Seasonal · Turn-of-the-month seasonality
Gold Turn-of-Month · 1H
Turn-of-the-month seasonality on XAU/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+0.8%Backtest
Max drawdown−2.7%Volatility 5.3%
Sharpe0.18Trades 9
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:55 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+0.8%
Max drawdown−2.7%
Sharpe0.18
Trades9
Winning trades56%
Time in market18%
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
- Long from 2 calendar day(s) before month end until day 3 of the new month; flat otherwise.
- Long-only: short signals mean the position is flat.
- Position size targets 12% annualised volatility (risk level 3/5), capped at 5:1 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 | -0.4 | -0.4% | |||||||||||
| 2026 | -0.9 | 1.3 | 0.5 | -0.0 | -0.2 | -1.8 | 1.6 | -0.1 | 0.9 | -0.2 | 1.0% |