Micro-structure scalping on EURUSD with latency-aware execution.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | 6.5 | 2.5 | 6.1 | 1.3 | -1.3 | 6.2 | -0.6 | 3.7 | -5.5 | -1.3 | 18.1 |
| 2022 | -0.8 | 2.4 | -1.4 | 6.2 | 3.3 | 0.9 | 3.1 | -2.9 | -0.6 | -5.2 | -6.3 | -1.3 | -3.3 |
| 2023 | 1.6 | 1.5 | 0.5 | 4.4 | -0.8 | 1.2 | 4.7 | 4.1 | -1.6 | 5.1 | 9.0 | 3.9 | 38.7 |
| 2024 | 4.2 | 1.7 | -1.6 | 1.7 | -0.3 | 3.5 | 8.0 | 3.6 | 5.9 | -0.5 | 0.1 | 6.7 | 37.9 |
| 2025 | 1.9 | 7.3 | 5.7 | 2.9 | 2.2 | 8.0 | 1.4 | -1.5 | 6.5 | 4.0 | 3.3 | 4.8 | 57.4 |
| 2026 | 8.5 | 7.2 | 0.5 | 1.9 | 1.1 | 10.7 | · | · | · | · | · | · | 33.4 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | +10.73% | $44,503 | 125 | 72.0% | -0.49% | |
| May 2026 | +1.07% | $4,386 | 121 | 55.4% | -1.27% | |
| Apr 2026 | +1.93% | $7,776 | 125 | 54.4% | -1.36% | |
| Mar 2026 | +0.51% | $2,029 | 124 | 58.1% | -1.83% | |
| Feb 2026 | +7.24% | $27,024 | 115 | 71.3% | -0.69% | |
| Jan 2026 | +8.49% | $29,210 | 124 | 67.7% | -0.57% | |
| Dec 2025 | +4.81% | $15,805 | 134 | 61.2% | -1.47% | |
| Nov 2025 | +3.35% | $10,635 | 108 | 63.0% | -0.99% | |
| Oct 2025 | +4.04% | $12,350 | 126 | 63.5% | -1.54% | |
| Sep 2025 | +6.47% | $18,573 | 123 | 64.2% | -0.92% | |
| Aug 2025 | -1.48% | -$4,311 | 118 | 52.5% | -2.24% | |
| Jul 2025 | +1.40% | $4,007 | 133 | 59.4% | -2.42% | |
| Jun 2025 | +7.99% | $21,254 | 118 | 69.5% | -1.64% | |
| May 2025 | +2.24% | $5,829 | 124 | 59.7% | -2.17% | |
| Apr 2025 | +2.86% | $7,234 | 121 | 59.5% | -3.83% | |
| Mar 2025 | +5.71% | $13,658 | 121 | 64.5% | -1.10% | |
| Feb 2025 | +7.33% | $16,337 | 113 | 66.4% | -1.33% | |
| Jan 2025 | +1.93% | $4,221 | 133 | 57.9% | -2.07% | |
| Dec 2024 | +6.75% | $13,816 | 127 | 67.7% | -1.26% | |
| Nov 2024 | +0.09% | $180 | 118 | 53.4% | -1.53% | |
| Oct 2024 | -0.50% | -$1,028 | 130 | 59.2% | -2.91% | |
| Sep 2024 | +5.91% | $11,469 | 118 | 66.9% | -1.00% | |
| Aug 2024 | +3.59% | $6,736 | 121 | 61.2% | -1.36% | |
| Jul 2024 | +8.04% | $13,957 | 132 | 65.2% | -0.58% | |
| Jun 2024 | +3.53% | $5,910 | 112 | 58.0% | -1.19% | |
| May 2024 | -0.29% | -$486 | 130 | 56.2% | -1.43% | |
| Apr 2024 | +1.68% | $2,773 | 124 | 57.3% | -1.43% | |
| Mar 2024 | -1.59% | -$2,664 | 120 | 54.2% | -2.37% | |
| Feb 2024 | +1.74% | $2,868 | 118 | 62.7% | -1.51% | |
| Jan 2024 | +4.17% | $6,604 | 127 | 59.8% | -1.18% | |
| Dec 2023 | +3.85% | $5,882 | 116 | 59.5% | -1.83% | |
| Nov 2023 | +9.01% | $12,619 | 121 | 74.4% | -0.44% | |
| Oct 2023 | +5.15% | $6,853 | 124 | 64.5% | -1.31% | |
| Sep 2023 | -1.59% | -$2,146 | 118 | 52.5% | -4.39% | |
| Aug 2023 | +4.07% | $5,291 | 126 | 61.9% | -1.00% | |
| Jul 2023 | +4.74% | $5,879 | 117 | 65.8% | -0.84% | |
| Jun 2023 | +1.18% | $1,451 | 126 | 57.1% | -3.21% | |
