Gradient-boosted feature ensemble on FX and index returns.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | -0.1 | 0.6 | -1.2 | 2.8 | 2.5 | 3.2 | -2.0 | 0.3 | 0.8 | -2.6 | 1.1 | 3.8 | 9.3 |
| 2016 | -4.3 | 2.8 | 2.2 | -3.8 | 1.2 | 1.5 | 4.9 | 0.2 | 4.2 | 0.8 | 1.3 | 9.2 | 21.4 |
| 2017 | 9.8 | -2.3 | 10.8 | -4.4 | 0.7 | 4.5 | 3.6 | -0.8 | -1.6 | 4.2 | -3.4 | -0.2 | 21.5 |
| 2018 | 2.1 | 3.0 | 2.3 | -0.4 | 3.3 | 5.1 | 5.5 | -2.5 | 6.7 | 5.9 | 5.3 | -1.0 | 41.0 |
| 2019 | 1.2 | 7.2 | 1.6 | -6.2 | -0.1 | 5.3 | 0.9 | -0.8 | 3.9 | 1.2 | 2.6 | -0.2 | 17.2 |
| 2020 | -1.6 | 1.6 | 2.4 | -3.2 | 0.5 | 6.5 | 8.6 | -6.0 | 10.5 | -2.8 | -3.7 | -2.6 | 9.2 |
| 2021 | 1.7 | 2.4 | 0.2 | 4.3 | 8.2 | 2.1 | 1.0 | -2.0 | 5.1 | 2.9 | -3.7 | 7.3 | 33.2 |
| 2022 | 6.1 | 0.3 | -2.7 | 3.4 | 5.1 | 9.1 | 4.9 | 3.8 | -6.0 | 2.7 | 1.8 | -0.5 | 30.7 |
| 2023 | 3.0 | 9.0 | 4.8 | 0.4 | 1.7 | 11.6 | 0.0 | 1.6 | 10.8 | 0.6 | 6.2 | -3.8 | 54.9 |
| 2024 | -0.2 | 5.8 | 0.9 | -3.4 | 6.1 | 5.2 | -3.1 | 3.4 | 1.1 | 4.6 | -1.6 | -5.6 | 13.1 |
| 2025 | -3.8 | 1.3 | -3.5 | -0.3 | -0.5 | 5.6 | 1.1 | 0.6 | 1.3 | 5.9 | 11.7 | -1.4 | 18.5 |
| 2026 | 4.8 | 0.4 | -1.6 | 2.0 | 1.3 | 2.3 | · | · | · | · | · | · | 9.4 |
| Month | Return | Distribution | P&L | Trades | Win rate | Max DD |
|---|---|---|---|---|---|---|
| Jun 2026 | +2.31% | $25,908 | 31 | 58.1% | -1.25% | |
| May 2026 | +1.34% | $14,818 | 37 | 59.5% | -1.21% | |
| Apr 2026 | +2.00% | $21,739 | 34 | 55.9% | -3.05% | |
| Mar 2026 | -1.58% | -$17,507 | 30 | 50.0% | -2.92% | |
| Feb 2026 | +0.38% | $4,159 | 31 | 54.8% | -1.92% | |
| Jan 2026 | +4.75% | $49,940 | 33 | 54.5% | -2.42% | |
| Dec 2025 | -1.43% | -$15,225 | 37 | 51.4% | -2.22% | |
| Nov 2025 | +11.70% | $111,656 | 30 | 86.7% | -0.57% | |
| Oct 2025 | +5.91% | $53,243 | 33 | 66.7% | -1.10% | |
| Sep 2025 | +1.27% | $11,341 | 30 | 46.7% | -4.12% | |
| Aug 2025 | +0.60% | $5,297 | 32 | 53.1% | -3.37% | |
| Jul 2025 | +1.14% | $9,979 | 36 | 50.0% | -1.85% | |
| Jun 2025 | +5.60% | $46,347 | 31 | 64.5% | -2.73% | |
| May 2025 | -0.51% | -$4,286 | 32 | 46.9% | -3.27% | |
| Apr 2025 | -0.26% | -$2,201 | 32 | 43.8% | -2.18% | |
| Mar 2025 | -3.49% | -$30,221 | 33 | 48.5% | -3.72% | |
| Feb 2025 | +1.34% | $11,447 | 30 | 53.3% | -2.48% | |
| Jan 2025 | -3.76% | -$33,358 | 40 | 45.0% | -5.36% | |
| Dec 2024 | -5.63% | -$52,869 | 33 | 33.3% | -6.39% | |
| Nov 2024 | -1.59% | -$15,213 | 32 | 43.8% | -3.24% | |
| Oct 2024 | +4.63% | $42,280 | 35 | 60.0% | -3.28% | |
| Sep 2024 | +1.11% | $10,041 | 29 | 55.2% | -1.94% | |
| Aug 2024 | +3.42% | $29,868 | 30 | 56.7% | -1.95% | |
| Jul 2024 | -3.08% | -$27,703 | 37 | 43.2% | -6.10% | |
| Jun 2024 | +5.24% | $44,860 | 31 | 61.3% | -1.95% | |
| May 2024 | +6.07% | $48,920 | 37 | 54.1% | -3.05% | |
