Volatility · Volatility-band breakout
META Volatility Breakout 20·2σ · 1H
Volatility-band breakout on META CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−9.6%Backtest
Max drawdown−15.4%Volatility 11.6%
Sharpe-0.83Trades 33
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:51 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−9.6%
Max drawdown−15.4%
Sharpe-0.83
Trades33
Winning trades30%
Time in market66%
Backtest on real historical prices from Apr 8, 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. (Binance)
Methodology
- Long when price closes above the upper volatility band (20-bar mean + 2σ), 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 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 | 1.5 | -2.2 | -6.3 | -3.5 | 1.2 | 4.8 | 0.0 | -4.8% |