PNL Strategy
$—
Systematic Alpha · Real Outperformance
Beat the S&P 500.
Beat the S&P 500.
With less risk.
A systematic, multi-engine strategy built on genuinely uncorrelated return streams. SPY-beating returns, controlled drawdowns — no single-stock bets, no options required. Just smarter allocation.
Fully Automated
Your Account, Your Custody
No Fund Transfers
Growth of $10,000
PNL
S&P 500
S&P 500
$—
Multiple
—×
CAGR
94.1%
vs SPY 15.2%
Sharpe
3.90
vs SPY 1.01
Max Drawdown
-11.2%
vs SPY -23.9%
SPY Correlation
0.13
Near-zero market beta
Investing, done right.
Core Strategy
Multi-Engine Systematic Core
Diversified ETF allocation. Zero single-stock risk.
- Equities (US, Japan, EM), bonds, gold, credit, volatility, crypto, macro factors
- Multiple independent signal engines, each with its own buy / sell / cash logic
- Engineered for low cross-correlation between return streams
- Daily systematic rebalancing with drift-based execution
- Works on margin-enabled brokerage accounts (Tastytrade, IBKR, Schwab, Tradier, Alpaca)
Optional Boost
0DTE Options Overlay
Optional advanced boost — same capital, extra return.
- Automated SPX 0DTE options layered on top of your ETFs
- Uses existing margin — no extra funds required
- Runs on your account, fully transparent
- Requires a margin account (~$100K+ for SPX)
Why it beats
the index
the index
Most retail portfolios are one bet — buy SPY, buy QQQ, hold a few stocks. When the market drops 30%, so do you. PNL spreads risk across multiple uncorrelated systematic engines. When one is wrong, the others carry. SPY-beating returns with controlled drawdowns. No discretionary calls, no hero trades — just diversification that actually does its job.
Track Record · 2015–2026
11 years of backtested results.
Equity Curve — Growth of $10,000
PNL
S&P 500
Drawdown — peak to trough
Full Metrics
| Metric | PNL | SPY |
|---|---|---|
| CAGR | +94.06% | +15.21% |
| Sharpe Ratio | 3.90 | 1.01 |
| Max Drawdown | -11.17% | -23.92% |
| Volatility | 17.39% | 15.18% |
| Sortino Ratio | 17.91 | 1.66 |
| Correlation | 0.13 | — |
| Best Year | +399.27% | +31.24% |
| Worst Year | +12.27% | -18.16% |
Annual Returns
PNLSPY
Three simple steps.
STEP 01
Join the Community
Sign up for the Skool community ($97/month). You get the PNL Portfolio signals, education, live Q&A, and a group of people doing the same thing.
STEP 02
Open Your Brokerage Account
Set up your own account at any supported broker. You keep full custody and control of your money. We never touch your funds.
STEP 03
Optional: Enable Automated 0DTE
Want the extra boost? We run the 0DTE strategy directly on your account. Fully automated, fully transparent, and no fund transfers ever.
PNL Portfolio works with any broker and any account size starting at $1,000. The 0DTE automation requires a margin account with ~$100K+ for SPX options.
Aligned with your success.
Membership REQUIRED
$97 / month
Required for all access.
- PNL Portfolio signals & allocations
- Automated execution via the open-source msts-trader CLI — Tastytrade, IBKR, Schwab, Tradier & Alpaca
- 0DTE strategy access & automation
- Skool community & member discussions
- Education & resource library
- Live Q&A sessions
0DTE Performance Fee
20% of alpha
On 0DTE profits above the SPY benchmark.
- Applies to the optional 0DTE overlay only
- No fee if the overlay doesn't beat SPY
- Transparent, auditable on your own account
Example: SPY returns 12%, your 0DTE overlay returns 30%. The 20% fee only applies to the 18% difference. You keep 80% of that outperformance — plus all of SPY's return.
Learn More
From the Founder
Get the Book on Amazon
The complete guide to systematic 0DTE trading.
Curious about the strategy behind the 0DTE overlay? This book covers why the volatility risk premium exists, how to build a systematic options strategy around it, and the practical details of actually running one — written so anyone can follow along, whether you trade options or not.
Why implied volatility is systematically overpriced (and how to profit)
Iron condor construction and the structural advantage of 0DTE
Position sizing and risk management for long-term compounding
How automated systems remove emotion from trading
About
Mark Uretsky
Founder
I've been building and running systematic trading strategies for years. What started as research into the volatility risk premium turned into tens of thousands of live trades and a set of tools I trust with my own money.
At some point I realized there's no reason these strategies should only be available to institutions or people with seven figures. So I built PNL Portfolio to open it up. The systematic core doesn't require any options knowledge. The 0DTE overlay runs automatically on your own brokerage account.
I also wrote "0DTE: Extracting the Volatility Risk Premium Through Same-Day Options" to lay out the full methodology. If you want to understand exactly what's happening under the hood, it's all in there.
Ready to start building passive income?
Join hundreds of members already putting their capital to work — on their own terms, in their own accounts.