| May 2023 | -0.82% | -$1,014 | 129 | 56.6% | -3.70% | |
| Apr 2023 | +4.44% | $5,258 | 114 | 60.5% | -1.48% | |
| Mar 2023 | +0.53% | $625 | 128 | 54.7% | -3.02% | |
| Feb 2023 | +1.46% | $1,693 | 114 | 58.8% | -1.18% | |
| Jan 2023 | +1.59% | $1,816 | 123 | 57.7% | -2.46% | |
| Dec 2022 | -1.27% | -$1,467 | 122 | 54.9% | -2.90% | |
| Nov 2022 | -6.29% | -$7,763 | 122 | 44.3% | -6.43% | |
| Oct 2022 | -5.25% | -$6,840 | 117 | 44.4% | -5.48% | |
| Sep 2022 | -0.61% | -$803 | 124 | 54.0% | -2.89% | |
| Aug 2022 | -2.85% | -$3,850 | 132 | 53.8% | -4.49% | |
| Jul 2022 | +3.09% | $4,049 | 120 | 57.5% | -1.72% | |
| Jun 2022 | +0.86% | $1,117 | 123 | 56.1% | -2.81% | |
| May 2022 | +3.33% | $4,184 | 123 | 62.6% | -0.73% | |
| Apr 2022 | +6.20% | $7,333 | 112 | 66.1% | -0.82% | |
| Mar 2022 | -1.42% | -$1,699 | 130 | 53.1% | -2.22% | |
| Feb 2022 | +2.41% | $2,828 | 113 | 60.2% | -0.76% | |
| Jan 2022 | -0.79% | -$939 | 112 | 52.7% | -4.71% | |
| Dec 2021 | -1.30% | -$1,550 | 128 | 51.6% | -3.30% | |
| Nov 2021 | -5.52% | -$6,988 | 125 | 44.0% | -6.35% | |
| Oct 2021 | +3.65% | $4,462 | 119 | 63.0% | -1.15% | |
| Sep 2021 | -0.65% | -$799 | 124 | 55.6% | -1.86% | |
| Aug 2021 | +6.23% | $7,219 | 123 | 62.6% | -0.80% | |
| Jul 2021 | -1.33% | -$1,564 | 123 | 48.8% | -3.31% | |
| Jun 2021 | +1.33% | $1,542 | 125 | 58.4% | -1.67% | |
| May 2021 | +6.07% | $6,625 | 115 | 65.2% | -0.70% | |
| Apr 2021 | +2.53% | $2,693 | 125 | 64.0% | -3.08% | |
| Mar 2021 | +6.49% | $6,486 | 134 | 62.7% | -1.66% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2021 | +18.1% | $18,126 | 1241 | 57.5 | -9.3% | 6.5% | -5.5% |
| 2022 | -3.3% | -$3,850 | 1450 | 54.9 | -17.7% | 6.2% | -6.3% |
| 2023 | +38.7% | $44,207 | 1456 | 60.3 | -4.6% | 9.0% | -1.6% |
| 2024 | +37.9% | $60,134 | 1477 | 60.2 | -4.1% | 8.0% | -1.6% |
| 2025 | +57.4% | $125,591 | 1472 | 61.7 | -3.8% | 8.0% | -1.5% |
| 2026 | +33.4% | $114,929 | 734 | 63.1 | -2.3% | 10.7% | 0.0% |
Sub-second order-book imbalance predicts the next 60–400 ticks in the deepest FX pairs. The edge is small, repeatable, and entirely dependent on spread and latency discipline.
Cost-sensitive: at 0.9 pip all-in cost the edge disappears entirely. Commission drag is shown explicitly in the ledger rather than netted away.
Tick-verified statements · 5.3y live on Equinix LD4 VPS.
| USDJPY | 2601 | 60.4% | $168,886 |
| GBPUSD | 2587 | 59.8% | $128,973 |
| EURUSD | 2642 | 57.9% | $61,278 |
| Sydney | 735 | 58.9% | $28,317 |
| Tokyo | 2198 | 58.8% | $109,081 |
| London | 1485 | 59.7% | $68,736 |
| London/NY | 1535 | 60.2% | $67,333 |
| New York | 1877 | 59.3% | $85,669 |
Live capital track. Statements are broker-issued; figures are net of commission, swap and slippage. Past performance is not indicative of future results.