Momentum · Time-series momentum
Commodities Basket (6) Momentum 90 · 1D
Time-series momentum on XAU/USD, XAG/USD, WTI Crude Oil, Brent Crude Oil, Natural Gas, Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−20.0%Backtest
Max drawdown−6.1%Volatility 4.0%
Sharpe-5.47Trades 26
Since go-live+0.02% Live
Outside the System since Oct 5, 08:51 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 6: 3 in profit · 3 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,167.20 | −0.29% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ XAGUSD | 61.436 | 61.705 | −0.45% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▲ WTI | 89.98 | 90.21 | +0.25% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▲ BRENT | 101.41 | 101.76 | +0.33% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▼ NATGAS | 3.028 | 3.039 | −0.39% |
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▲ COPPER | 6.5906 | 6.6084 | +0.26% |
Backtest on real market data
Annual return−20.0%
Max drawdown−6.1%
Sharpe-5.47
Trades26
Winning trades15%
Time in market99%
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
- Long when the return over the last 90 bars is positive, short when it is negative.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 3:1 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 | 0.2 | -3.4 | -2.6 | -0.1 | -5.9% |