Signal ensemble · Multi-signal ensemble

Commodities Basket (6) Signal Ensemble · 1D

Multi-signal ensemble 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−10.7%Backtest

Max drawdown−3.2%Volatility 3.1%

Sharpe-3.62Trades 92

Since go-live−0.05% Live

Use in my package All strategies

Outside the System since Oct 5, 08:54 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, 08:54 AM opened Oct 5, 06:29 AM	▼ XAUUSD	4,155.50	4,165.40	−0.25%
Oct 5, 08:54 AM opened Oct 5, 06:29 AM	▼ XAGUSD	61.436	61.669	−0.39%
Oct 5, 08:54 AM opened Oct 5, 06:29 AM	▲ WTI	89.98	90.32	+0.36%
Oct 5, 08:54 AM opened Oct 5, 06:29 AM	▲ BRENT	101.41	102.04	+0.61%
Oct 5, 08:54 AM opened Oct 5, 06:29 AM	▲ NATGAS	3.028	3.037	+0.27%
Oct 5, 08:54 AM opened Oct 5, 06:29 AM	▼ COPPER	6.5897	6.6020	−0.20%

Backtest on real market data

Annual return−10.7%

Max drawdown−3.2%

Sharpe-3.62

Trades92

Winning trades39%

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

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						-0.4	-1.6	-0.7	-0.5	0.1			-3.0%