Statistical fade of intraday dislocations in majors and crosses.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | · | · | · | · | · | 0.9 | 1.5 | 2.1 | -2.2 | 0.4 | 0.3 | 3.0 | 6.0 |
| 2017 | 2.7 | 1.4 | -2.4 | 5.6 | -0.4 | -1.0 | -0.2 | 0.5 | 1.3 | -1.2 | 1.8 | 0.5 | 8.8 |
| 2018 | -1.3 | 6.8 | -3.8 | 1.8 | 1.5 | 0.5 | 4.6 | 5.0 | 9.6 | 6.4 | 3.6 | 7.3 | 49.9 |
| 2019 | 4.3 | -0.3 | 5.0 | 6.7 | 4.3 | 1.9 | -0.1 | -3.2 | -0.9 | -3.2 | 1.2 | 4.2 | 21.1 |
| 2020 | -3.9 | 3.3 | 0.4 | 3.3 | -0.2 | -0.4 | -5.0 | 0.6 | 1.2 | 0.6 | -2.3 | -7.1 | -9.7 |
| 2021 | -2.6 | -2.9 | -1.0 | -2.5 | -2.1 | -0.4 | -0.2 | 2.7 | 3.1 | 2.7 | 2.3 | 2.5 | 1.3 |
| 2022 | 4.9 | 5.7 | 3.1 | -1.1 | 0.6 | 3.3 | 4.4 | 7.0 | 2.0 | 1.6 | -0.7 | -3.4 | 30.2 |
| 2023 | -1.3 | 2.0 | 1.8 | 4.5 | 1.2 | 3.5 | 3.8 | 1.1 | -0.3 | 1.1 | 5.9 | 4.5 | 31.4 |
| 2024 | 4.2 | 4.9 | 3.7 | 1.2 | 1.8 | -1.9 | -0.2 | 1.3 | -3.4 | 2.0 | 1.3 | 6.0 | 22.6 |
| 2025 | -1.9 | -1.5 | 1.3 | -3.2 | -1.0 | 5.6 | 1.2 | -1.6 | 2.3 | 0.6 | 2.7 | 5.1 | 9.5 |
| 2026 | -2.4 | 1.6 | 3.1 | 0.7 | -0.5 | 6.2 | · | · | · | · | · | · | 8.7 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | +6.21% | $139,796 | 47 | 85.1% | -0.84% | |
| May 2026 | -0.50% | -$11,225 | 46 | 67.4% | -1.90% | |
| Apr 2026 | +0.65% | $14,683 | 45 | 75.6% | -1.93% | |
| Mar 2026 | +3.09% | $67,467 | 48 | 75.0% | -1.12% | |
| Feb 2026 | +1.55% | $33,357 | 41 | 73.2% | -1.72% | |
| Jan 2026 | -2.39% | -$52,584 | 50 | 66.0% | -2.81% | |
| Dec 2025 | +5.07% | $106,180 | 48 | 81.3% | -2.31% | |
| Nov 2025 | +2.72% | $55,451 | 47 | 78.7% | -1.47% | |
| Oct 2025 | +0.61% | $12,362 | 45 | 68.9% | -1.97% | |
| Sep 2025 | +2.27% | $44,895 | 49 | 77.6% | -0.88% | |
| Aug 2025 | -1.58% | -$31,883 | 46 | 67.4% | -2.20% | |
| Jul 2025 | +1.16% | $23,031 | 50 | 74.0% | -2.22% | |
| Jun 2025 | +5.59% | $105,425 | 43 | 86.0% | -0.77% | |
| May 2025 | -0.98% | -$18,600 | 50 | 68.0% | -2.44% | |
| Apr 2025 | -3.18% | -$62,508 | 51 | 62.7% | -3.43% | |
| Mar 2025 | +1.28% | $24,908 | 46 | 69.6% | -1.94% | |
| Feb 2025 | -1.50% | -$29,606 | 47 | 68.1% | -1.78% | |
| Jan 2025 | -1.92% | -$38,508 | 48 | 66.7% | -3.93% | |
| Dec 2024 | +6.00% | $113,644 | 46 | 89.1% | -0.49% | |
| Nov 2024 | +1.30% | $24,341 | 47 | 78.7% | -1.05% | |
| Oct 2024 | +2.04% | $37,417 | 48 | 72.9% | -1.78% | |
| Sep 2024 | -3.36% | -$63,777 | 44 | 63.6% | -3.59% | |
| Aug 2024 | +1.29% | $24,218 | 49 | 73.5% | -1.11% | |
