Trend following · Long-term regime filter
SPY Regime 100 · 1H
Long-term regime filter on SPY CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−0.3%Backtest
Max drawdown−4.5%Volatility 5.4%
Sharpe-0.03Trades 21
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−0.3%
Max drawdown−4.5%
Sharpe-0.03
Trades21
Winning trades19%
Time in market60%
Backtest on real historical prices from Apr 16, 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
- Hold long while price is above its 100-bar moving average; short (or flat for long-only) while below.
- Long-only: short signals mean the position is flat.
- Position size targets 8% annualised volatility (risk level 2/5), capped at 3:1 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 | 0.7 | 3.4 | -1.5 | -0.8 | 0.5 | -2.4 | 0.1 | -0.2% |