Trend following · Long-term regime filter
Brent Regime 100 · 1D
Long-term regime filter on Brent Crude Oil CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.8%Backtest
Max drawdown−3.2%Volatility 7.1%
Sharpe-0.22Trades 3
Since go-live−0.26% Live
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:50 AM opened Oct 5, 06:29 AM | ▲ BRENT | 101.41 | 101.88 | +0.45% |
Backtest on real market data
Annual return−1.8%
Max drawdown−3.2%
Sharpe-0.22
Trades3
Winning trades0%
Time in market45%
Backtest on real historical prices from Jun 24, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Hold long while price is above its 100-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 4:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.0 | 0.0 | -3.2 | 1.6 | 1.2 | -0.5% |