Equity Curve
Cumulative net return from full execution simulator (Oanda bid/ask, financing). Sep 2015 to Mar 2026. IS/OOS periods labelled below.
Year-by-Year
| Year | Net Return | Period |
|---|---|---|
| 2016 | +2620 | IS |
| 2017 | +1117 | IS |
| 2018 | +1929 | IS |
| 2019 | +1079 | IS |
| 2020 | +2956 | OOS |
| 2021 | +1651 | OOS |
| 2022 | +3634 | OOS |
| 2023 | +4376 | OOS |
| 2024 | +2500 | OOS |
| 2025 | +8824 | OOS |
| 2026 | -2175 | OOS |
IS = in-sample (used during development). OOS = out-of-sample (unseen during design).
Monthly Heatmap
Monthly return (%) at 5x leverage. Green = positive, red = negative.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | +0.0 | -0.1 | -0.5 | +3.4 | +3.1 | +0.9 | +6.2 | +0.3 | +4.9 | +5.5 | ||
| 2017 | +5.6 | +0.2 | -0.3 | +0.9 | -0.5 | +0.1 | -2.4 | -2.0 | +1.2 | +1.5 | -0.1 | +4.6 |
| 2018 | +1.6 | +2.4 | -2.2 | -2.7 | +4.3 | +0.3 | +0.7 | +1.5 | +1.6 | -0.5 | +0.3 | +6.3 |
| 2019 | +2.1 | +0.2 | +2.1 | -1.7 | +0.3 | -0.5 | +0.1 | +1.9 | +1.5 | -0.1 | +0.3 | +0.6 |
| 2020 | +3.3 | +0.9 | +7.8 | -2.8 | -2.4 | -0.4 | +2.6 | +3.7 | +3.4 | +0.2 | +1.4 | -0.7 |
| 2021 | +1.6 | -1.0 | +0.0 | +1.6 | +0.3 | -1.9 | +4.0 | -0.4 | +0.5 | +1.1 | -1.1 | +3.6 |
| 2022 | +0.1 | +0.3 | +7.4 | -11.6 | +3.9 | +5.5 | +3.1 | -2.3 | +0.6 | -1.9 | +10.9 | +1.6 |
| 2023 | +3.8 | -2.4 | +5.6 | +2.8 | +0.6 | -1.3 | +0.7 | +0.3 | -1.4 | +2.0 | -0.5 | +6.5 |
| 2024 | +1.1 | -3.3 | -3.4 | +4.1 | +0.0 | +0.9 | +5.2 | +1.7 | -2.7 | +0.7 | +4.0 | +0.2 |
| 2025 | +2.1 | +4.5 | +1.4 | +7.1 | +3.2 | +1.6 | -2.1 | +5.8 | -0.3 | +1.9 | -0.7 | +0.6 |
| 2026 | -0.5 | -2.2 | -2.8 |
Holding Period Analysis
How long do you need to hold? Each cell shows the expected return with the best and worst observed window alongside.
| Period | P(Positive) | 5x | 10x | 15x | 20x | Dynamic |
|---|---|---|---|---|---|---|
| 1 month | 64.9% |
+2.4%
+39%
-24%
|
+4.7%
+78%
-48%
|
+7.1%
+117%
-72%
|
+9.5%
+156%
-96%
|
+7.2%
+146%
-58%
|
| 3 months | 77.2% |
+7.4%
+55%
-26%
|
+14.9%
+110%
-52%
|
+22.3%
+165%
-78%
|
+29.8%
+220%
-105%
|
+21.2%
+200%
-58%
|
| 6 months | 89.4% |
+15.4%
+76%
-24%
|
+30.7%
+151%
-48%
|
+46.1%
+227%
-72%
|
+61.4%
+302%
-96%
|
+46.8%
+420%
-52%
|
| 1 year | 99.4% |
+32.1%
+96%
-4%
|
+64.2%
+193%
-8%
|
+96.3%
+289%
-11%
|
+128.4%
+385%
-15%
|
+119.5%
+700%
-48%
|
| 2 years | 100.0% |
+60.4%
+132%
+5%
|
+120.9%
+264%
+10%
|
+181.3%
+396%
+16%
|
+241.7%
+528%
+21%
|
+283.6%
+1245%
-27%
|
Rolling windows from OOS daily returns. Each column: full execution simulation at that leverage. Dynamic column: actual compounded returns at production sizing (aggression 55x, broker leverage cap 29x).