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VX-13

DRIFT Seasonality Engine

BACKTESTSeasonality

Calendar and turn-of-month effects across indices and metals.

8.6%
CAGR · 10.5 years
$100,000$237,526
Total return
+137.5%
$137,526
Max drawdown
-12.05%
634d longest
Sharpe
1.20
Sortino 1.33
Calmar
0.71
Recovery 11.4x
Profit factor
1.30
Expectancy 0.24R
Win rate
59.4%
788 trades
Payoff
0.89x
Avg win $1,274
Current DD
-9.68%
Ulcer 4.10

Equity curve — net of commission & swap

2016-01-042026-06-30

Underwater / drawdown

Monthly returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20166.9-1.40.7-0.38.40.51.3-0.30.73.61.30.423.7
2017-0.11.9-1.21.92.91.01.12.71.70.82.31.617.8
2018-0.73.41.9-1.01.23.13.33.84.91.2-0.40.723.5
20191.31.1-1.27.21.6-1.7-2.20.10.91.8-1.7-1.45.6
20201.8-1.70.80.1-0.60.30.6-0.92.13.0-1.7-1.22.4
20210.9-1.1-0.51.61.01.3-1.22.12.3-0.40.21.27.8
20221.42.6-0.3-1.80.0-0.80.84.81.61.11.9-0.311.5
2023-2.2-1.3-2.41.2-0.01.31.10.1-1.92.92.5-5.1-4.0
20242.11.5-0.4-1.95.60.74.30.92.9-2.30.71.516.4
2025-2.2-1.0-3.5-1.4-0.1-2.2-0.30.50.2-0.81.2-0.7-9.8
2026-1.71.60.63.4-2.3-0.5······1.0

R-multiple distribution

Best trade
$11,169
Worst trade
-$3,888
Longest win streak
12
Longest loss streak
8
Avg hold
69.3h
Commission paid
-$37,511
Swap
$220
Daily VaR 95%
-0.79%

Year by year

YearReturnP&LTradesWin %Max DDBest moWorst mo
2016+23.7%$23,6698365.1-2.7%8.4%-1.4%
2017+17.8%$21,9666762.7-2.6%2.9%-1.2%
2018+23.5%$34,2088371.1-2.7%4.9%-1.0%
2019+5.6%$10,0787358.9-6.2%7.2%-2.2%
2020+2.4%$4,4638258.5-4.4%3.0%-1.7%
2021+7.8%$15,0937256.9-4.4%2.3%-1.2%
2022+11.5%$24,1127466.2-4.9%4.8%-1.8%
2023-4.0%-$9,3847948.1-7.7%2.9%-5.1%
2024+16.4%$36,6587564.0-4.0%5.6%-2.3%
2025-9.8%-$25,6806844.1-10.5%1.2%-3.5%
2026+1.0%$2,3423250.0-4.9%3.4%-2.3%

Program specification

Status
BACKTEST
Platform
Python research stack
Broker
Modelled: Pepperstone Razor cost profile
Account
Backtest · USD
Base capital
$100,000
Timeframe
D1
Holding
1–7 days
Sessions
New York
Instruments
US500 · GER40 · JP225 · XAUUSD · USOIL
Risk / trade
0.6%
Max positions
4
Leverage
1:10
Martingale
NO
Grid
NO
Hedging
NO
News filter
NO
Trades / month
6.3
Monthly win rate
62.7%

Thesis & edge

Turn-of-month flows, pre-holiday drift and index-rebalance windows produce small but persistent directional biases. Individually marginal, jointly tradeable when costs are respected.

Backtest only, and the most fragile idea in the archive: seasonality decays as it is discovered. Post-2014 out-of-sample returns are visibly weaker than the in-sample era, which is exactly the point of showing it.

Backtest · out-of-sample from 2016, in-sample discovery window ends 2014.

Rule set

Entry
  • Trade only the 11 calendar windows that survived a Bonferroni-corrected significance test on 1998–2014 data.
  • Entry at the session open of the window's first day.
  • No discretionary additions; the calendar is frozen.
Exit
  • Exit at the window's defined close, no exceptions.
  • Protective stop at 2.5x ATR(20) purely for gap defence.
Risk
  • Equal risk per window, 0.6% each, never compounded within a window.
  • Maximum 4 overlapping windows.

Instrument attribution

US50016867.3%$70,777
USOIL16861.9%$49,974
JP22515459.7%$29,004
XAUUSD14357.3%$8,443
GER4015549.7%-$20,672

Session attribution

Sydney7064.3%$13,764
Tokyo24957.0%$26,682
London14261.3%$21,026
London/NY16062.5%$55,228
New York16756.3%$20,825

P&L by entry hour (UTC)

