Momentum · Time-series momentum
US Stocks Basket (7) Momentum 60 · 1D
Time-series momentum on AAPL, MSFT, NVDA, AMZN, META, GOOGL, TSLA CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.9%Backtest
Max drawdown−4.0%Volatility 4.7%
Sharpe-1.88Trades 34
Since go-live−0.02% Live
Outside the System since Oct 5, 08:55 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−1.9%
Max drawdown−4.0%
Sharpe-1.88
Trades34
Winning trades29%
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
- Long when the return over the last 60 bars is positive, short when it is negative.
- 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 | -0.4 | -2.1 | 0.6 | 0.1 | -1.9% |