Trend following · Long-term regime filter
WTI Oil · Gold · Copper Regime 150 · 1D
Long-term regime filter on WTI Crude Oil, XAU/USD, Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−4.6%Backtest
Max drawdown−2.2%Volatility 2.5%
Sharpe-1.88Trades 2
Since go-live+0.11% Live
Outside the System since Oct 5, 08:55 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 1 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:55 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,164.60 | −0.23% |
| Oct 5, 08:55 AM opened Oct 5, 06:29 AM | ▲ COPPER | 6.5906 | 6.6016 | +0.16% |
Backtest on real market data
Annual return−4.6%
Max drawdown−2.2%
Sharpe-1.88
Trades2
Winning trades0%
Time in market85%
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 8% annualised volatility (risk level 2/5), capped at 2:1 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 | -1.9 | 0.6 | 0.0 | -1.3% |