Trend following · Moving-average crossover
US500 MA Cross 20/100 · 1H
Moving-average crossover on US500 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−5.8%Backtest
Max drawdown−7.3%Volatility 8.5%
Sharpe-0.66Trades 35
Since go-live+0.39% 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 1: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ US500 | 7,715.6 | 7,715.5 | −0.01% |
Backtest on real market data
Annual return−5.8%
Max drawdown−7.3%
Sharpe-0.66
Trades35
Winning trades34%
Time in market99%
Backtest on real historical prices from Mar 23, 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 while the 20-bar simple moving average is above the 100-bar average; short while it is below.
- Trades both directions (long and short).
- Position size targets 8% annualised volatility (risk level 2/5), 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 | -0.9 | 2.4 | 0.6 | 1.9 | -6.1 | 0.7 | -0.6 | -0.9 | -3.1% |