Execution ledger — last 200 of 788 closed trades

TicketSymbolSideOpenCloseHoldLotsEntryExitSLTPPipsCommSwapRP&LEquityTag
194514US500SELL2026-06-23 14:042026-06-24 14:4124.6h62.125131.415095.845156.335101.75355.7-49.48-5.471.43$1,895.24$237,526TARGET
194512US500BUY2026-06-11 01:072026-06-16 00:41119.6h61.705174.625197.145155.865196.94225.2-59.9621.721.20$1,591.02$235,631TARGET
194510JP225BUY2026-06-09 01:332026-06-10 21:1143.6h62.0838016.6437825.6237824.9738244.72-191-66.20-5.46-1.00-$1,432.83$234,040STOP
194509JP225SELL2026-06-03 14:552026-06-05 01:2534.5h62.5337329.5637761.1637690.4536900.1-431.6-41.93-5.50-1.20-$1,692.50$235,472SLIPPED STOP
194506USOILSELL2026-06-01 16:422026-06-03 19:1050.5h6.2980.6783.5483.2577.6-287-52.0211.08-1.11-$1,581.21$237,165SLIPPED STOP
194503USOILBUY2026-05-27 10:342026-05-28 15:3429.0h6.3579.4974.8476.0583.58-465-71.575.58-1.35-$1,954.30$238,746SLIPPED STOP
194500US500SELL2026-05-18 09:232026-05-23 09:03119.7h63.975265.065285.475280.275246.97-204.1-46.91-22.52-1.34-$1,958.10$240,700SLIPPED STOP
194496USOILBUY2026-05-14 06:242026-05-20 00:17137.9h6.4480.5876.4677.1584.66-412-73.6428.35-1.20-$1,746.83$242,659SLIPPED STOP
194495GER40SELL2026-04-29 21:502026-05-03 13:5288.0h64.8817924.8717956.3717952.0917892.48-315-65.9217.13-1.16-$1,700.29$244,405SLIPPED STOP
194493USOILBUY2026-04-28 16:452026-05-03 14:03117.3h6.4379.483.376.8782.41390-75.8222.641.54$2,127.39$246,106TARGET
194491US500BUY2026-04-24 13:292026-04-25 04:3515.1h63.745329.085365.325306.465356362.4-46.260.001.60$2,200.46$243,978TARGET
194488GER40SELL2026-04-23 14:382026-04-27 11:5293.2h63.5517822.3217813.117838.5417803.0192.2-66.0616.780.57$744.83$241,778TARGET
194485US500BUY2026-04-15 20:092026-04-20 02:07102.0h63.215162.295188.35134.515195.34260.1-69.2622.250.94$1,255.03$241,033TARGET
194484USOILSELL2026-04-10 04:442026-04-13 09:5977.3h6.3778.4280.0179.7776.82-159-63.07-16.81-1.18-$1,730.78$239,778SLIPPED STOP
194483JP225SELL2026-04-08 20:322026-04-12 08:1383.7h63.2139364.9939028.5939625.7839054.65336.4-70.2716.691.29$1,740.26$241,509TARGET
194479US500SELL2026-04-07 06:152026-04-09 13:3255.3h62.835416.525381.685448.865378.03348.4-65.5811.061.08$1,434.43$239,768TARGET
194476XAUUSDSELL2026-04-06 01:182026-04-09 13:1784.0h62.322260.252235.572277.042240.27246.8-47.61-16.451.47$1,951.40$238,334TARGET
194472US500SELL2026-03-26 02:292026-03-27 06:4028.2h62.805212.385260.165249.555168.15-477.8-68.325.53-1.29-$1,838.97$236,383SLIPPED STOP
194469US500SELL2026-03-25 02:052026-03-28 23:3393.5h62.665174.965169.155188.465158.958.1-52.6416.540.43$557.48$238,222TARGET
194467USOILBUY2026-03-20 05:332026-03-21 18:2236.8h6.2178.8881.1477.3880.66226-44.76-5.471.51$2,019.69$237,664TARGET
194465XAUUSDBUY2026-03-11 20:112026-03-12 23:0426.9h61.752300.32324.242278.092326.73239.4-42.205.431.08$1,427.52$235,644TARGET
194461US500BUY2026-03-05 16:172026-03-08 15:2671.2h61.195359.695407.695330.395394.55480-73.54-10.771.64$2,121.24$234,217TARGET
194457JP225BUY2026-03-03 18:052026-03-06 17:2171.3h61.5637943.9537765.3337762.5738159.79-178.6-64.07-10.83-0.98-$1,408.60$232,096STOP
194454GER40BUY2026-03-02 10:282026-03-05 03:0764.7h61.9518079.4118063.9118064.3218097.36-155-70.7510.90-1.03-$1,460.25$233,504STOP
194453GER40BUY2026-02-23 17:302026-02-24 12:1718.8h62.4517928.1217891.0817900.8417960.59-370.4-41.660.00-1.36-$1,906.78$234,965SLIPPED STOP
194451XAUUSDBUY2026-02-13 14:272026-02-16 07:0864.7h60.972262.572370.652236.922293.091080.8-70.6010.734.21$5,592.38$236,871TAIL WIN
194449US500BUY2026-01-30 21:542026-02-06 10:17156.4h61.415175.415150.795155.225199.44-246.2-49.7732.43-1.22-$1,664.58$231,279SLIPPED STOP
194446GER40BUY2026-01-28 01:342026-01-30 01:3748.0h61.8318072.0118049.6118052.0918095.71-224-51.9910.88-1.12-$1,571.07$232,943SLIPPED STOP
