Public monthly data tool
Two-strategy comparison
Trend Following vs Event Repricing: monthly returns, complementary months and month-end drawdowns on fixed capital.
Trend Following vs Event Repricing
Shared available sample: 24 months, 2024-11–2026-10. Missing observations are excluded, never filled with zero.
- Monthly correlation
- −0.13
- Both positive
- 13
- Opposite return signs
- 9
- Zero-return months A / B
- 0 / 1
Requires 12 paired months and non-zero variance
Shared months
One positive, one negative
Zero return does not establish an empty position
Maximum month-end drawdown: Trend Following −8.08%; Event Repricing −0.57%. Both below a prior peak: 1 months. Only Trend Following below peak: 14; only Event Repricing: 0.
Complementary monthly returns do not establish a trading hedge or future diversification. Drawdowns use the arithmetic cumulative returns of the shared sample; gaps omit unknown returns. Month-end data hide intra-month losses. Backtest and mixed months are included and labelled; a short sample is uncertain. Metric definitions.
| Month | Trend Following (%) | Source A | Event Repricing (%) | Source B | A − B (pp) | Drawdown A (%) | Drawdown B (%) |
|---|---|---|---|---|---|---|---|
| 2024-11 | +25.42% | backtest | +6.73% | backtest | 18.69 | 0.00% | 0.00% |
| 2024-12 | −0.66% | backtest | +24.40% | backtest | -25.06 | −0.66% | 0.00% |
| 2025-01 | −6.02% | backtest | +38.59% | backtest | -44.61 | −6.68% | 0.00% |
| 2025-02 | +8.05% | backtest | +6.89% | backtest | 1.16 | 0.00% | 0.00% |
| 2025-03 | −3.93% | backtest | +41.54% | backtest | -45.47 | −3.93% | 0.00% |
| 2025-04 | +0.10% | backtest | +7.87% | backtest | -7.76 | −3.83% | 0.00% |
| 2025-05 | +8.86% | backtest | +21.74% | backtest | -12.88 | 0.00% | 0.00% |
| 2025-06 | −4.93% | backtest | +15.36% | backtest | -20.29 | −4.93% | 0.00% |
| 2025-07 | +19.14% | backtest | +7.89% | backtest | 11.25 | 0.00% | 0.00% |
| 2025-08 | −6.83% | backtest | 0.00% | backtest | -6.83 | −6.83% | 0.00% |
| 2025-09 | +1.25% | backtest | +12.69% | backtest | -11.44 | −5.59% | 0.00% |
| 2025-10 | −2.49% | backtest | +73.06% | backtest | -75.55 | −8.08% | 0.00% |
| 2025-11 | +6.73% | backtest | +44.50% | backtest | -37.77 | −1.35% | 0.00% |
| 2025-12 | −1.39% | backtest | +2.24% | backtest | -3.63 | −2.74% | 0.00% |
| 2026-01 | +7.40% | backtest | +33.79% | backtest | -26.39 | 0.00% | 0.00% |
| 2026-02 | +7.42% | backtest | +1.10% | backtest | 6.32 | 0.00% | 0.00% |
| 2026-03 | −2.60% | backtest | −0.57% | backtest | -2.04 | −2.60% | −0.57% |
| 2026-04 | −3.81% | backtest | +21.78% | backtest | -25.59 | −6.41% | 0.00% |
| 2026-05 | +0.80% | backtest | +14.10% | backtest | -13.30 | −5.61% | 0.00% |
| 2026-06 | +8.15% | backtest | +13.02% | backtest | -4.87 | 0.00% | 0.00% |
| 2026-07 | −4.24% | backtest | +10.65% | backtest | -14.89 | −4.24% | 0.00% |
| 2026-08 | +22.18% | backtest | +23.10% | backtest | -0.92 | 0.00% | 0.00% |
| 2026-09 | +0.75% | backtest | +24.38% | mixed | -23.64 | 0.00% | 0.00% |
| 2026-10 | −3.00% | backtest | +8.07% | live | -11.07 | −3.00% | 0.00% |
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