Momentum · MACD trend
US100 MACD 12/26/9 · 1H
MACD trend on US100 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−10.3%Backtest
Max drawdown−10.3%Volatility 13.7%
Sharpe−0.63Trades 261
Since go-live−0.56% Live
Outside the System since Oct 5, 08:52 AM — it does not currently pass the quality gate (historical test). It keeps running here in public.
Live equity
Live trade history · last 2: 0 in profit · 2 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 04:33 PM opened Oct 5, 10:44 AM | ▼ US100 | 30,724.0 | 30,973.0 | −0.82% |
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▼ US100 | 30,789.0 | 30,787.0 | −0.00% |
Backtest on real market data
Annual return−10.3%
Max drawdown−10.3%
Sharpe−0.63
Trades261
Winning trades34%
Time in market100%
Backtest on real historical prices from Mar 13, 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. (consolidated market data)
Methodology
- MACD(12, 26) above its 9-bar signal line → long; below → short.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 5:1 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 | -2.7 | -0.1 | -1.3 | -1.0 | -0.2 | -1.6 | 0.3 | -5.9% |