194444JP225SELL2026-01-27 19:392026-01-30 09:3461.9h62.2937804.5938210.638131.8937415.1-406-58.6610.96-1.24-$1,747.56$234,515SLIPPED STOP
194442JP225BUY2026-01-23 10:362026-01-25 06:3644.0h61.7438769.8539117.6438546.4939035.65347.8-42.245.431.56$2,078.12$236,262TARGET
194438USOILSELL2026-01-22 18:242026-01-25 23:2477.0h6.1578.3175.8482.0773.84247-58.36-16.240.66$815.33$234,184TARGET
194436XAUUSDSELL2026-01-12 04:362026-01-14 06:4350.1h62.002290.282316.42310.62266.1-261.2-50.49-10.91-1.29-$1,814.88$233,369SLIPPED STOP
194435XAUUSDSELL2025-12-26 05:202025-12-29 21:4088.3h61.782320.252305.242342.012294.36150.1-71.70-16.310.69$849.59$235,184TARGET
194432USOILSELL2025-12-19 09:172025-12-22 12:0274.8h6.2376.1579.5978.7573.06-344-75.25-16.44-1.33-$1,907.88$234,334SLIPPED STOP
194430USOILBUY2025-12-18 03:162025-12-19 09:4530.5h6.2779.2976.7977.1681.83-250-72.22-5.52-1.17-$1,695.49$236,242SLIPPED STOP
194428JP225SELL2025-12-16 21:202025-12-17 11:5014.5h62.6037513.137412.7437756.5337223.41100.4-63.700.000.41$504.05$237,937TARGET
194424USOILBUY2025-12-09 09:012025-12-11 09:1448.2h6.2280.6284.8277.1184.8420-56.9710.941.20$1,589.33$237,433TARGET
194421XAUUSDBUY2025-12-08 06:182025-12-13 19:17133.0h62.692283.992236.812248.672326.02-471.8-59.41-27.58-1.34-$1,929.37$235,844SLIPPED STOP
194420GER40BUY2025-12-03 06:402025-12-08 08:46122.1h62.4318056.6118068.6618039.6218076.83120.5-46.3427.470.71$955.51$237,773TARGET
194419US500BUY2025-11-28 05:452025-11-30 12:5555.2h62.235441.685449.735428.8545780.5-66.53-10.950.63$778.44$236,818TARGET
194415JP225BUY2025-11-26 16:342025-11-28 06:4138.1h62.6838397.738113.0638161.6338678.63-284.6-54.895.52-1.21-$1,712.03$236,039SLIPPED STOP
194413GER40BUY2025-11-21 12:482025-11-23 07:3442.8h63.1818516.2418488.7918495.6418540.75-274.5-49.705.56-1.33-$1,896.57$237,751SLIPPED STOP
194411GER40BUY2025-11-14 20:142025-11-17 03:1555.0h62.6117972.2817994.9617958.1517989.09226.8-75.5811.021.61$2,147.42$239,648TARGET
194409XAUUSDBUY2025-11-05 20:442025-11-06 20:3823.9h62.192373.672414.972339.622414.19413-62.850.001.21$1,596.60$237,501TARGET
194405GER40SELL2025-11-03 09:542025-11-05 03:5542.0h61.7217891.5917862.5917912.8617866.28290-45.26-5.431.36$1,801.19$235,904TARGET
194404JP225SELL2025-10-31 17:562025-11-02 05:1935.4h62.1037482.0337742.5637735.9337179.88-260.5-55.075.46-1.03-$1,451.47$234,103STOP
194402XAUUSDBUY2025-10-21 01:042025-10-23 20:1567.2h62.542250.952233.352235.762269.03-176-69.71-11.01-1.16-$1,674.33$235,554SLIPPED STOP
194399USOILBUY2025-10-16 08:162025-10-20 23:31111.3h6.3076.6974.8875.2778.38-181-42.69-22.18-1.28-$1,833.49$237,229SLIPPED STOP
194395USOILBUY2025-10-13 17:182025-10-15 11:2542.1h6.2578.0883.5774.3682.51549-48.01-5.501.47$1,973.58$239,062TARGET
194394USOILSELL2025-10-06 17:012025-10-09 05:4760.8h6.2277.1275.1579.3374.49197-49.14-10.950.89$1,163.28$237,088TARGET
194393USOILBUY2025-09-30 18:262025-10-03 04:0157.6h6.1979.0982.1875.3683.53309-71.97-10.900.83$1,043.73$235,925TARGET
194392JP225BUY2025-09-18 20:542025-09-19 15:2618.5h61.7338748.6638840.9738587.9738939.8892.3-58.920.000.57$721.26$234,881TARGET
194391JP225BUY2025-09-16 19:162025-09-20 21:0897.9h62.1438255.2438064.6638073.4938471.53-190.6-70.20-21.87-1.05-$1,525.45$234,160STOP
194389XAUUSDSELL2025-09-11 01:552025-09-17 04:07146.2h62.572373.62400.632397.72344.92-270.3-63.94-33.04-1.12-$1,640.93$235,686SLIPPED STOP
194386US500SELL2025-09-08 11:092025-09-11 10:5071.7h62.085288.835239.315324.315246.61495.2-50.8210.931.40$1,866.42$237,327TARGET
194384JP225BUY2025-08-22 11:182025-08-23 19:5532.6h61.8438960.739225.1538583.3839409.71264.5-50.82-5.440.70$897.27$235,460TARGET
194380USOILBUY2025-08-19 17:452025-08-23 06:2184.6h6.1376.9979.3975.3878.91240-68.0316.191.49$1,956.00$234,563TARGET
