Volatility · Volatility-band breakout
US500 Volatility Breakout 20·2σ · 1H
Volatility-band breakout on US500 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−17.0%Backtest
Max drawdown−11.1%Volatility 10.1%
Sharpe-1.59Trades 127
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:55 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−17.0%
Max drawdown−11.1%
Sharpe-1.59
Trades127
Winning trades31%
Time in market60%
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 when price closes above the upper volatility band (20-bar mean + 2σ), 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 10:1 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 | 0.5 | -1.3 | 0.2 | -2.5 | -6.3 | 3.0 | -2.4 | -0.8 | -9.4% |