Post-release liquidity restoration fade on tier-1 macro prints.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | · | · | · | · | · | · | · | · | · | 2.3 | 2.4 | -0.4 | 4.3 |
| 2020 | 1.6 | -0.1 | 5.1 | 1.6 | -0.2 | 0.5 | 1.5 | -1.0 | 2.9 | 4.8 | 0.2 | 4.4 | 23.4 |
| 2021 | 2.7 | 0.8 | 4.2 | 2.5 | 1.3 | 1.2 | 2.6 | 3.0 | -2.2 | 3.8 | -2.3 | 0.1 | 19.0 |
| 2022 | 1.1 | 1.1 | -0.2 | 0.8 | 0.5 | 3.7 | 1.2 | 2.2 | 2.8 | 4.8 | 0.9 | 1.0 | 21.7 |
| 2023 | -1.2 | 2.6 | -3.4 | 2.9 | 3.2 | 0.3 | 0.2 | -0.1 | 0.4 | 3.3 | 2.3 | -1.3 | 9.3 |
| 2024 | 2.8 | 4.1 | -1.6 | -0.1 | 5.1 | 5.7 | 3.3 | 0.9 | 2.7 | 0.6 | 0.6 | 0.3 | 27.0 |
| 2025 | 3.8 | 0.6 | 1.8 | 2.3 | 1.0 | 0.1 | -0.4 | -2.4 | 1.4 | 1.6 | 1.6 | 2.2 | 14.3 |
| 2026 | 3.2 | 1.9 | 1.8 | -2.4 | 1.0 | -1.0 | · | · | · | · | · | · | 4.4 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | -1.00% | -$3,111 | 10 | 40.0% | -2.21% | |
| May 2026 | +0.96% | $2,971 | 8 | 62.5% | -0.62% | |
| Apr 2026 | -2.40% | -$7,603 | 6 | 16.7% | -2.40% | |
| Mar 2026 | +1.85% | $5,737 | 8 | 62.5% | -1.09% | |
| Feb 2026 | +1.85% | $5,655 | 8 | 62.5% | -1.06% | |
| Jan 2026 | +3.21% | $9,491 | 9 | 77.8% | -0.62% | |
| Dec 2025 | +2.22% | $6,435 | 7 | 85.7% | -0.57% | |
| Nov 2025 | +1.60% | $4,563 | 7 | 71.4% | -0.63% | |
| Oct 2025 | +1.57% | $4,402 | 6 | 83.3% | -0.45% | |
| Sep 2025 | +1.42% | $3,927 | 5 | 80.0% | -0.60% | |
| Aug 2025 | -2.39% | -$6,759 | 10 | 30.0% | -2.89% | |
| Jul 2025 | -0.37% | -$1,066 | 6 | 50.0% | -0.88% | |
| Jun 2025 | +0.08% | $219 | 6 | 50.0% | -0.62% | |
| May 2025 | +1.01% | $2,847 | 10 | 60.0% | -0.63% | |
| Apr 2025 | +2.34% | $6,420 | 10 | 70.0% | -1.22% | |
| Mar 2025 | +1.80% | $4,862 | 6 | 83.3% | -0.58% | |
| Feb 2025 | +0.56% | $1,510 | 6 | 66.7% | -0.47% | |
| Jan 2025 | +3.75% | $9,704 | 10 | 80.0% | -1.07% | |
| Dec 2024 | +0.26% | $664 | 7 | 57.1% | -1.61% | |
| Nov 2024 | +0.63% | $1,607 | 10 | 50.0% | -2.12% | |
| Oct 2024 | +0.63% | $1,603 | 14 | 57.1% | -1.48% | |
| Sep 2024 | +2.70% | $6,702 | 6 | 83.3% | -0.62% | |
| Aug 2024 | +0.89% | $2,195 | 9 | 55.6% | -0.98% | |
| Jul 2024 | +3.28% | $7,817 | 10 | 80.0% | -0.61% | |
| Jun 2024 | +5.74% | $12,934 | 9 | 77.8% | -0.82% | |
| May 2024 | +5.11% | $10,941 | 10 | 90.0% | -0.61% | |
| Apr 2024 | -0.07% | -$149 | 8 | 50.0% | -1.17% | |
| Mar 2024 | -1.63% | -$3,544 | 8 | 37.5% | -1.63% | |
| Feb 2024 | +4.08% | $8,536 | 7 | 85.7% | -0.54% | |
| Jan 2024 | +2.79% | $5,675 | 9 | 77.8% | -0.57% | |
| Dec 2023 | -1.33% | -$2,740 | 5 | 20.0% | -1.62% | |
| Nov 2023 | +2.27% | $4,587 | 5 | 100.0% | 0.00% | |
| Oct 2023 | +3.32% | $6,482 | 7 | 71.4% | -0.52% | |
| Sep 2023 | +0.40% | $770 | 4 | 50.0% | -0.91% | |
| Aug 2023 | -0.06% | -$112 | 6 | 50.0% | -1.70% | |
| Jul 2023 | +0.21% | $407 | 7 | 57.1% | -1.69% | |
| Jun 2023 | +0.31% | $603 | 8 | 62.5% | -1.16% | |
| May 2023 | +3.22% | $6,044 | 10 | 70.0% | -0.62% | |
| Apr 2023 | +2.85% | $5,204 | 8 | 75.0% | -0.60% | |
| Mar 2023 | -3.36% | -$6,347 | 9 | 11.1% | -3.36% | |
| Feb 2023 | +2.60% | $4,793 | 5 | 100.0% | 0.00% | |
| Jan 2023 | -1.22% | -$2,282 | 10 | 40.0% | -2.12% | |
| Dec 2022 | +1.05% | $1,934 | 9 | 55.6% | -1.22% | |
| Nov 2022 | +0.90% | $1,638 | 7 | 57.1% | -1.18% | |
| Oct 2022 | +4.84% | $8,438 | 9 | 100.0% | 0.00% | |
| Sep 2022 | +2.84% | $4,816 | 10 | 70.0% | -0.56% | |
| Aug 2022 | +2.18% | $3,618 | 9 | 66.7% | -1.05% | |
