Trend following · Long-term regime filter
WTI Oil Regime 100 · 1D
Long-term regime filter on WTI Crude Oil CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+2.2%Backtest
Max drawdown−3.1%Volatility 6.9%
Sharpe0.35Trades 1
Since go-live+0.13% Live
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+2.2%
Max drawdown−3.1%
Sharpe0.35
Trades1
Winning trades0%
Time in market45%
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. (Alpaca)
Methodology
- Hold long while price is above its 100-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), 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 | -0.5 | 0.8 | 0.3 | 0.6% |