| Apr 2024 | -3.37% | -$28,114 | 30 | 40.0% | -5.61% | |
| Mar 2024 | +0.86% | $7,137 | 33 | 57.6% | -2.82% | |
| Feb 2024 | +5.76% | $45,063 | 31 | 58.1% | -2.42% | |
| Jan 2024 | -0.18% | -$1,393 | 32 | 53.1% | -2.92% | |
| Dec 2023 | -3.85% | -$31,348 | 35 | 42.9% | -5.32% | |
| Nov 2023 | +6.19% | $47,518 | 30 | 66.7% | -1.01% | |
| Oct 2023 | +0.55% | $4,216 | 32 | 50.0% | -3.36% | |
| Sep 2023 | +10.79% | $74,371 | 32 | 75.0% | -1.21% | |
| Aug 2023 | +1.62% | $11,005 | 34 | 61.8% | -2.13% | |
| Jul 2023 | +0.02% | $113 | 29 | 48.3% | -2.15% | |
| Jun 2023 | +11.57% | $70,321 | 33 | 75.8% | -1.09% | |
| May 2023 | +1.69% | $10,115 | 34 | 55.9% | -2.29% | |
| Apr 2023 | +0.42% | $2,500 | 32 | 46.9% | -4.20% | |
| Mar 2023 | +4.77% | $27,120 | 35 | 65.7% | -1.73% | |
| Feb 2023 | +8.98% | $46,813 | 31 | 74.2% | -1.08% | |
| Jan 2023 | +3.00% | $15,162 | 34 | 55.9% | -2.45% | |
| Dec 2022 | -0.54% | -$2,735 | 36 | 50.0% | -2.86% | |
| Nov 2022 | +1.85% | $9,232 | 34 | 52.9% | -2.04% | |
| Oct 2022 | +2.72% | $13,242 | 30 | 56.7% | -2.03% | |
| Sep 2022 | -6.01% | -$31,081 | 34 | 35.3% | -6.31% | |
| Aug 2022 | +3.83% | $19,076 | 31 | 58.1% | -2.38% | |
| Jul 2022 | +4.86% | $23,077 | 35 | 60.0% | -2.08% | |
| Jun 2022 | +9.06% | $39,456 | 34 | 73.5% | -0.97% | |
| May 2022 | +5.10% | $21,138 | 32 | 65.6% | -1.65% | |
| Apr 2022 | +3.36% | $13,479 | 32 | 59.4% | -1.48% | |
| Mar 2022 | -2.67% | -$10,999 | 30 | 43.3% | -4.78% | |
| Feb 2022 | +0.34% | $1,395 | 30 | 50.0% | -2.66% | |
| Jan 2022 | +6.08% | $23,540 | 30 | 63.3% | -2.17% | |
| Dec 2021 | +7.32% | $26,419 | 32 | 65.6% | -1.85% | |
| Nov 2021 | -3.71% | -$13,911 | 29 | 41.4% | -5.25% | |
| Oct 2021 | +2.94% | $10,685 | 34 | 55.9% | -2.64% | |
| Sep 2021 | +5.09% | $17,636 | 30 | 50.0% | -2.09% | |
| Aug 2021 | -1.98% | -$6,998 | 26 | 50.0% | -3.55% | |
| Jul 2021 | +0.99% | $3,453 | 33 | 51.5% | -2.41% | |
| Jun 2021 | +2.15% | $7,349 | 36 | 61.1% | -3.26% | |
| May 2021 | +8.18% | $25,908 | 36 | 66.7% | -1.56% | |
| Apr 2021 | +4.29% | $13,015 | 30 | 63.3% | -1.59% | |
| Mar 2021 | +0.23% | $684 | 31 | 54.8% | -1.80% | |
| Feb 2021 | +2.43% | $7,184 | 29 | 55.2% | -1.48% | |
| Jan 2021 | +1.74% | $5,058 | 31 | 58.1% | -3.50% | |
| Dec 2020 | -2.64% | -$7,869 | 35 | 48.6% | -4.17% | |
| Nov 2020 | -3.71% | -$11,509 | 31 | 41.9% | -4.15% | |
| Oct 2020 | -2.85% | -$9,091 | 36 | 47.2% | -4.15% | |
| Sep 2020 | +10.53% | $30,402 | 33 | 78.8% | -0.64% | |
| Aug 2020 | -5.96% | -$18,289 | 32 | 34.4% | -7.68% | |
| Jul 2020 | +8.65% | $24,444 | 34 | 64.7% | -1.49% | |
| Jun 2020 | +6.52% | $17,288 | 32 | 65.6% | -3.10% | |
| May 2020 | +0.48% | $1,259 | 30 | 53.3% | -3.39% | |
