Volatility · Volatility-band breakout
Gold Volatility Breakout 20·1.5σ · 15m
Volatility-band breakout on XAU/USD CFDs, evaluated on completed 15m bars and executed at live bid/ask.
Annual return−16.3%Backtest
Max drawdown−16.3%Volatility 15.7%
Sharpe-4.54Trades 318
Since go-live+0.23% 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
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−16.3%
Max drawdown−16.3%
Sharpe-4.54
Trades318
Winning trades32%
Time in market69%
Backtest on real historical prices from Jul 7, 2026 to Oct 4, 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 price closes above the upper volatility band (20-bar mean + 1.5σ), short below the lower band.
- Exit when price falls back to the moving average.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 10:1 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 | -5.7 | -4.5 | -4.9 | -2.3 | -16.3% |