Signal ensemble · Multi-signal ensemble
JP225 Signal Ensemble · 1H
Multi-signal ensemble on JP225 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−21.3%Backtest
Max drawdown−12.9%Volatility 7.9%
Sharpe-3.09Trades 703
Since go-live−0.07% Live
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 0 in profit · 2 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:50 AM opened Oct 5, 08:00 AM | ▲ JP225 | 69,954 | 69,727 | −0.34% |
| Oct 5, 08:00 AM opened Oct 5, 06:29 AM | ▲ JP225 | 69,950 | 69,921 | −0.05% |
Backtest on real market data
Annual return−21.3%
Max drawdown−12.9%
Sharpe-3.09
Trades703
Winning trades45%
Time in market93%
Backtest on real historical prices from Apr 13, 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. (Hyperliquid)
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 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.8 | 0.4 | -1.2 | -2.3 | -3.4 | -4.0 | 1.1 | -10.7% |