Signal ensemble · Multi-signal ensemble
US500 Signal Ensemble · 1D
Multi-signal ensemble on US500 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−9.2%Backtest
Max drawdown−3.6%Volatility 3.7%
Sharpe-2.58Trades 25
Since go-live+0.09% Live
Outside the System since Oct 5, 08:54 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, 08:54 AM opened Oct 5, 06:29 AM | ▲ US500 | 7,715.6 | 7,714.9 | −0.02% |
Backtest on real market data
Annual return−9.2%
Max drawdown−3.6%
Sharpe-2.58
Trades25
Winning trades48%
Time in market94%
Backtest on real historical prices from Jun 10, 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 10/50 crossover, 30-bar momentum, Donchian 20/10 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 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 | -0.4 | -0.6 | -0.6 | -1.5 | 0.1 | -3.0% |