SIRMARTINGALE · Longshot tail · 7% of capital, 45% of P/L

// 004

SirMartingale / Longshot tail

$0.00 to $0.20 entry-price zone

// Where the alpha actually lives

7% of capital
delivers 45% of P/L

The longshot zone (sub-$0.20 entries) carries the asymmetry. Small clip in, occasional 99× payout out.

Capital deployed by band $144.2K total

14%

23%

28%

P/L share by band +$54,020 total

45%

12%

15%

16%

10%

$0.00 to $0.20longshot

$0.20 to $0.40discount

$0.40 to $0.60coin flip

$0.60 to $0.80favourite

$0.80 to $1.00anchor

Standard "$0.30 to $0.70 sweet spot" filter cuts 65% of his profit. Do not apply.

Source · SIRMARTINGALE_trades.csv

Phase 4 · resolved BUYs · cash-flow allocated

Apr 1 to Apr 28, 2026