Momentum · Time-series momentum
Brent Momentum 48 · 1H
Time-series momentum on Brent Crude Oil CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+0.0%Backtest
Max drawdown−11.0%Volatility 18.6%
Sharpe0.25Trades 187
Since go-live−0.31% Live
Outside the System since Oct 5, 08:54 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:54 AM opened Oct 5, 06:29 AM | ▲ BRENT | 101.41 | 101.99 | +0.56% |
Backtest on real market data
Annual return+0.0%
Max drawdown−11.0%
Sharpe0.25
Trades187
Winning trades27%
Time in market100%
Backtest on real historical prices from Apr 6, 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
- Long when the return over the last 48 bars is positive, short when it is negative.
- 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 | 0.3 | -4.0 | -4.6 | 3.6 | 1.7 | 3.0 | 0.2 | -0.0% |