London-open range expansion on index CFDs with volume confirmation.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | -6.3 | -0.5 | 1.5 | 1.1 | 1.0 | 3.2 | 6.9 | -4.3 | 18.5 | 1.3 | 0.2 | -6.6 | 14.7 |
| 2018 | 1.7 | -5.9 | -1.8 | -3.5 | 2.1 | -3.4 | -0.1 | 7.1 | -2.7 | 5.1 | 10.0 | -5.9 | 1.3 |
| 2019 | 8.8 | -2.4 | -6.3 | -1.1 | -3.6 | 0.4 | -0.5 | 5.5 | 5.6 | -2.4 | 11.5 | 2.9 | 18.4 |
| 2020 | -1.1 | 6.0 | -0.4 | 3.2 | 2.4 | -6.8 | 7.2 | 0.9 | -7.0 | 3.0 | -6.9 | 6.4 | 5.3 |
| 2021 | -5.5 | 2.5 | 2.7 | -7.5 | -3.4 | -3.8 | -5.2 | 11.2 | -7.1 | -7.2 | -2.2 | 2.1 | -22.3 |
| 2022 | 4.0 | 3.5 | 2.5 | 9.3 | -6.1 | 12.6 | -4.9 | 7.6 | 5.3 | 3.9 | 5.5 | 6.0 | 59.6 |
| 2023 | 8.7 | 1.7 | 2.8 | 1.5 | -3.0 | -2.2 | 0.5 | -5.6 | -3.4 | 9.9 | 8.8 | 6.2 | 27.3 |
| 2024 | 16.1 | 2.2 | 8.6 | 9.7 | -0.9 | 12.2 | -5.7 | 2.8 | -6.4 | -2.8 | 5.3 | -0.2 | 45.6 |
| 2025 | 11.6 | 5.6 | 1.3 | 2.7 | 7.5 | -2.2 | 0.4 | 3.6 | 3.0 | 3.6 | 15.8 | 12.2 | 86.0 |
| 2026 | -0.7 | 7.0 | 2.5 | -0.8 | 2.2 | -0.7 | · | · | · | · | · | · | 9.5 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | -0.66% | -$4,505 | 27 | 40.7% | -4.18% | |
| May 2026 | +2.15% | $14,380 | 27 | 40.7% | -3.23% | |
| Apr 2026 | -0.79% | -$5,314 | 31 | 41.9% | -3.18% | |
| Mar 2026 | +2.46% | $16,189 | 26 | 38.5% | -3.87% | |
| Feb 2026 | +6.97% | $42,830 | 28 | 50.0% | -2.68% | |
| Jan 2026 | -0.73% | -$4,508 | 29 | 37.9% | -6.61% | |
| Dec 2025 | +12.23% | $67,475 | 28 | 42.9% | -4.42% | |
| Nov 2025 | +15.76% | $75,100 | 27 | 63.0% | -1.73% | |
| Oct 2025 | +3.64% | $16,743 | 31 | 41.9% | -2.24% | |
| Sep 2025 | +3.02% | $13,473 | 22 | 50.0% | -4.23% | |
| Aug 2025 | +3.64% | $15,684 | 30 | 36.7% | -5.78% | |
| Jul 2025 | +0.42% | $1,799 | 30 | 40.0% | -5.87% | |
| Jun 2025 | -2.19% | -$9,603 | 29 | 41.4% | -5.23% | |
| May 2025 | +7.47% | $30,481 | 28 | 57.1% | -3.60% | |
| Apr 2025 | +2.73% | $10,829 | 28 | 42.9% | -4.70% | |
| Mar 2025 | +1.26% | $4,931 | 32 | 43.8% | -3.52% | |
| Feb 2025 | +5.58% | $20,708 | 22 | 54.5% | -2.04% | |
| Jan 2025 | +11.59% | $38,578 | 30 | 50.0% | -2.92% | |
| Dec 2024 | -0.25% | -$822 | 28 | 35.7% | -4.29% | |
| Nov 2024 | +5.28% | $16,747 | 27 | 44.4% | -4.68% | |
| Oct 2024 | -2.76% | -$9,008 | 29 | 27.6% | -7.44% | |
