Bounded, non-martingale grid with regime gating on FX majors.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.2 | 2.0 | 3.0 | 0.7 | -0.3 | 2.0 | 1.7 | 0.8 | -0.2 | -0.5 | 0.9 | 1.0 | 13.0 |
| 2023 | 0.6 | 0.4 | 0.9 | 1.7 | 2.5 | -0.3 | 1.1 | 2.0 | 0.9 | 2.2 | 0.8 | 2.1 | 16.0 |
| 2024 | 0.0 | -0.7 | 0.9 | 1.0 | 2.4 | -0.9 | 3.0 | -1.2 | 2.1 | 0.7 | -0.1 | 1.6 | 9.0 |
| 2025 | -2.0 | 0.4 | -0.1 | 1.9 | 0.6 | 1.0 | -1.6 | 1.7 | 2.0 | 0.9 | 0.4 | 4.6 | 10.0 |
| 2026 | 2.7 | 2.9 | 2.0 | 0.7 | 2.2 | 1.6 | · | · | · | · | · | · | 12.7 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | +1.58% | $2,762 | 37 | 83.8% | -0.83% | |
| May 2026 | +2.22% | $3,790 | 41 | 90.2% | -0.54% | |
| Apr 2026 | +0.74% | $1,261 | 38 | 81.6% | -0.61% | |
| Mar 2026 | +1.99% | $3,301 | 40 | 90.0% | -0.30% | |
| Feb 2026 | +2.88% | $4,655 | 39 | 97.4% | -0.30% | |
| Jan 2026 | +2.68% | $4,216 | 39 | 97.4% | -0.25% | |
| Dec 2025 | +4.59% | $6,895 | 44 | 97.7% | -0.26% | |
| Nov 2025 | +0.38% | $574 | 39 | 79.5% | -0.63% | |
| Oct 2025 | +0.90% | $1,342 | 39 | 87.2% | -0.33% | |
| Sep 2025 | +2.02% | $2,935 | 38 | 86.8% | -0.43% | |
| Aug 2025 | +1.74% | $2,490 | 41 | 80.5% | -0.84% | |
| Jul 2025 | -1.62% | -$2,353 | 41 | 73.2% | -1.99% | |
| Jun 2025 | +1.01% | $1,450 | 38 | 81.6% | -0.36% | |
| May 2025 | +0.56% | $801 | 39 | 82.1% | -1.34% | |
| Apr 2025 | +1.87% | $2,628 | 37 | 86.5% | -0.84% | |
| Mar 2025 | -0.09% | -$129 | 43 | 76.7% | -1.33% | |
| Feb 2025 | +0.36% | $498 | 36 | 75.0% | -1.06% | |
| Jan 2025 | -2.02% | -$2,892 | 42 | 64.3% | -2.75% | |
| Dec 2024 | +1.63% | $2,290 | 41 | 87.8% | -0.54% | |
| Nov 2024 | -0.09% | -$120 | 39 | 79.5% | -0.93% | |
| Oct 2024 | +0.74% | $1,038 | 40 | 80.0% | -1.19% | |
| Sep 2024 | +2.05% | $2,809 | 36 | 91.7% | -0.33% | |
| Aug 2024 | -1.24% | -$1,716 | 41 | 73.2% | -1.63% | |
| Jul 2024 | +2.96% | $3,989 | 43 | 90.7% | -0.28% | |
| Jun 2024 | -0.87% | -$1,178 | 39 | 74.4% | -1.48% | |
| May 2024 | +2.40% | $3,181 | 38 | 89.5% | -0.36% | |
| Apr 2024 | +0.98% | $1,281 | 38 | 86.8% | -0.57% | |
| Mar 2024 | +0.93% | $1,206 | 41 | 82.9% | -0.66% | |
| Feb 2024 | -0.73% | -$961 | 36 | 66.7% | -1.69% | |
| Jan 2024 | +0.01% | $9 | 40 | 82.5% | -0.92% | |
| Dec 2023 | +2.12% | $2,725 | 38 | 89.5% | -1.12% | |
| Nov 2023 | +0.82% | $1,042 | 42 | 78.6% | -0.95% | |
| Oct 2023 | +2.23% | $2,781 | 40 | 87.5% | -0.58% | |
| Sep 2023 | +0.91% | $1,127 | 34 | 82.4% | -0.44% | |