| Apr 2020 | -3.23% | -$8,814 | 35 | 42.9% | -6.17% | |
| Mar 2020 | +2.44% | $6,492 | 31 | 54.8% | -1.61% | |
| Feb 2020 | +1.64% | $4,300 | 30 | 56.7% | -2.14% | |
| Jan 2020 | -1.59% | -$4,238 | 33 | 51.5% | -2.06% | |
| Dec 2019 | -0.16% | -$422 | 34 | 47.1% | -2.88% | |
| Nov 2019 | +2.60% | $6,769 | 36 | 52.8% | -2.28% | |
| Oct 2019 | +1.20% | $3,078 | 35 | 54.3% | -3.55% | |
| Sep 2019 | +3.91% | $9,674 | 30 | 56.7% | -3.14% | |
| Aug 2019 | -0.82% | -$2,053 | 29 | 37.9% | -5.06% | |
| Jul 2019 | +0.95% | $2,340 | 28 | 53.6% | -1.87% | |
| Jun 2019 | +5.34% | $12,527 | 27 | 74.1% | -1.15% | |
| May 2019 | -0.12% | -$285 | 32 | 53.1% | -2.03% | |
| Apr 2019 | -6.20% | -$15,523 | 30 | 33.3% | -7.86% | |
| Mar 2019 | +1.55% | $3,826 | 28 | 60.7% | -2.11% | |
| Feb 2019 | +7.20% | $16,542 | 27 | 66.7% | -0.89% | |
| Jan 2019 | +1.16% | $2,628 | 39 | 53.8% | -2.52% | |
| Dec 2018 | -0.96% | -$2,193 | 32 | 46.9% | -3.08% | |
| Nov 2018 | +5.27% | $11,477 | 32 | 62.5% | -2.15% | |
| Oct 2018 | +5.94% | $12,213 | 29 | 72.4% | -2.10% | |
| Sep 2018 | +6.67% | $12,870 | 31 | 71.0% | -2.01% | |
| Aug 2018 | -2.55% | -$5,039 | 40 | 40.0% | -3.63% | |
| Jul 2018 | +5.53% | $10,365 | 31 | 61.3% | -2.86% | |
| Jun 2018 | +5.13% | $9,152 | 33 | 63.6% | -1.23% | |
| May 2018 | +3.31% | $5,707 | 35 | 57.1% | -1.89% | |
| Apr 2018 | -0.43% | -$740 | 31 | 48.4% | -3.54% | |
| Mar 2018 | +2.30% | $3,897 | 36 | 61.1% | -2.83% | |
| Feb 2018 | +3.01% | $4,945 | 29 | 62.1% | -2.62% | |
| Jan 2018 | +2.10% | $3,383 | 35 | 54.3% | -2.82% | |
| Dec 2017 | -0.20% | -$328 | 30 | 50.0% | -2.38% | |
| Nov 2017 | -3.45% | -$5,766 | 32 | 37.5% | -4.40% | |
| Oct 2017 | +4.24% | $6,807 | 31 | 64.5% | -3.49% | |
| Sep 2017 | -1.60% | -$2,616 | 29 | 44.8% | -4.73% | |
| Aug 2017 | -0.85% | -$1,397 | 35 | 51.4% | -4.50% | |
| Jul 2017 | +3.64% | $5,780 | 34 | 47.1% | -2.92% | |
| Jun 2017 | +4.54% | $6,896 | 32 | 56.3% | -2.68% | |
| May 2017 | +0.73% | $1,102 | 33 | 57.6% | -4.48% | |
| Apr 2017 | -4.39% | -$6,913 | 34 | 41.2% | -4.61% | |
| Mar 2017 | +10.82% | $15,393 | 35 | 65.7% | -2.72% | |
| Feb 2017 | -2.35% | -$3,416 | 31 | 45.2% | -3.90% | |
| Jan 2017 | +9.79% | $12,991 | 30 | 66.7% | -1.08% | |
| Dec 2016 | +9.18% | $11,155 | 35 | 68.6% | -1.71% | |
| Nov 2016 | +1.31% | $1,571 | 32 | 62.5% | -2.31% | |
| Oct 2016 | +0.80% | $952 | 30 | 56.7% | -1.46% | |
| Sep 2016 | +4.17% | $4,757 | 29 | 65.5% | -1.87% | |
| Aug 2016 | +0.19% | $214 | 34 | 47.1% | -2.51% | |
| Jul 2016 | +4.90% | $5,321 | 30 | 63.3% | -1.68% | |
| Jun 2016 | +1.46% | $1,569 | 33 | 54.5% | -2.55% | |
| May 2016 | +1.20% | $1,274 | 31 | 48.4% | -3.83% | |
| Apr 2016 | -3.77% | -$4,148 | 35 | 37.1% | -4.93% | |
| Mar 2016 | +2.23% | $2,403 | 32 | 56.3% | -2.33% | |