| Sep 2024 | -6.37% | -$22,186 | 26 | 23.1% | -6.37% | |
| Aug 2024 | +2.78% | $9,411 | 30 | 36.7% | -4.58% | |
| Jul 2024 | -5.75% | -$20,659 | 28 | 28.6% | -7.29% | |
| Jun 2024 | +12.25% | $39,213 | 22 | 40.9% | -2.61% | |
| May 2024 | -0.90% | -$2,906 | 30 | 43.3% | -3.17% | |
| Apr 2024 | +9.72% | $28,632 | 25 | 56.0% | -2.51% | |
| Mar 2024 | +8.60% | $23,311 | 26 | 65.4% | -1.27% | |
| Feb 2024 | +2.16% | $5,728 | 24 | 37.5% | -3.37% | |
| Jan 2024 | +16.11% | $36,819 | 28 | 64.3% | -3.83% | |
| Dec 2023 | +6.16% | $13,262 | 25 | 52.0% | -2.07% | |
| Nov 2023 | +8.80% | $17,407 | 25 | 52.0% | -2.04% | |
| Oct 2023 | +9.91% | $17,840 | 25 | 64.0% | -2.14% | |
| Sep 2023 | -3.43% | -$6,388 | 28 | 32.1% | -6.85% | |
| Aug 2023 | -5.57% | -$11,007 | 28 | 32.1% | -7.04% | |
| Jul 2023 | +0.49% | $967 | 27 | 40.7% | -3.21% | |
| Jun 2023 | -2.21% | -$4,447 | 28 | 35.7% | -5.06% | |
| May 2023 | -2.99% | -$6,193 | 25 | 28.0% | -8.36% | |
| Apr 2023 | +1.46% | $2,990 | 25 | 40.0% | -4.68% | |
| Mar 2023 | +2.84% | $5,645 | 29 | 37.9% | -4.65% | |
| Feb 2023 | +1.70% | $3,326 | 28 | 39.3% | -3.33% | |
| Jan 2023 | +8.67% | $15,569 | 28 | 46.4% | -3.31% | |
| Dec 2022 | +6.00% | $10,167 | 29 | 51.7% | -3.09% | |
| Nov 2022 | +5.49% | $8,819 | 23 | 52.2% | -1.96% | |
| Oct 2022 | +3.87% | $5,990 | 26 | 53.8% | -1.49% | |
| Sep 2022 | +5.30% | $7,789 | 24 | 37.5% | -1.48% | |
| Aug 2022 | +7.60% | $10,376 | 25 | 60.0% | -1.92% | |
| Jul 2022 | -4.85% | -$6,962 | 25 | 32.0% | -7.72% | |
| Jun 2022 | +12.59% | $16,040 | 27 | 59.3% | -1.52% | |
| May 2022 | -6.12% | -$8,304 | 25 | 28.0% | -6.34% | |
| Apr 2022 | +9.27% | $11,515 | 29 | 58.6% | -4.78% | |
| Mar 2022 | +2.52% | $3,055 | 28 | 46.4% | -2.75% | |
| Feb 2022 | +3.48% | $4,070 | 26 | 50.0% | -2.70% | |
| Jan 2022 | +4.00% | $4,497 | 30 | 40.0% | -3.47% | |
| Dec 2021 | +2.09% | $2,307 | 31 | 41.9% | -3.82% | |
| Nov 2021 | -2.16% | -$2,435 | 31 | 35.5% | -7.11% | |
| Oct 2021 | -7.18% | -$8,723 | 28 | 21.4% | -7.18% | |
| Sep 2021 | -7.05% | -$9,210 | 24 | 20.8% | -7.49% | |
| Aug 2021 | +11.21% | $13,162 | 27 | 63.0% | -1.98% | |
| Jul 2021 | -5.24% | -$6,500 | 28 | 17.9% | -10.19% | |
| Jun 2021 | -3.78% | -$4,866 | 31 | 35.5% | -5.02% | |
| May 2021 | -3.42% | -$4,559 | 26 | 30.8% | -5.20% | |
