Signal ensemble · Multi-signal ensemble
Gold Signal Ensemble · 1H
Multi-signal ensemble on XAU/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−0.9%Backtest
Max drawdown−9.1%Volatility 10.3%
Sharpe-0.04Trades 1132
Since go-live+0.04% Live
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 3: 2 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 02:01 PM opened Oct 5, 10:44 AM | ▼ XAUUSD | 4,158.60 | 4,143.50 | +0.35% |
| Oct 5, 08:00 AM opened Oct 5, 07:01 AM | ▼ XAUUSD | 4,152.00 | 4,161.30 | −0.23% |
| Oct 5, 07:01 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,152.10 | +0.07% |
Backtest on real market data
Annual return−0.9%
Max drawdown−9.1%
Sharpe-0.04
Trades1132
Winning trades42%
Time in market93%
Backtest on real historical prices from Dec 15, 2025 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 8:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.6 | 2.6% | |||||||||||
| 2026 | 3.6 | -1.4 | 4.1 | -2.9 | -0.8 | 0.4 | -1.4 | -0.2 | -2.8 | -1.7 | -3.3% |