Performance & Backtest Data

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 – December 2025
Total months tested: 72
Average trades per month: ~7
Trading style: Selective, rules-based
Risk model: Fixed capital, no compounding

Monthly Performance Heatmap (2020–2025)

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.

Legend
Dark Green: Strong positive month
Light Green: Modest positive month
Yellow: Flat / low activity
Red: Controlled loss month

Seasonal Risk Governance

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.