Trend following · Long-term regime filter
WTI Oil · Brent · Nat Gas Regime 150 · 1D
Long-term regime filter on WTI Crude Oil, Brent Crude Oil, Natural Gas CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.0%Backtest
Max drawdown+0.0%Volatility 0.0%
Sharpe0.00Trades 0
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+0.0%
Max drawdown+0.0%
Sharpe0.00
Trades0
Winning trades0%
Time in market0%
Backtest on real historical prices from Jun 24, 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. (Binance)
Methodology
- Hold long while price is above its 150-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 4:1 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0% |