Signal ensemble · Multi-signal ensemble
US500 · JP225 Signal Ensemble · 1H
Multi-signal ensemble on US500, JP225 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−17.1%Backtest
Max drawdown−10.3%Volatility 7.3%
Sharpe-2.66Trades 804
Since go-live+0.25% Live
Outside the System since Oct 5, 08:52 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 1 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▲ JP225 | 69,950 | 69,777 | −0.26% |
| Oct 5, 08:52 AM opened Oct 5, 08:00 AM | ▲ US500 | 7,715.5 | 7,718.1 | +0.02% |
Backtest on real market data
Annual return−17.1%
Max drawdown−10.3%
Sharpe-2.66
Trades804
Winning trades44%
Time in market99%
Backtest on real historical prices from Apr 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. (Hyperliquid)
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 8:1 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 | -1.2 | -0.1 | -0.5 | -4.5 | 0.0 | -2.4 | 0.1 | -8.5% |