| Apr 2021 | -7.50% | -$10,818 | 31 | 25.8% | -7.50% | |
| Mar 2021 | +2.68% | $3,770 | 32 | 34.4% | -4.83% | |
| Feb 2021 | +2.50% | $3,428 | 26 | 46.2% | -3.96% | |
| Jan 2021 | -5.47% | -$7,927 | 30 | 33.3% | -6.87% | |
| Dec 2020 | +6.37% | $8,683 | 33 | 51.5% | -2.00% | |
| Nov 2020 | -6.93% | -$10,149 | 23 | 17.4% | -8.92% | |
| Oct 2020 | +2.96% | $4,202 | 33 | 42.4% | -2.59% | |
| Sep 2020 | -7.03% | -$10,750 | 27 | 25.9% | -7.08% | |
| Aug 2020 | +0.92% | $1,398 | 26 | 30.8% | -5.12% | |
| Jul 2020 | +7.17% | $10,137 | 27 | 55.6% | -1.47% | |
| Jun 2020 | -6.79% | -$10,304 | 31 | 22.6% | -8.46% | |
| May 2020 | +2.36% | $3,505 | 24 | 41.7% | -4.56% | |
| Apr 2020 | +3.24% | $4,651 | 29 | 37.9% | -2.58% | |
| Mar 2020 | -0.40% | -$582 | 26 | 42.3% | -4.37% | |
| Feb 2020 | +5.97% | $8,118 | 31 | 45.2% | -3.61% | |
| Jan 2020 | -1.14% | -$1,566 | 33 | 42.4% | -6.05% | |
| Dec 2019 | +2.93% | $3,917 | 29 | 44.8% | -4.91% | |
| Nov 2019 | +11.50% | $13,781 | 25 | 52.0% | -1.86% | |
| Oct 2019 | -2.39% | -$2,930 | 26 | 34.6% | -6.19% | |
| Sep 2019 | +5.64% | $6,556 | 29 | 51.7% | -2.15% | |
| Aug 2019 | +5.50% | $6,065 | 26 | 46.2% | -2.93% | |
| Jul 2019 | -0.50% | -$550 | 27 | 37.0% | -5.08% | |
| Jun 2019 | +0.42% | $463 | 25 | 36.0% | -2.83% | |
| May 2019 | -3.56% | -$4,066 | 31 | 32.3% | -6.99% | |
| Apr 2019 | -1.06% | -$1,230 | 28 | 32.1% | -3.27% | |
| Mar 2019 | -6.35% | -$7,833 | 28 | 25.0% | -8.70% | |
| Feb 2019 | -2.37% | -$3,002 | 23 | 30.4% | -6.65% | |
| Jan 2019 | +8.83% | $10,253 | 32 | 53.1% | -1.66% | |
| Dec 2018 | -5.93% | -$7,327 | 24 | 20.8% | -6.88% | |
| Nov 2018 | +10.05% | $11,273 | 30 | 53.3% | -5.06% | |
| Oct 2018 | +5.12% | $5,463 | 30 | 43.3% | -4.12% | |
| Sep 2018 | -2.74% | -$3,008 | 27 | 37.0% | -4.05% | |
| Aug 2018 | +7.06% | $7,239 | 29 | 48.3% | -3.28% | |
| Jul 2018 | -0.15% | -$151 | 26 | 34.6% | -4.61% | |
| Jun 2018 | -3.37% | -$3,581 | 28 | 28.6% | -5.28% | |
| May 2018 | +2.09% | $2,179 | 32 | 40.6% | -2.73% | |
| Apr 2018 | -3.53% | -$3,808 | 22 | 27.3% | -4.59% | |
| Mar 2018 | -1.75% | -$1,926 | 28 | 32.1% | -3.98% | |
| Feb 2018 | -5.86% | -$6,832 | 26 | 26.9% | -5.86% | |
| Jan 2018 | +1.70% | $1,949 | 26 | 38.5% | -4.17% | |
| Dec 2017 | -6.60% | -$8,101 | 29 | 24.1% | -7.49% | |
