Tiktaalik: 3-Pair FX Portfolio
12 years backtested. 197+ experiments. All headline numbers are out-of-sample (2020+).
CAGR (5x leverage)
16.37%
Max Drawdown (5x)
12.0%
Calmar Ratio
1.36
Monthly Win Rate
73.3%
Sharpe 1.71 · 1 losing full years · Out-of-sample (2020+), full execution simulator (Oanda spreads + financing)
Returns by Leverage
| Leverage | CAGR | Max DD | Worst Year | Calmar | |
|---|---|---|---|---|---|
| Base | 5x | 16.37% | 12.0% | 7.3% | 1.36 |
| Moderate | 10x | 32.36% | 22.1% | 13.8% | 1.47 |
| Aggressive | 15x | 48.28% | 30.8% | 19.4% | 1.57 |
| High | 20x | 64.04% | 38.5% | 24.0% | 1.66 |
All figures post-financing (Oanda overnight rates). See Costs for breakdown or try the Calculator for any leverage.
*Sharpe ratio: annualized from monthly returns (mean/std × √12). Reported for completeness but easily gameable via leverage or period selection, so not featured as a headline metric.