| Aug 2023 | +1.99% | $2,410 | 43 | 88.4% | -0.66% | |
| Jul 2023 | +1.09% | $1,307 | 36 | 86.1% | -0.43% | |
| Jun 2023 | -0.34% | -$413 | 42 | 78.6% | -1.23% | |
| May 2023 | +2.52% | $2,958 | 41 | 90.2% | -0.41% | |
| Apr 2023 | +1.73% | $1,991 | 38 | 89.5% | -0.47% | |
| Mar 2023 | +0.89% | $1,011 | 42 | 85.7% | -0.56% | |
| Feb 2023 | +0.36% | $413 | 37 | 81.1% | -0.88% | |
| Jan 2023 | +0.64% | $724 | 38 | 84.2% | -0.70% | |
| Dec 2022 | +1.05% | $1,170 | 42 | 81.0% | -0.79% | |
| Nov 2022 | +0.95% | $1,048 | 40 | 85.0% | -0.66% | |
| Oct 2022 | -0.49% | -$549 | 35 | 77.1% | -1.16% | |
| Sep 2022 | -0.20% | -$225 | 38 | 76.3% | -1.39% | |
| Aug 2022 | +0.77% | $850 | 43 | 88.4% | -0.90% | |
| Jul 2022 | +1.71% | $1,857 | 42 | 85.7% | -0.60% | |
| Jun 2022 | +1.96% | $2,093 | 37 | 89.2% | -0.52% | |
| May 2022 | -0.29% | -$315 | 38 | 76.3% | -1.16% | |
| Apr 2022 | +0.73% | $776 | 41 | 80.5% | -0.75% | |
| Mar 2022 | +2.97% | $3,069 | 41 | 90.2% | -1.11% | |
| Feb 2022 | +1.99% | $2,019 | 34 | 85.3% | -0.66% | |
| Jan 2022 | +1.23% | $1,234 | 39 | 84.6% | -0.50% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2022 | +13.0% | $13,028 | 470 | 83.4 | -2.2% | 3.0% | -0.5% |
| 2023 | +16.0% | $18,075 | 471 | 85.1 | -1.2% | 2.5% | -0.3% |
| 2024 | +9.0% | $11,828 | 472 | 82.2 | -1.9% | 3.0% | -1.2% |
| 2025 | +10.0% | $14,238 | 477 | 80.9 | -3.8% | 4.6% | -2.0% |
| 2026 | +12.7% | $19,985 | 236 | 90.3 | -0.8% | 2.9% | 0.0% |
Grids fail because they are unbounded and martingaled. This one is neither: a fixed maximum of 6 levels, flat lot sizing, and a regime gate that refuses to open a grid when a trend filter is active.
Forward test, not live capital: 4.5 years of out-of-sample execution on a broker demo mirroring live spreads. Published precisely because grid strategies deserve a longer proof than most vendors give them.
Forward test · out-of-sample since 2022-01-04, parameters frozen at launch.
| USDCHF | 545 | 88.1% | $29,786 |
| EURUSD | 504 | 82.9% | $18,610 |
| AUDUSD | 540 | 82.0% | $16,479 |
| EURGBP | 537 | 81.8% | $12,279 |
| Sydney | 220 | 80.0% | $1,527 |
| Tokyo | 607 | 84.0% | $21,786 |
| London | 427 | 83.8% | $17,052 |
| London/NY | 384 | 82.6% | $12,086 |
| New York | 488 | 85.9% | $24,702 |
Forward test on out-of-sample execution with parameters frozen at launch. No live capital deployed. Past performance is not indicative of future results.