Seasonal · Turn-of-the-month seasonality
US100 Turn-of-Month · 1D
Turn-of-the-month seasonality on US100 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.2%Backtest
Max drawdown−1.1%Volatility 1.3%
Sharpe0.13Trades 6
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:50 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+0.2%
Max drawdown−1.1%
Sharpe0.13
Trades6
Winning trades67%
Time in market6%
Backtest on real historical prices from Jan 5, 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. (Hyperliquid)
Methodology
- Long from 1 calendar day(s) before month end until day 1 of the new month; flat otherwise.
- 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 | 0.0 | 0.0 | 0.0 | 0.3 | 0.2 | 0.3 | -1.0 | 0.4 | -0.4 | 0.3 | 0.1% |