Trend following · Long-term regime filter
US500 Regime 50 · 1H
Long-term regime filter on US500 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−9.7%Backtest
Max drawdown−10.6%Volatility 9.1%
Sharpe-1.10Trades 119
Since go-live+0.59% 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: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ US500 | 7,715.6 | 7,717.6 | +0.01% |
Backtest on real market data
Annual return−9.7%
Max drawdown−10.6%
Sharpe-1.10
Trades119
Winning trades20%
Time in market58%
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
- Hold long while price is above its 50-bar moving average; short (or flat for long-only) while below.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- 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 | 0.9 | 2.5 | 1.3 | -1.6 | -4.6 | -1.4 | -2.0 | -0.2 | -5.2% |