| Jul 2024 | -0.24% | -$4,443 | 48 | 70.8% | -3.62% | |
| Jun 2024 | -1.91% | -$36,565 | 45 | 68.9% | -2.24% | |
| May 2024 | +1.84% | $34,599 | 50 | 74.0% | -1.64% | |
| Apr 2024 | +1.22% | $22,719 | 49 | 69.4% | -2.34% | |
| Mar 2024 | +3.69% | $65,991 | 44 | 77.3% | -0.59% | |
| Feb 2024 | +4.87% | $83,137 | 46 | 89.1% | -1.10% | |
| Jan 2024 | +4.19% | $68,618 | 47 | 78.7% | -0.97% | |
| Dec 2023 | +4.49% | $70,461 | 46 | 80.4% | -2.21% | |
| Nov 2023 | +5.92% | $87,711 | 46 | 82.6% | -0.44% | |
| Oct 2023 | +1.05% | $15,388 | 46 | 73.9% | -2.27% | |
| Sep 2023 | -0.33% | -$4,815 | 48 | 66.7% | -3.32% | |
| Aug 2023 | +1.10% | $16,049 | 51 | 76.5% | -2.38% | |
| Jul 2023 | +3.85% | $53,860 | 46 | 82.6% | -0.78% | |
| Jun 2023 | +3.48% | $47,026 | 47 | 85.1% | -0.84% | |
| May 2023 | +1.24% | $16,630 | 49 | 71.4% | -1.15% | |
| Apr 2023 | +4.49% | $57,480 | 40 | 82.5% | -0.77% | |
| Mar 2023 | +1.82% | $22,894 | 52 | 76.9% | -1.72% | |
| Feb 2023 | +2.01% | $24,703 | 42 | 73.8% | -2.02% | |
| Jan 2023 | -1.27% | -$15,833 | 50 | 62.0% | -5.53% | |
| Dec 2022 | -3.43% | -$44,289 | 51 | 54.9% | -4.34% | |
| Nov 2022 | -0.74% | -$9,657 | 46 | 65.2% | -3.26% | |
| Oct 2022 | +1.63% | $20,905 | 47 | 72.3% | -1.47% | |
| Sep 2022 | +1.97% | $24,787 | 50 | 80.0% | -1.29% | |
| Aug 2022 | +7.03% | $82,468 | 50 | 86.0% | -0.95% | |
| Jul 2022 | +4.41% | $49,507 | 51 | 80.4% | -0.93% | |
| Jun 2022 | +3.26% | $35,476 | 50 | 80.0% | -0.88% | |
| May 2022 | +0.57% | $6,144 | 51 | 70.6% | -2.22% | |
| Apr 2022 | -1.14% | -$12,446 | 46 | 69.6% | -2.54% | |
| Mar 2022 | +3.11% | $32,995 | 48 | 81.3% | -1.56% | |
| Feb 2022 | +5.66% | $56,898 | 45 | 88.9% | -1.08% | |
| Jan 2022 | +4.88% | $46,707 | 46 | 78.3% | -0.97% | |
| Dec 2021 | +2.51% | $23,443 | 48 | 79.2% | -1.18% | |
| Nov 2021 | +2.25% | $20,593 | 47 | 74.5% | -1.42% | |
| Oct 2021 | +2.75% | $24,417 | 48 | 79.2% | -1.35% | |
| Sep 2021 | +3.09% | $26,628 | 47 | 78.7% | -0.97% | |
| Aug 2021 | +2.73% | $22,963 | 47 | 85.1% | -1.38% | |
| Jul 2021 | -0.16% | -$1,383 | 51 | 74.5% | -2.37% | |
| Jun 2021 | -0.44% | -$3,741 | 48 | 70.8% | -2.58% | |
| May 2021 | -2.10% | -$18,124 | 42 | 66.7% | -2.70% | |
| Apr 2021 | -2.51% | -$22,264 | 52 | 65.4% | -3.59% | |
| Mar 2021 | -1.01% | -$9,016 | 46 | 60.9% | -3.23% | |
| Feb 2021 | -2.93% | -$26,948 | 44 | 63.6% | -3.74% | |
| Jan 2021 | -2.56% | -$24,160 | 48 | 62.5% | -3.08% | |
