Frontier on FX Backtest Diaryhttps://etherpoc.com/en/tags/frontier/Recent content in Frontier on FX Backtest DiaryHugoenFri, 24 Jul 2026 00:00:00 +0000Chasing 3% a month means a 70% drawdown, and every smart allocation lost to fixed weightshttps://etherpoc.com/en/posts/blend-frontier/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/blend-frontier/<p>I once asked my own data a simple question: what would a 3% monthly return actually cost? The answer came back as a 70% drawdown, which is another way of saying &ldquo;your account, eventually&rdquo;. And a second finding from the same line of work: five clever schemes for shifting money between strategies all lost to plain fixed weights.</p>