194377JP225BUY2025-08-06 21:222025-08-09 04:2555.0h61.7637580.5437201.137263.3137958.04-379.4-43.2410.87-1.20-$1,657.57$232,607SLIPPED STOP
194374XAUUSDBUY2025-07-28 01:312025-07-30 12:1158.7h62.162288.222248.752251.32332.16-394.7-57.0010.94-1.07-$1,507.89$234,264STOP
194371US500BUY2025-07-11 10:072025-07-14 13:1375.1h61.975302.25309.315289.385317.4671.1-49.7716.360.55$722.98$235,772TARGET
194370GER40BUY2025-07-07 05:002025-07-09 13:3356.5h61.5918202.2618227.1518179.218229.7248.9-43.3210.841.08$1,429.68$235,049TARGET
194368US500BUY2025-07-04 01:202025-07-07 01:3972.3h61.095186.375241.175149.395230.38548-58.81-16.131.48$1,916.30$233,620TARGET
194364USOILBUY2025-07-03 08:472025-07-06 10:0973.4h6.1576.2174.0474.1378.68-217-61.8916.23-1.05-$1,459.98$231,703STOP
194363GER40SELL2025-07-01 17:522025-07-05 17:3295.7h61.9318537.4918564.2518559.2518511.59-267.6-66.8116.35-1.23-$1,725.47$233,163SLIPPED STOP
194360GER40SELL2025-06-30 07:012025-07-05 13:12126.2h62.7917744.6517831.8317781.8717700.35-871.8-64.5627.63-2.34-$3,271.89$234,889SLIPPED STOP
194357USOILSELL2025-06-16 05:572025-06-19 18:1884.3h6.2279.0774.48275.59467-71.3016.431.60$2,129.05$238,161TARGET
194355USOILBUY2025-06-13 06:312025-06-15 20:4162.2h6.2677.7274.7874.7881.21-294-66.98-11.02-1.00-$1,458.54$236,032STOP
194351US500SELL2025-06-09 03:462025-06-11 22:0966.4h62.385275.065250.115310.955232.35249.5-74.71-10.980.70$868.32$237,490TARGET
194349USOILSELL2025-06-05 15:532025-06-06 15:5524.0h6.2878.0481.2681.0174.51-322-59.91-5.53-1.08-$1,563.12$236,622STOP
194347USOILSELL2025-06-04 18:232025-06-10 00:59126.6h6.3380.482.3881.978.62-198-58.62-27.85-1.32-$1,924.34$238,185SLIPPED STOP
194346JP225BUY2025-05-26 01:522025-05-28 00:0146.1h62.7437918.5838192.4437745.2238124.88273.9-71.455.521.58$2,114.64$240,109TARGET
194343GER40BUY2025-05-20 19:232025-05-23 22:3275.2h63.1618151.5118122.1218125.0918182.95-293.9-44.9816.67-1.11-$1,573.73$237,995SLIPPED STOP
194339XAUUSDSELL2025-05-16 13:532025-05-20 15:4797.9h63.542350.322386.972388.212305.23-366.5-74.47-22.37-0.97-$1,449.28$239,568STOP
194337USOILSELL2025-05-08 16:492025-05-12 06:1185.4h6.2980.2675.9882.7777.27428-64.39-16.621.70$2,278.73$241,018TARGET
194335US500BUY2025-05-02 01:182025-05-04 10:5457.6h63.395282.455249.515254.535315.68-329.4-49.14-11.16-1.18-$1,705.37$238,739SLIPPED STOP
194334GER40SELL2025-04-29 09:472025-04-30 05:4419.9h63.8518648.2518672.2518668.3818624.29-240-68.370.00-1.19-$1,742.60$240,444SLIPPED STOP
194332US500SELL2025-04-28 02:432025-04-29 12:5534.2h63.215369.915343.635384.765352.23262.8-43.875.561.77$2,422.03$242,187TARGET
194329USOILSELL2025-04-25 12:462025-04-29 17:09100.4h6.3679.1681.4281.2576.68-226-73.7322.40-1.08-$1,568.70$239,765STOP
194326US500BUY2025-04-15 05:432025-04-16 02:0820.4h64.415441.675365.715404.965485.35-759.6-57.390.00-2.07-$2,989.79$241,334SLIPPED STOP
194324GER40SELL2025-04-08 16:222025-04-10 16:0347.7h63.7818003.1817955.2118030.417970.79479.7-69.315.611.76$2,408.93$244,323TARGET
194321US500BUY2025-04-02 19:202025-04-04 02:2531.1h64.295271.665222.445234.665315.69-492.2-50.535.66-1.33-$1,926.35$241,915SLIPPED STOP
194318XAUUSDBUY2025-03-24 01:242025-03-26 23:1769.9h64.802295.952273.222278.552316.65-227.3-71.25-11.40-1.31-$1,945.07$243,841SLIPPED STOP
194317XAUUSDBUY2025-03-14 16:592025-03-19 21:16124.3h65.222372.452342.322344.092406.2-301.3-51.91-28.70-1.06-$1,604.66$245,786STOP
194315GER40SELL2025-03-12 21:482025-03-14 09:2835.7h65.7118743.0318772.6318766.8418714.69-296-56.835.78-1.24-$1,848.22$247,391SLIPPED STOP
194314JP225SELL2025-03-10 09:412025-03-14 10:0096.3h66.1937547.7137804.8337757.8837297.61-257.1-55.9823.30-1.22-$1,814.05$249,239SLIPPED STOP