| Dec 2020 | -7.14% | -$72,655 | 48 | 52.1% | -7.63% | |
| Nov 2020 | -2.29% | -$23,846 | 42 | 66.7% | -3.96% | |
| Oct 2020 | +0.63% | $6,524 | 50 | 72.0% | -0.99% | |
| Sep 2020 | +1.15% | $11,787 | 49 | 71.4% | -2.12% | |
| Aug 2020 | +0.61% | $6,161 | 49 | 73.5% | -1.72% | |
| Jul 2020 | -5.02% | -$53,759 | 49 | 57.1% | -5.21% | |
| Jun 2020 | -0.35% | -$3,806 | 47 | 72.3% | -2.49% | |
| May 2020 | -0.19% | -$2,067 | 45 | 71.1% | -2.91% | |
| Apr 2020 | +3.33% | $34,746 | 47 | 74.5% | -1.54% | |
| Mar 2020 | +0.36% | $3,720 | 46 | 71.7% | -2.34% | |
| Feb 2020 | +3.28% | $33,009 | 46 | 80.4% | -0.69% | |
| Jan 2020 | -3.93% | -$41,087 | 48 | 68.8% | -4.35% | |
| Dec 2019 | +4.15% | $41,741 | 51 | 84.3% | -0.51% | |
| Nov 2019 | +1.23% | $12,217 | 44 | 75.0% | -1.80% | |
| Oct 2019 | -3.22% | -$33,074 | 55 | 58.2% | -3.22% | |
| Sep 2019 | -0.92% | -$9,499 | 44 | 61.4% | -2.81% | |
| Aug 2019 | -3.19% | -$34,072 | 52 | 59.6% | -3.54% | |
| Jul 2019 | -0.14% | -$1,472 | 45 | 73.3% | -2.56% | |
| Jun 2019 | +1.93% | $20,300 | 43 | 76.7% | -2.00% | |
| May 2019 | +4.27% | $43,044 | 48 | 81.3% | -0.73% | |
| Apr 2019 | +6.72% | $63,435 | 47 | 83.0% | -0.49% | |
| Mar 2019 | +5.04% | $45,291 | 48 | 87.5% | -0.70% | |
| Feb 2019 | -0.30% | -$2,671 | 44 | 72.7% | -2.37% | |
| Jan 2019 | +4.31% | $37,262 | 49 | 79.6% | -1.29% | |
| Dec 2018 | +7.32% | $58,916 | 46 | 84.8% | -0.90% | |
| Nov 2018 | +3.60% | $28,012 | 44 | 84.1% | -0.97% | |
| Oct 2018 | +6.45% | $47,079 | 48 | 87.5% | -0.41% | |
| Sep 2018 | +9.56% | $63,712 | 46 | 93.5% | -0.51% | |
| Aug 2018 | +5.00% | $31,748 | 50 | 82.0% | -1.10% | |
| Jul 2018 | +4.59% | $27,851 | 48 | 77.1% | -1.63% | |
| Jun 2018 | +0.45% | $2,732 | 46 | 73.9% | -2.69% | |
| May 2018 | +1.48% | $8,823 | 49 | 79.6% | -1.55% | |
| Apr 2018 | +1.77% | $10,374 | 45 | 77.8% | -1.67% | |
| Mar 2018 | -3.82% | -$23,218 | 52 | 65.4% | -4.76% | |
| Feb 2018 | +6.81% | $38,761 | 44 | 86.4% | -0.40% | |
| Jan 2018 | -1.25% | -$7,236 | 48 | 68.8% | -1.94% | |
| Dec 2017 | +0.53% | $3,025 | 47 | 70.2% | -2.13% | |
| Nov 2017 | +1.82% | $10,242 | 47 | 76.6% | -1.51% | |
| Oct 2017 | -1.18% | -$6,751 | 44 | 68.2% | -2.39% | |
| Sep 2017 | +1.30% | $7,314 | 48 | 72.9% | -1.76% | |
| Aug 2017 | +0.48% | $2,714 | 49 | 77.6% | -2.47% | |
| Jul 2017 | -0.23% | -$1,316 | 47 | 70.2% | -2.78% | |
| Jun 2017 | -0.95% | -$5,408 | 47 | 59.6% | -2.91% | |