| Nov 2017 | +0.23% | $279 | 26 | 30.8% | -7.34% | |
| Oct 2017 | +1.29% | $1,562 | 27 | 44.4% | -3.94% | |
| Sep 2017 | +18.50% | $18,884 | 28 | 46.4% | -2.64% | |
| Aug 2017 | -4.25% | -$4,531 | 31 | 35.5% | -4.29% | |
| Jul 2017 | +6.88% | $6,857 | 26 | 38.5% | -2.31% | |
| Jun 2017 | +3.19% | $3,085 | 25 | 44.0% | -4.52% | |
| May 2017 | +1.04% | $993 | 27 | 40.7% | -3.98% | |
| Apr 2017 | +1.08% | $1,022 | 29 | 37.9% | -4.11% | |
| Mar 2017 | +1.51% | $1,406 | 27 | 44.4% | -6.12% | |
| Feb 2017 | -0.45% | -$424 | 22 | 40.9% | -2.98% | |
| Jan 2017 | -6.35% | -$6,348 | 22 | 27.3% | -6.49% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2017 | +14.7% | $14,684 | 319 | 37.9 | -11.7% | 18.5% | -6.6% |
| 2018 | +1.3% | $1,472 | 328 | 36.6 | -18.5% | 10.0% | -5.9% |
| 2019 | +18.4% | $21,425 | 329 | 39.8 | -17.6% | 11.5% | -6.3% |
| 2020 | +5.3% | $7,343 | 343 | 38.5 | -16.7% | 7.2% | -7.0% |
| 2021 | -22.3% | -$32,371 | 345 | 33.9 | -27.4% | 11.2% | -7.5% |
| 2022 | +59.6% | $67,052 | 317 | 47.6 | -7.8% | 12.6% | -6.1% |
| 2023 | +27.3% | $48,972 | 321 | 41.4 | -18.2% | 9.9% | -5.6% |
| 2024 | +45.6% | $104,280 | 323 | 41.8 | -18.1% | 16.1% | -6.4% |
| 2025 | +86.0% | $286,198 | 337 | 46.6 | -9.8% | 15.8% | -2.2% |
| 2026 | +9.5% | $59,071 | 169 | 41.4 | -8.4% | 7.0% | -0.8% |
The Asian-session range compresses index volatility; the first clean expansion after the 08:00 London auction carries statistically significant continuation for 90–150 minutes.
Breakout quality is regime dependent: 2017 and 2021 low-vol grind years produced the flattest stretches, while 2018, 2020 and 2022 delivered the bulk of the alpha. Return distribution is deliberately positively skewed.
FX Blue verified · full tick-level trade log exported monthly, 9.5y live.
| GER40 | 640 | 45.2% | $294,927 |
| JP225 | 610 | 44.1% | $181,556 |
| US500 | 628 | 37.6% | $110,579 |
| NAS100 | 612 | 39.5% | $20,203 |
| UK100 | 641 | 36.0% | -$29,140 |
| Sydney | 295 | 43.1% | $40,182 |
| Tokyo | 894 | 41.7% | $206,518 |
| London | 571 | 37.7% | $33,328 |
| London/NY | 601 | 38.3% | $129,924 |
| New York | 770 | 41.8% | $168,172 |
Live capital track. Statements are broker-issued; figures are net of commission, swap and slippage. Past performance is not indicative of future results.