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Sample strategy — fictitious dataActual trading performance · net of fees
Harbor Carry
FX carry · by Sample Provider F
Low-turnover carry positions in liquid currency pairs.
- Since start
- +22.1%
- Annualised
- +5.5%
- Max drawdown
- −5.7%
- Volatility (ann.)
- 5.3%
- Risk level
- Low
- Track record
- 45 months
Performance
Source: generated sample series (not real trading) · Basis: actual trading · Returns shown net of fees.
+2.7%
12-month return · max drawdown −1.9%
Drawdown from peak
Oct 25Sept 26
Monthly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.6 | 2.5 | 1.1 | -1.7 | -0.2 | 1.0 | 2.8 | 4.4 | -1.7 | 1.5 | 3.7 | -0.1 | 13.1% |
| 2024 | 2.3 | 2.9 | -0.4 | 0.5 | -0.4 | 1.3 | -1.4 | -1.0 | 0.0 | -0.1 | 1.0 | -1.3 | 3.5% |
| 2025 | -1.0 | 1.0 | 0.4 | -3.4 | 1.2 | 2.3 | -0.1 | 1.2 | 0.1 | 0.8 | -1.5 | 0.6 | 1.5% |
| 2026 | 1.6 | 0.3 | -0.4 | -0.8 | -0.7 | 1.1 | 0.4 | 1.0 | 0.2 | — | — | — | 2.8% |
Winning months: 27 · Losing months: 18 · Best: +4.4% · Worst: −3.4% · Period Jan 23 – Sept 26
Methodology
Long high-yield / short low-yield currency baskets with drawdown-based de-risking.
Instruments traded
- USD/JPY
- GBP/USD
About the provider
Fictitious sample provider used for interface testing.