194310USOILBUY2025-03-07 06:272025-03-11 01:2991.0h6.6680.7179.279.3382.36-151-57.92-17.59-1.09-$1,677.89$251,053STOP
194308GER40BUY2025-02-25 19:322025-02-27 22:5251.3h67.1418409.6118372.918380.0918444.74-367.1-73.60-11.82-1.24-$1,922.16$252,731SLIPPED STOP
194304XAUUSDBUY2025-02-21 16:562025-02-24 01:3656.7h66.572375.132427.392340.882415.89522.6-63.17-11.721.53$2,159.52$254,653TARGET
194300JP225BUY2025-02-19 02:282025-02-22 05:2274.9h66.9637435.0937143.5437143.6937781.85-291.5-51.3317.68-1.00-$1,507.61$252,493STOP
194299USOILSELL2025-02-18 02:172025-02-19 04:2426.1h6.7579.483.1682.4475.79-376-75.775.94-1.24-$1,907.37$254,001SLIPPED STOP
194295JP225SELL2025-02-14 19:512025-02-19 15:22115.5h67.9037610.637914.9137902.137263.72-304.3-48.29-23.90-1.04-$1,631.57$255,908STOP
194291USOILBUY2025-02-03 06:032025-02-08 06:03120.0h6.7378.9684.6975.3383.28573-55.4029.611.58$2,308.69$257,540TARGET
194288US500BUY2025-01-22 15:462025-01-24 14:2246.6h67.095128.365136.985112.245147.5486.2-60.085.900.53$734.97$255,231TARGET
194287GER40BUY2025-01-16 19:342025-01-21 13:48114.2h66.7118730.5918761.0618700.7718766.08304.7-46.2923.481.02$1,476.42$254,496TARGET
194285US500BUY2025-01-15 13:512025-01-18 20:0678.3h67.215175.815140.965148.225208.64-348.5-68.2817.74-1.26-$1,917.95$253,020SLIPPED STOP
194284JP225BUY2025-01-09 10:202025-01-11 10:3348.2h67.6738922.0238688.5638715.2939168.03-233.5-75.6011.91-1.13-$1,744.91$254,938SLIPPED STOP
194281US500BUY2025-01-06 06:572025-01-09 09:2874.5h68.225431.965387.635398.325471.99-443.3-80.14-18.01-1.32-$2,076.09$256,683SLIPPED STOP
194280USOILSELL2025-01-03 11:262025-01-05 20:3057.1h6.8876.7278.3877.9575.25-166-80.3012.10-1.35-$2,104.78$258,759SLIPPED STOP
194276XAUUSDBUY2024-12-31 21:222025-01-04 07:4782.4h68.382341.222373.82308.842379.75325.8-53.4218.051.01$1,478.34$260,864TARGET
194274JP225BUY2024-12-27 21:442025-01-03 10:29156.8h68.2438402.3338479.4238190.3938654.5377.1-53.6436.030.36$528.52$259,385TARGET
194271GER40BUY2024-12-26 01:272024-12-28 08:0754.7h67.8517873.8617910.5617837.717916.89367-47.8311.941.01$1,479.06$258,857TARGET
194269JP225SELL2024-12-23 13:042024-12-27 00:0483.0h67.6039216.5939034.5939482.1838900.54182-64.9417.850.69$972.03$257,378TARGET
194267USOILSELL2024-12-19 04:062024-12-22 07:5675.8h6.8178.2182.1281.3374.5-391-70.35-17.98-1.25-$1,969.00$256,406SLIPPED STOP
194263USOILBUY2024-12-17 05:522024-12-21 04:3794.8h6.7979.380.2877.4781.4898-61.3517.930.54$758.22$258,375TARGET
194261USOILBUY2024-12-13 12:052024-12-14 00:1212.1h6.8478.2176.6376.9279.75-158-68.550.00-1.22-$1,906.80$257,616SLIPPED STOP
194257XAUUSDBUY2024-12-12 06:042024-12-15 06:0772.0h67.782253.582290.652231.72279.62370.7-64.12-17.891.69$2,443.51$259,523TARGET
194256USOILBUY2024-12-09 21:582024-12-10 23:4925.9h6.7379.1683.4675.8183.14430-62.91-5.921.28$1,831.70$257,080TARGET
194252GER40SELL2024-12-06 20:002024-12-09 10:0962.1h67.7718424.6118459.0318454.1118389.5-344.2-75.4211.93-1.17-$1,802.88$255,248SLIPPED STOP
194251USOILSELL2024-11-29 08:582024-12-01 20:5960.0h6.8280.4381.981.7678.85-147-74.3612.01-1.11-$1,728.33$257,051SLIPPED STOP
194248JP225SELL2024-11-27 12:382024-11-28 22:3534.0h67.7438430.4838233.6438582.2638249.86196.8-73.17-5.961.30$1,853.34$258,779TARGET
194247USOILBUY2024-11-19 11:582024-11-22 02:2362.4h6.7277.281.3474.2380.74414-78.41-11.831.39$1,970.39$256,926TARGET
194246US500BUY2024-11-11 15:122024-11-13 22:1555.0h66.775378.275420.325342.915420.35420.5-66.1411.751.19$1,692.74$254,955TARGET
194244USOILBUY2024-11-06 01:142024-11-08 11:5658.7h6.7377.9774.4575.3181.13-352-61.0211.84-1.33-$2,012.12$253,263SLIPPED STOP
194240USOILBUY2024-10-29 02:142024-11-04 00:05141.8h6.6977.3479.3175.479.64197-73.1129.441.01$1,450.31$255,275TARGET
194236USOILSELL2024-10-28 02:162024-10-28 22:0219.8h6.7476.5778.3678.1274.73-179-66.180.00-1.16-$1,781.74$253,825SLIPPED STOP
