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Sample strategy — fictitious dataBacktested performance · gross of fees
Northstar Quant
Systematic multi-asset · by Sample Provider C
Statistical factor model across FX, indices and energy.
- Since start
- +49.9%
- Annualised
- +10.7%
- Max drawdown
- −6.7%
- Volatility (ann.)
- 7.9%
- Risk level
- Low
- Track record
- 48 months
Performance
Source: generated sample series (not real trading) · Basis: backtested · Returns shown gross of fees.
+13.7%
12-month return · max drawdown −3.9%
Drawdown from peak
Oct 25Sept 26
Monthly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | — | — | — | — | — | — | — | — | — | 0.4 | -1.5 | 1.8 | 0.6% |
| 2023 | -2.9 | 2.8 | -1.3 | 2.6 | 2.4 | 1.5 | -0.2 | 1.5 | -1.6 | -0.1 | -0.9 | 2.4 | 6.1% |
| 2024 | -0.7 | 2.2 | 5.7 | 1.2 | 3.6 | -0.2 | -1.9 | -0.0 | -0.5 | -0.4 | 1.5 | 2.2 | 13.2% |
| 2025 | -3.4 | -3.3 | 3.4 | 2.1 | -0.4 | 0.8 | 4.2 | 1.6 | 4.1 | -0.3 | -0.7 | 4.0 | 12.3% |
| 2026 | -0.0 | 1.2 | 4.6 | 6.1 | 2.4 | -1.7 | 0.2 | 0.2 | -2.6 | — | — | — | 10.5% |
Winning months: 27 · Losing months: 21 · Best: +6.1% · Worst: −3.4% · Period Oct 22 – Sept 26
Methodology
Ensemble of momentum and carry signals rebalanced daily; portfolio volatility targeted at 12% annualised.
Instruments traded
- EUR/USD
- USD/JPY
- Nasdaq 100
- Oil (WTI)
About the provider
Fictitious sample provider used for interface testing.