample is too short and too calm to contain one.
Operator haircut on the measured pace — 1 (1 means the measured pace is carried forward untouched, which is the optimistic end, not the expected one).
Simulation seed — 20260819, fixed, so the same inputs reproduce the same table.
What is not modelled — exchange outage or withdrawal freeze, a change in our own strategy, funding-rate regime change, and the plain possibility that the measured pace was luck. Any one of them dominates the table.

Lev	Years	Naive	Bootstrap p05	p50	p95	Tail p50	Tail p05	Extended p50	Below start	Liquidation move
2×	1	7979	7180	7897	8813	7234	5945	4039	62%	50%
2×	2	12734	10309	12471	15534	10465	8601	3262	55%	50%
2×	3	20322	14804	19696	27380	15140	11280	2635	52%	50%
3×	1	9971	8602	9922	11697	7429	6105	1293	80%	33%
3×	2	19885	14800	19687	27362	12175	8223	661	94%	33%
3×	3	39656	25462	39066	64008	18090	12218	171	98%	33%

How to read this table. “Naive” compounds the measured pace as if it never stops — it is the optimistic ceiling. “Tail” adds the empirical chance of a liquidation-size move from SOL daily history; “below start” is the share of simulated outcomes that ended below your starting amount. This is an extrapolation of a measured rate, not a forecast and not financial advice. The measured sample is small, contains no losing closed trade, and the observation window was unusually calm — that is exactly why the warnings block is above the table. See the live track for the source data.