Trend following · Long-term regime filter
WTI Oil Regime 100 · 4H
Long-term regime filter on WTI Crude Oil CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+2.2%Backtest
Max drawdown−9.7%Volatility 15.9%
Sharpe0.22Trades 21
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+2.2%
Max drawdown−9.7%
Sharpe0.22
Trades21
Winning trades10%
Time in market47%
Backtest on real historical prices from Apr 15, 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 100-bar moving average; short (or flat for long-only) while below.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- 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 | 1.3 | -5.2 | -0.2 | 5.2 | -2.2 | 2.5 | 0.0 | 1.0% |