194232GER40BUY2024-10-16 03:012024-10-18 03:4448.7h67.9018506.5618465.0618472.7818546.76-415-80.39-11.95-1.23-$1,927.49$255,606SLIPPED STOP
194229GER40BUY2024-10-11 03:492024-10-14 07:3775.8h68.4618570.1918530.1518541.1218604.78-400.4-62.90-18.07-1.38-$2,155.80$257,534SLIPPED STOP
194227JP225SELL2024-10-04 04:012024-10-05 14:5234.9h68.8937479.2337850.1537839.5237050.48-370.9-55.36-6.06-1.03-$1,621.72$259,690STOP
194226GER40BUY2024-09-27 21:522024-09-29 09:5736.1h69.3317911.717887.5317888.417939.43-241.7-67.11-6.10-1.04-$1,655.58$261,311STOP
194225US500SELL2024-09-23 02:372024-09-24 20:5942.4h69.135305.655295.215325.165282.43104.4-72.226.080.54$748.00$262,967TARGET
194224GER40BUY2024-09-20 11:082024-09-21 13:5926.9h68.7518461.9118479.8318443.7618483.51179.2-49.296.050.99$1,450.35$262,219TARGET
194220US500BUY2024-09-19 18:532024-09-23 08:0585.2h68.465386.265410.955353.855424.83246.9-52.49-18.070.76$1,077.00$260,769TARGET
194219US500SELL2024-09-13 06:312024-09-15 09:5651.4h67.985207.975188.965222.875190.23190.1-59.76-11.961.28$1,835.80$259,692TARGET
194216GER40SELL2024-09-06 08:192024-09-08 05:2345.1h67.5418592.0418567.4818613.2418566.81245.6-45.885.941.16$1,681.44$257,856TARGET
194213US500BUY2024-09-03 15:162024-09-05 20:5353.6h66.925309.295334.215293.95327.6249.2-58.6211.781.62$2,337.47$256,174TARGET
194212JP225SELL2024-08-29 04:452024-09-02 00:0591.3h66.4938328.2838175.2838463.238167.73153-54.8017.551.13$1,621.64$253,837TARGET
194208XAUUSDSELL2024-08-28 18:412024-09-01 02:0079.3h66.952333.542362.382359.212302.99-288.4-72.75-17.68-1.12-$1,745.42$252,215SLIPPED STOP
194204GER40BUY2024-08-23 06:052024-08-25 10:1952.2h66.3618235.0518276.8218208.9118266.16417.7-59.30-11.681.60$2,261.56$253,961TARGET
194200GER40SELL2024-08-13 07:122024-08-17 04:5593.7h66.1017929.351791717946.2417909.25123.5-79.54-17.450.73$966.37$251,699TARGET
194199USOILBUY2024-08-09 05:272024-08-11 00:2643.0h6.6577.273.2873.681.48-392-49.585.86-1.09-$1,638.54$250,733STOP
194198XAUUSDSELL2024-08-05 09:582024-08-11 20:10154.2h66.342346.652339.612359.892330.8970.4-63.7035.030.53$747.53$252,371TARGET
194197JP225BUY2024-07-26 02:202024-07-30 21:51115.5h66.1537520.4537634.4937313.5537766.66114-79.47-23.290.55$699.43$251,624TARGET
194195USOILBUY2024-07-23 02:222024-07-24 03:4325.4h6.6777.4375.1675.7779.4-227-52.19-5.87-1.37-$2,067.55$250,924SLIPPED STOP
194193JP225SELL2024-07-18 14:302024-07-19 03:5113.3h67.183818638606.5538536.8637768.47-420.6-57.360.00-1.20-$1,828.85$252,992SLIPPED STOP
194192US500SELL2024-07-16 12:232024-07-19 10:0769.7h64.665205.184996.435236.085168.412087.5-56.01-11.386.76$9,543.77$254,821TAIL WIN
194190USOILBUY2024-07-09 15:452024-07-11 18:2250.6h6.4177.5683.1574.0281.78559-54.3311.281.58$2,180.51$245,277TARGET
194188USOILSELL2024-07-05 05:322024-07-11 16:17154.8h6.3678.1775.6380.1775.79254-42.6633.591.27$1,768.51$243,096TARGET
194184USOILBUY2024-06-27 15:472024-07-02 14:31118.7h6.3079.6285.476.2183.68578-64.6922.181.69$2,305.14$241,328TARGET
194182XAUUSDBUY2024-06-21 06:572024-06-26 22:22135.4h62.862321.092331.292299.42346.9102-51.44-27.660.47$571.48$239,023TARGET
194180GER40BUY2024-06-20 03:202024-06-22 07:2952.1h63.3717774.2817748.0417754.7817797.49-262.4-52.0111.15-1.35-$1,917.17$238,451SLIPPED STOP
194178US500SELL2024-06-14 03:162024-06-16 13:0457.8h63.805352.595383.225379.55320.57-306.3-58.9611.23-1.14-$1,645.27$240,368SLIPPED STOP
194176US500BUY2024-06-10 05:392024-06-12 14:1656.6h63.195152.345185.185133.395174.89328.4-71.08-11.121.73$2,327.26$242,014TARGET
194173US500BUY2024-05-16 06:522024-05-18 17:4858.9h62.925136.125148.075120.945154.18119.5-65.8211.070.79$1,035.21$239,686TARGET
