Signal ensemble · Multi-signal ensemble
US Stocks Basket (5) Signal Ensemble · 1D
Multi-signal ensemble on AAPL, MSFT, NVDA, AMZN, META CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.1%Backtest
Max drawdown−1.9%Volatility 3.0%
Sharpe-1.77Trades 47
Since go-live+0.06% 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−1.1%
Max drawdown−1.9%
Sharpe-1.77
Trades47
Winning trades47%
Time in market98%
Backtest on real historical prices from Jul 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
- Four independent models vote: SMA 20/100 crossover, 60-bar momentum, Donchian 40/20 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 | -0.7 | -1.1 | 0.5 | 0.1 | -1.1% |