{"id":329,"date":"2026-01-06T12:08:38","date_gmt":"2026-01-06T12:08:38","guid":{"rendered":"https:\/\/citymarkets.com\/?page_id=329"},"modified":"2026-01-06T12:15:00","modified_gmt":"2026-01-06T12:15:00","slug":"performance-backtest-data","status":"publish","type":"page","link":"https:\/\/citymarkets.com\/en\/performance-backtest-data\/","title":{"rendered":"Performance &#038; Backtest Data"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"329\" class=\"elementor elementor-329\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-113650a elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"113650a\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-4e4ea7e\" data-id=\"4e4ea7e\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2cabfd8 elementor-widget elementor-widget-heading\" data-id=\"2cabfd8\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.7.4 - 31-08-2022 *\/\n.elementor-heading-title{padding:0;margin:0;line-height:1}.elementor-widget-heading .elementor-heading-title[class*=elementor-size-]>a{color:inherit;font-size:inherit;line-height:inherit}.elementor-widget-heading .elementor-heading-title.elementor-size-small{font-size:15px}.elementor-widget-heading .elementor-heading-title.elementor-size-medium{font-size:19px}.elementor-widget-heading .elementor-heading-title.elementor-size-large{font-size:29px}.elementor-widget-heading .elementor-heading-title.elementor-size-xl{font-size:39px}.elementor-widget-heading .elementor-heading-title.elementor-size-xxl{font-size:59px}<\/style><h2 class=\"elementor-heading-title elementor-size-default\">Performance &#038; Backtest Data<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-6a826c5 elementor-widget elementor-widget-text-editor\" data-id=\"6a826c5\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.7.4 - 31-08-2022 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#818a91;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#818a91;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p>The CityMarkets strategy has been tested across multiple market regimes, including high volatility, low liquidity, and major macroeconomic events. All results shown are based on historical backtesting from January 2020 to December 2025.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-41a9a05 elementor-widget elementor-widget-text-editor\" data-id=\"41a9a05\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>Backtest Summary<\/p><ul><li>Test period: January 2020 \u2013 December 2025<\/li><li>Total months tested: 72<\/li><li>Average trades per month: ~7<\/li><li>Trading style: Selective, rules-based<\/li><li>Risk model: Fixed capital, no compounding<\/li><\/ul>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-fda8261 elementor-widget elementor-widget-heading\" data-id=\"fda8261\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Monthly Performance Heatmap (2020\u20132025)<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-54769ff elementor-widget elementor-widget-text-editor\" data-id=\"54769ff\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>The heatmap below illustrates monthly performance consistency across all years. December is displayed as neutral due to defensive capital-preservation parameters applied consistently across every year.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-d3283b5 elementor-widget elementor-widget-image\" data-id=\"d3283b5\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.7.4 - 31-08-2022 *\/\n.elementor-widget-image{text-align:center}.elementor-widget-image a{display:inline-block}.elementor-widget-image a img[src$=\".svg\"]{width:48px}.elementor-widget-image img{vertical-align:middle;display:inline-block}<\/style>\t\t\t\t\t\t\t\t\t\t\t\t<img width=\"1024\" height=\"512\" src=\"https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-1024x512.png\" class=\"attachment-large size-large\" alt=\"\" loading=\"lazy\" srcset=\"https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-1024x512.png 1024w, https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-300x150.png 300w, https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-768x384.png 768w, https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-18x9.png 18w, https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd-600x300.png 600w, https:\/\/citymarkets.com\/wp-content\/uploads\/2026\/01\/asd.png 1200w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2630cc5 elementor-widget elementor-widget-text-editor\" data-id=\"2630cc5\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><strong>Legend<\/strong><br \/>Dark Green: Strong positive month<br \/>Light Green: Modest positive month<br \/>Yellow: Flat \/ low activity<br \/>Red: Controlled loss month<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-667ec16 elementor-widget elementor-widget-heading\" data-id=\"667ec16\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Seasonal Risk Governance<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-25fbd05 elementor-widget elementor-widget-text-editor\" data-id=\"25fbd05\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>CityMarkets applies explicit seasonal risk controls. August and December are treated defensively due to historically reduced liquidity and elevated noise. December trading is further restricted to preserve capital and reduce tail risk.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>The CityMarkets strategy has been tested across multiple market regimes, including high volatility, low liquidity, and major macroeconomic events. All results shown are based on historical backtesting from January 2020 to December 2025. Backtest Summary Test period: January 2020 \u2013 December 2025 Total months tested: 72 Average trades per month: ~7 Trading style: Selective, rules-based [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"elementor_theme","meta":{"inline_featured_image":false},"_links":{"self":[{"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/pages\/329"}],"collection":[{"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/comments?post=329"}],"version-history":[{"count":13,"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/pages\/329\/revisions"}],"predecessor-version":[{"id":344,"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/pages\/329\/revisions\/344"}],"wp:attachment":[{"href":"https:\/\/citymarkets.com\/en\/api\/wp\/v2\/media?parent=329"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}