194171USOILSELL2024-05-15 02:492024-05-17 15:0860.3h6.0078.1262.9379.9175.991519-42.89-10.568.51$11,168.52$238,651TAIL WIN
194169JP225BUY2024-05-13 14:372024-05-16 02:5660.3h59.8638556.9338619.4838385.4238761.0362.6-55.11-10.540.36$414.62$227,483TARGET
194166GER40BUY2024-04-26 16:482024-04-29 04:5060.0h60.2218157.3818132.4318131.7718187.85-249.5-55.39-10.60-0.97-$1,356.86$227,068STOP
194164JP225BUY2024-04-18 15:512024-04-19 18:5727.1h60.6338141.9837772.4237816.9338528.79-369.6-52.965.34-1.14-$1,564.20$228,425SLIPPED STOP
194163XAUUSDBUY2024-04-15 01:092024-04-16 21:2144.2h60.542302.332314.1122652346.75117.8-71.61-5.330.32$343.23$229,989TARGET
194160XAUUSDBUY2024-04-09 17:062024-04-12 23:4678.7h61.022248.852200.622212.092292.6-482.3-49.7816.11-1.31-$1,794.78$229,646SLIPPED STOP
194156US500BUY2024-03-28 18:072024-04-01 20:4998.7h61.425330.065315.985317.315345.23-140.8-68.5721.62-1.10-$1,538.89$231,441SLIPPED STOP
194155US500SELL2024-03-25 18:242024-03-28 08:0161.6h61.845207.175238.885235.75173.22-317.1-68.57-10.88-1.11-$1,591.83$232,980SLIPPED STOP
194151XAUUSDSELL2024-03-22 10:492024-03-24 06:5344.1h61.342329.042291.642354.782298.4374-69.485.401.45$1,896.25$234,571TARGET
194148USOILSELL2024-03-18 15:262024-03-23 10:45115.3h6.1178.7777.3880.8976.25139-47.2421.510.66$859.00$232,675TARGET
194146GER40SELL2024-03-11 10:312024-03-17 03:38137.1h61.5718482.6718499.2518496.1718466.6-165.8-72.3727.09-1.23-$1,708.83$231,816SLIPPED STOP
194144XAUUSDSELL2024-03-07 06:382024-03-08 22:5440.3h62.362300.682380.372337.782256.53-796.9-66.68-5.49-2.15-$3,018.73$233,525SLIPPED STOP
194140US500SELL2024-03-05 09:402024-03-08 14:0076.3h61.775270.955224.125298.755237.86468.3-46.37-16.311.68$2,226.60$236,544TARGET
194137USOILSELL2024-03-01 20:592024-03-02 21:1524.3h6.1378.6575.2480.9175.96341-57.21-5.391.50$1,964.70$234,317TARGET
194136JP225BUY2024-02-29 09:362024-03-02 19:4458.1h61.7339426.7939079.4339158.639745.94-347.4-50.7010.86-1.30-$1,798.81$232,352SLIPPED STOP
194133US500BUY2024-02-28 07:052024-02-29 04:5321.8h61.325312.25346.885283.025346.93346.8-58.310.001.19$1,545.04$234,151TARGET
194130US500BUY2024-02-27 09:002024-03-04 01:56136.9h61.175420.055435.155388.695457.37151-50.38-26.920.48$570.77$232,606TARGET
194129JP225BUY2024-02-23 21:592024-02-25 12:4138.7h60.6538928.3139157.8938775.8339109.77229.6-45.315.341.51$1,969.06$232,035TARGET
194128US500BUY2024-02-15 16:592024-02-18 23:2178.4h61.035363.65325.895325.975408.38-377.1-68.91-16.11-1.00-$1,430.57$230,066STOP
194127JP225SELL2024-02-09 03:442024-02-10 12:5933.3h60.8637895.5537710.4838252.3137471.01185.1-48.135.360.52$651.81$231,497TARGET
194125GER40BUY2024-02-05 05:092024-02-09 08:4299.5h60.3518417.9218474.4318380.218462.8565.1-62.3021.241.50$1,947.89$230,845TARGET
194122GER40SELL2024-01-26 09:332024-01-29 21:3384.0h60.1518222.2718201.2518257.618180.22210.2-54.3815.880.60$748.91$228,897TARGET
194118JP225BUY2024-01-17 21:142024-01-23 03:07125.9h60.0139339.7839415.0839176.5539534.0275.3-50.86-26.400.46$531.72$228,148TARGET
194117JP225SELL2024-01-16 16:402024-01-19 06:5462.2h59.5838176.3237869.33841437893.48307-65.7610.491.29$1,637.79$227,617TARGET
194115GER40SELL2024-01-12 14:592024-01-17 19:57125.0h59.3217878.2317861.5517899.1517853.34166.8-40.25-26.100.80$974.33$225,979TARGET
194111XAUUSDSELL2024-01-11 07:142024-01-18 10:26171.2h59.762333.382352.612348.662315.2-192.3-57.6736.81-1.26-$1,675.80$225,004SLIPPED STOP
194109GER40SELL2024-01-08 02:462024-01-10 15:1860.5h59.5818274.8718260.0518301.4318243.26148.2-65.4410.490.56$676.56$226,680TARGET
194107USOILSELL2024-01-04 16:272024-01-07 11:4167.2h5.9278.4175.6480.6275.77277-53.4510.411.25$1,583.32$226,004TARGET
194104XAUUSDBUY2024-01-03 03:042024-01-04 19:3940.6h58.802252.142291.962215.992295.16398.2-60.115.171.10$1,370.05$224,420TARGET
