Signal ensemble · Multi-signal ensemble
US500 · US100 Signal Ensemble · 4H
Multi-signal ensemble on US500, US100 CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−6.8%Backtest
Max drawdown−10.5%Volatility 7.8%
Sharpe-0.84Trades 193
Since go-live+0.47% 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 | ▲ US100 | 30,790.0 | 30,776.0 | −0.06% |
Backtest on real market data
Annual return−6.8%
Max drawdown−10.5%
Sharpe-0.84
Trades193
Winning trades38%
Time in market96%
Backtest on real historical prices from Apr 1, 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 30/150 crossover, 90-bar momentum, Donchian 60/30 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 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 | 2.2 | 5.2 | -4.2 | -2.3 | -1.6 | -2.6 | 0.2 | -3.4% |