| Jul 2022 | +1.17% | $1,924 | 6 | 83.3% | -0.52% | |
| Jun 2022 | +3.67% | $5,810 | 6 | 50.0% | -0.98% | |
| May 2022 | +0.46% | $729 | 7 | 57.1% | -0.56% | |
| Apr 2022 | +0.77% | $1,197 | 10 | 60.0% | -1.06% | |
| Mar 2022 | -0.19% | -$295 | 13 | 46.2% | -1.60% | |
| Feb 2022 | +1.13% | $1,746 | 5 | 60.0% | -0.47% | |
| Jan 2022 | +1.10% | $1,682 | 8 | 62.5% | -1.01% | |
| Dec 2021 | +0.08% | $117 | 6 | 50.0% | -1.67% | |
| Nov 2021 | -2.30% | -$3,600 | 8 | 25.0% | -2.78% | |
| Oct 2021 | +3.79% | $5,723 | 14 | 71.4% | -0.61% | |
| Sep 2021 | -2.16% | -$3,331 | 5 | 20.0% | -2.60% | |
| Aug 2021 | +2.99% | $4,472 | 11 | 72.7% | -1.17% | |
| Jul 2021 | +2.60% | $3,796 | 13 | 61.5% | -1.01% | |
| Jun 2021 | +1.21% | $1,739 | 8 | 62.5% | -1.10% | |
| May 2021 | +1.28% | $1,820 | 8 | 62.5% | -1.00% | |
| Apr 2021 | +2.54% | $3,523 | 6 | 83.3% | -0.52% | |
| Mar 2021 | +4.17% | $5,561 | 11 | 63.6% | -1.06% | |
| Feb 2021 | +0.85% | $1,121 | 8 | 62.5% | -1.13% | |
| Jan 2021 | +2.70% | $3,475 | 7 | 85.7% | -0.54% | |
| Dec 2020 | +4.41% | $5,439 | 10 | 60.0% | -0.79% | |
| Nov 2020 | +0.21% | $262 | 5 | 60.0% | -1.13% | |
| Oct 2020 | +4.77% | $5,600 | 7 | 100.0% | 0.00% | |
| Sep 2020 | +2.95% | $3,359 | 6 | 100.0% | 0.00% | |
| Aug 2020 | -0.99% | -$1,145 | 8 | 37.5% | -1.55% | |
| Jul 2020 | +1.51% | $1,714 | 9 | 66.7% | -1.64% | |
| Jun 2020 | +0.51% | $570 | 7 | 57.1% | -0.98% | |
| May 2020 | -0.19% | -$218 | 7 | 42.9% | -1.49% | |
| Apr 2020 | +1.63% | $1,818 | 5 | 60.0% | -0.64% | |
| Mar 2020 | +5.14% | $5,439 | 10 | 80.0% | -0.60% | |
| Feb 2020 | -0.13% | -$137 | 6 | 50.0% | -1.70% | |
| Jan 2020 | +1.63% | $1,699 | 10 | 60.0% | -2.03% | |
| Dec 2019 | -0.41% | -$426 | 10 | 50.0% | -1.30% | |
| Nov 2019 | +2.41% | $2,460 | 8 | 75.0% | -0.55% | |
| Oct 2019 | +2.27% | $2,267 | 9 | 66.7% | -1.61% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2019 | +4.3% | $4,301 | 27 | 63.0 | -1.3% | 2.4% | -0.4% |
| 2020 | +23.4% | $24,399 | 90 | 64.4 | -2.6% | 5.1% | -1.0% |
| 2021 | +19.0% | $24,417 | 105 | 61.9 | -3.8% | 4.2% | -2.3% |
| 2022 | +21.7% | $33,236 | 99 | 63.6 | -1.8% | 4.8% | -0.2% |
| 2023 | +9.3% | $17,409 | 84 | 57.1 | -3.6% | 3.3% | -3.4% |
| 2024 | +27.0% | $54,982 | 107 | 66.4 | -3.0% | 5.7% | -1.6% |
| 2025 | +14.3% | $37,064 | 89 | 66.3 | -3.8% | 3.8% | -2.4% |
| 2026 | +4.4% | $13,139 | 49 | 55.1 | -3.0% | 3.2% | -2.4% |
The first 20 seconds after a tier-1 print are a liquidity vacuum, not information. A measurable fraction of that spike is given back once market makers re-quote — the EA fades only the part of the move that exceeds the historical surprise-to-move regression.
Roughly 26 qualifying events per quarter. Low trade count, high per-trade variance, and a distinctly lumpy month-to-month profile that is honest about event scarcity.
Timestamped event-level trade log · 6.7y live, NY4 colocated.
| XAUUSD | 167 | 65.3% | $64,701 |
| GBPUSD | 156 | 64.1% | $58,613 |
| USDJPY | 164 | 62.2% | $48,408 |
| EURUSD | 163 | 59.5% | $37,223 |
| Sydney | 59 | 69.5% | $21,283 |
| Tokyo | 187 | 57.2% | $43,025 |
| London | 112 | 65.2% | $51,468 |
| London/NY | 114 | 60.5% | $19,510 |
| New York | 178 | 66.3% | $73,659 |
Live capital track. Statements are broker-issued; figures are net of commission, swap and slippage. Past performance is not indicative of future results.