Signal ensemble · Multi-signal ensemble

Commodities Basket (4) Signal Ensemble · 4H

Multi-signal ensemble on XAU/USD, XAG/USD, WTI Crude Oil, Copper CFDs, evaluated on completed 4H bars and executed at live bid/ask.

Annual return−5.9%Backtest

Max drawdown−3.4%Volatility 5.7%

Sharpe-1.01Trades 685

Since go-live−0.11% Live

Use in my package All strategies

Outside the System since Oct 5, 08:53 AM (live result below zero). It keeps running here and rejoins automatically once positive.

Live equity

Live trade history · last 5: 1 in profit · 4 at a loss

Closed	Market	Entry	Exit	Result
Oct 5, 08:53 AM opened Oct 5, 06:29 AM	▼ WTI	89.98	90.21	−0.27%
Oct 5, 08:53 AM opened Oct 5, 06:29 AM	▼ COPPER	6.5897	6.6050	−0.24%
Oct 5, 08:53 AM opened Oct 5, 08:00 AM	▲ XAUUSD	4,161.30	4,166.30	+0.11%
Oct 5, 08:00 AM opened Oct 5, 06:29 AM	▼ XAUUSD	4,155.50	4,161.30	−0.15%
Oct 5, 08:00 AM opened Oct 5, 06:29 AM	▼ XAGUSD	61.436	61.623	−0.31%

Backtest on real market data

Annual return−5.9%

Max drawdown−3.4%

Sharpe-1.01

Trades685

Winning trades46%

Time in market100%

Backtest on real historical prices from Apr 15, 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

Four independent models vote: SMA 10/50 crossover, 30-bar momentum, Donchian 20/10 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 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				-0.7	-0.5	0.9	-0.7	-0.8	-0.7	-0.3			-2.8%