Signal ensemble · Multi-signal ensemble
MSFT Signal Ensemble · 1H
Multi-signal ensemble on MSFT CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−1.4%Backtest
Max drawdown−6.3%Volatility 10.2%
Sharpe-0.01Trades 159
Since go-live+0.02% 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
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−1.4%
Max drawdown−6.3%
Sharpe-0.01
Trades159
Winning trades42%
Time in market91%
Backtest on real historical prices from Apr 30, 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
- 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 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 | -0.3 | -2.0 | 2.5 | 1.3 | 3.1 | -5.1 | 0.1 | -0.6% |