Trend following · Long-term regime filter
COST Regime 100 · 1H
Long-term regime filter on COST CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−44.5%Backtest
Max drawdown−16.5%Volatility 10.3%
Sharpe−5.69Trades 39
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:50 AM — it does not currently pass the quality gate (historical test). It keeps running here in public.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−44.5%
Max drawdown−16.5%
Sharpe−5.69
Trades39
Winning trades8%
Time in market92%
Backtest on real historical prices from Jun 22, 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. (US equity markets)
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 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.2 | -5.4 | -11.0 | -0.2 | 0.7 | -15.2% |