194103GER40BUY2024-01-02 20:302024-01-04 10:0437.6h58.6518533.6518548.7218503.6218569.38150.7-60.485.160.50$592.08$223,050TARGET
194099USOILBUY2024-01-01 05:532024-01-01 18:0912.3h5.9176.1172.873.5979.11-331-41.500.00-1.31-$1,747.03$222,458SLIPPED STOP
194098JP225SELL2023-12-28 03:252024-01-01 04:0896.7h58.6437716.5837492.437873.6437529.67224.2-69.4220.641.43$1,792.43$224,205TARGET
194094GER40SELL2023-12-26 20:522023-12-27 14:4517.9h58.9818465.7618493.0718493.9618432.21-273.1-57.040.00-0.97-$1,314.13$222,413STOP
194091XAUUSDSELL2023-12-25 02:002023-12-27 15:2161.4h60.012366.752446.822394.312333.95-800.7-42.59-10.56-2.90-$3,888.15$223,727SLIPPED STOP
194088GER40SELL2023-12-22 13:062023-12-24 20:3455.5h60.4118654.3718686.3718683.9218619.21-320-59.61-10.63-1.08-$1,509.22$227,615STOP
194086XAUUSDBUY2023-12-19 11:582023-12-21 06:4042.7h60.872299.772261.852270.132335.04-379.2-55.29-5.36-1.28-$1,774.05$229,124SLIPPED STOP
194084US500BUY2023-12-07 07:022023-12-13 00:22137.3h61.325383.095337.855345.865427.4-452.4-66.2126.98-1.22-$1,678.47$230,898SLIPPED STOP
194082USOILBUY2023-12-06 15:582023-12-10 08:5589.0h6.1878.2374.975.7381.2-333-68.52-16.32-1.33-$1,900.08$232,577SLIPPED STOP
194081XAUUSDSELL2023-12-01 15:432023-12-04 08:5165.1h62.312325.512374.182361.562282.61-486.7-48.1810.97-1.35-$1,887.77$234,477SLIPPED STOP
194077JP225BUY2023-11-30 01:092023-12-01 07:3030.4h61.8038613.8739148.1638252.2339044.22534.3-48.83-5.441.48$1,954.38$236,365TARGET
194076JP225BUY2023-11-17 01:242023-11-20 11:3282.1h61.5237493.1837614.4737345.0137669.5121.3-61.0016.240.82$1,063.10$234,410TARGET
194074JP225BUY2023-11-16 18:492023-11-21 22:18123.5h60.9439296.9539808.1138995.339655.92511.2-65.60-26.821.69$2,179.57$233,347TARGET
194071JP225BUY2023-11-03 15:162023-11-08 13:17118.0h60.4039280.5639855.6438913.4439717.43575.1-57.6221.261.57$2,045.33$231,168TARGET
194068JP225SELL2023-11-01 06:062023-11-02 14:1432.1h60.8138568.8838842.0138817.938272.55-273.1-60.42-5.35-1.10-$1,533.10$229,122STOP
194066US500BUY2023-10-31 08:432023-11-02 23:4363.0h60.315244.845265.545230.835261.51207-57.71-10.611.48$1,891.80$230,655TARGET
194064XAUUSDSELL2023-10-30 20:132023-10-31 20:1424.0h60.002303.872283.842325.652277.95200.3-56.895.280.92$1,162.38$228,764TARGET
194060US500SELL2023-10-26 12:182023-10-28 13:0348.8h59.625414.55376.245447.445375.3382.6-71.70-10.491.16$1,441.08$227,601TARGET
194057JP225SELL2023-10-19 07:482023-10-20 19:3935.9h60.0137369.8337608.7537592.7937104.5-238.9-41.54-5.28-1.07-$1,461.51$226,160STOP
194054USOILSELL2023-10-16 19:412023-10-18 22:0750.4h5.9679.6875.8183.2475.44387-53.8310.501.09$1,381.39$227,622TARGET
194051US500SELL2023-10-06 10:422023-10-09 19:4581.0h59.125406.815364.565433.275375.33422.5-54.57-15.611.60$2,006.73$226,240TARGET
194048USOILSELL2023-09-29 02:462023-09-30 20:4742.0h5.9576.780.3579.9172.88-365-60.07-5.24-1.14-$1,554.31$224,234SLIPPED STOP
194044GER40SELL2023-09-27 03:012023-09-28 14:5535.9h59.4117784.9617772.0817817.9617745.69128.8-57.20-5.230.39$447.52$225,788TARGET
194043JP225SELL2023-09-25 18:332023-10-01 10:02135.5h59.8338039.9438224.7238192.0837858.89-184.8-39.8726.33-1.21-$1,612.30$225,340SLIPPED STOP
194042USOILBUY2023-09-20 06:492023-09-21 20:2937.7h6.0276.4474.3974.3578.92-205-58.58-5.30-0.98-$1,364.92$226,953STOP
194040GER40SELL2023-09-08 21:092023-09-12 22:1397.1h59.8218696.5818668.8618721.6218666.78277.2-47.5921.061.11$1,430.35$228,318TARGET
194038GER40BUY2023-09-05 17:342023-09-07 11:4142.1h60.2717775.8317733.5717742.6417815.33-422.6-51.635.30-1.27-$1,734.72$226,887SLIPPED STOP
194036JP225BUY2023-08-28 21:372023-08-29 17:0819.5h60.7537674.1837281.1737377.0338027.79-393-58.410.00-1.32-$1,826.17$228,622SLIPPED STOP

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.