| May 2017 | -0.42% | -$2,366 | 46 | 67.4% | -1.65% | |
| Apr 2017 | +5.56% | $29,977 | 45 | 86.7% | -0.38% | |
| Mar 2017 | -2.37% | -$13,086 | 51 | 66.7% | -3.08% | |
| Feb 2017 | +1.42% | $7,755 | 39 | 79.5% | -1.73% | |
| Jan 2017 | +2.75% | $14,570 | 46 | 78.3% | -1.57% | |
| Dec 2016 | +3.02% | $15,523 | 46 | 82.6% | -1.07% | |
| Nov 2016 | +0.27% | $1,382 | 49 | 71.4% | -1.32% | |
| Oct 2016 | +0.40% | $2,059 | 47 | 74.5% | -1.18% | |
| Sep 2016 | -2.24% | -$11,689 | 44 | 61.4% | -4.16% | |
| Aug 2016 | +2.06% | $10,559 | 50 | 70.0% | -3.10% | |
| Jul 2016 | +1.48% | $7,454 | 49 | 73.5% | -1.45% | |
| Jun 2016 | +0.94% | $4,714 | 45 | 75.6% | -1.42% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2016 | +6.0% | $30,002 | 330 | 72.7 | -5.8% | 3.0% | -2.2% |
| 2017 | +8.8% | $46,668 | 556 | 72.7 | -4.7% | 5.6% | -2.4% |
| 2018 | +49.9% | $287,552 | 566 | 79.9 | -6.4% | 9.6% | -3.8% |
| 2019 | +21.1% | $182,501 | 570 | 74.2 | -8.3% | 6.7% | -3.2% |
| 2020 | -9.7% | -$101,275 | 566 | 69.3 | -14.8% | 3.3% | -7.1% |
| 2021 | +1.3% | $12,407 | 568 | 71.8 | -12.8% | 3.1% | -2.9% |
| 2022 | +30.2% | $289,496 | 581 | 75.6 | -7.5% | 7.0% | -3.4% |
| 2023 | +31.4% | $391,554 | 563 | 76.0 | -5.5% | 5.9% | -1.3% |
| 2024 | +22.6% | $369,899 | 563 | 75.5 | -6.7% | 6.0% | -3.4% |
| 2025 | +9.5% | $191,149 | 570 | 72.3 | -6.6% | 5.6% | -3.2% |
| 2026 | +8.7% | $191,495 | 278 | 73.7 | -3.4% | 6.2% | -2.4% |
Order-flow driven overshoots in liquid FX revert with high frequency when the dislocation is not accompanied by a macro catalyst. The whole edge is in refusing to fade news.
High win rate (74%) with sub-1.0 payoff — the classic profile that dies without stop discipline. The 2020 March gap is the single worst week of the track and is shown, not smoothed.
Third-party audited statements · 10y live on a 500k prop-funded book.
| GBPUSD | 1008 | 76.0% | $429,142 |
| USDCHF | 884 | 74.3% | $346,496 |
| EURJPY | 931 | 74.1% | $338,667 |
| USDCAD | 943 | 74.7% | $333,679 |
| EURUSD | 968 | 73.5% | $274,273 |
| EURGBP | 977 | 71.6% | $169,191 |
| Sydney | 546 | 74.7% | $287,976 |
| Tokyo | 1649 | 73.0% | $282,021 |
| London | 1121 | 75.7% | $520,926 |
| London/NY | 1061 | 73.5% | $115,260 |
| New York | 1334 | 74.1% | $685,265 |
Live capital track. Statements are broker-issued; figures are net of commission, swap and slippage. Past performance is not indicative of future results.