Momentum · Time-series momentum
NVDA · AMD · AVGO Momentum 60 · 1D
Time-series momentum on NVDA, AMD, AVGO CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.4%Backtest
Max drawdown−2.6%Volatility 6.0%
Sharpe0.40Trades 11
Since go-live+0.11% 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
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+0.4%
Max drawdown−2.6%
Sharpe0.40
Trades11
Winning trades36%
Time in market93%
Backtest on real historical prices from Aug 3, 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 the return over the last 60 bars is positive, short when it is negative.
- Long-only: short signals mean the position is flat.
- 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 | -2.0 | 1.8 | 0.6 | 0.4% |