Volatility · Volatility-band breakout
US500 · JP225 Volatility Breakout 20·1.5σ · 1D
Volatility-band breakout on US500, JP225 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−15.2%Backtest
Max drawdown−7.1%Volatility 7.5%
Sharpe-2.17Trades 8
Since go-live+0.34% Live
Outside the System since Oct 5, 08:53 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 0 in profit · 2 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ US500 | 7,715.6 | 7,715.7 | −0.01% |
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ JP225 | 69,950 | 69,707 | −0.36% |
Backtest on real market data
Annual return−15.2%
Max drawdown−7.1%
Sharpe-2.17
Trades8
Winning trades25%
Time in market73%
Backtest on real historical prices from Jul 2, 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 when price closes above the upper volatility band (20-bar mean + 1.5σ), short below the lower band.
- Exit when price falls back to the moving average.
- 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 | 0.4 | -2.4 | -3.2 | 1.1 | -4.1% |