Signal ensemble · Multi-signal ensemble
BTC Signal Ensemble · 4H
Multi-signal ensemble on BTC/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+5.2%Backtest
Max drawdown−11.9%Volatility 14.1%
Sharpe0.40Trades 597
Since go-live—awaiting first trade
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+5.2%
Max drawdown−11.9%
Sharpe0.40
Trades597
Winning trades43%
Time in market94%
Backtest on real historical prices from Oct 15, 2024 to Oct 4, 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
- Four independent models vote: SMA 20/100 crossover, 60-bar momentum, Donchian 40/20 breakout and MACD.
- Exposure equals the average vote (−100 % to +100 % in 25 % steps), so conviction scales the position.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 2:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.4 | 6.4 | -2.2 | 6.5% | |||||||||
| 2025 | -5.1 | 2.7 | -2.4 | 0.3 | 2.4 | -3.0 | 1.0 | -1.4 | -0.7 | -1.1 | 4.4 | -6.0 | -9.1% |
| 2026 | 7.0 | 0.8 | -0.5 | -1.3 | 3.1 | 8.8 | -2.6 | 2.0 | -2.8 | -0.2 | 14.2% |