| Feb 2016 | +2.84% | $2,967 | 34 | 55.9% | -2.57% | |
| Jan 2016 | -4.29% | -$4,683 | 30 | 43.3% | -4.93% | |
| Dec 2015 | +3.80% | $4,005 | 29 | 69.0% | -2.02% | |
| Nov 2015 | +1.09% | $1,138 | 28 | 53.6% | -2.12% | |
| Oct 2015 | -2.62% | -$2,798 | 36 | 50.0% | -5.17% | |
| Sep 2015 | +0.77% | $821 | 31 | 54.8% | -2.94% | |
| Aug 2015 | +0.27% | $287 | 32 | 53.1% | -2.52% | |
| Jul 2015 | -2.03% | -$2,195 | 34 | 47.1% | -4.51% | |
| Jun 2015 | +3.18% | $3,331 | 31 | 58.1% | -1.38% | |
| May 2015 | +2.45% | $2,507 | 34 | 55.9% | -1.41% | |
| Apr 2015 | +2.85% | $2,831 | 36 | 52.8% | -2.75% | |
| Mar 2015 | -1.16% | -$1,163 | 32 | 43.8% | -3.30% | |
| Feb 2015 | +0.62% | $618 | 26 | 57.7% | -1.37% | |
| Jan 2015 | -0.09% | -$93 | 28 | 53.6% | -3.35% |
| Year | Return | P&L | Trades | Win % | Max DD | Best mo | Worst mo |
|---|---|---|---|---|---|---|---|
| 2015 | +9.3% | $9,287 | 377 | 53.8 | -7.0% | 3.8% | -2.6% |
| 2016 | +21.4% | $23,351 | 385 | 54.8 | -7.4% | 9.2% | -4.3% |
| 2017 | +21.5% | $28,532 | 386 | 52.3 | -7.6% | 10.8% | -4.4% |
| 2018 | +41.0% | $66,038 | 394 | 57.9 | -5.9% | 6.7% | -2.5% |
| 2019 | +17.2% | $39,101 | 375 | 53.3 | -8.6% | 7.2% | -6.2% |
| 2020 | +9.2% | $24,375 | 392 | 53.3 | -11.1% | 10.5% | -6.0% |
| 2021 | +33.2% | $96,484 | 377 | 56.5 | -6.9% | 8.2% | -3.7% |
| 2022 | +30.7% | $118,820 | 388 | 55.7 | -9.3% | 9.1% | -6.0% |
| 2023 | +54.9% | $277,906 | 391 | 59.8 | -5.3% | 11.6% | -3.8% |
| 2024 | +13.1% | $102,876 | 390 | 51.3 | -8.9% | 6.1% | -5.6% |
| 2025 | +18.5% | $164,020 | 396 | 54.3 | -10.1% | 11.7% | -3.8% |
| 2026 | +9.4% | $99,056 | 198 | 55.1 | -4.9% | 4.8% | -1.6% |
An ensemble of gradient-boosted trees over 64 microstructure, seasonality and cross-asset features, retrained every 60 sessions with a strict purged walk-forward and embargo to prevent leakage.
Backtest only — no live capital. Costs modelled at 1.4x observed broker spread plus commission and 0.35 pip slippage. Shown here as the honest research counterpart to the live sleeves; treat with the scepticism any backtest deserves.
Backtest · purged walk-forward, out-of-sample only equity shown, costs stressed 1.4x.
| USDJPY | 786 | 56.7% | $285,198 |
| XAUUSD | 744 | 55.0% | $202,136 |
| US500 | 735 | 56.6% | $165,876 |
| EURUSD | 735 | 53.6% | $165,713 |
| NAS100 | 747 | 54.6% | $142,552 |
| GBPUSD | 702 | 52.3% | $88,371 |
| Sydney | 432 | 53.0% | $48,075 |
| Tokyo | 1293 | 54.2% | $245,539 |
| London | 840 | 54.0% | $197,196 |
| London/NY | 834 | 56.7% | $276,917 |
| New York | 1050 | 55.5% | $282,118 |
Research backtest with modelled costs. Not a live track record and not a projection of future returns. Past performance is not indicative of future results.