Volatility · Volatility-band breakout
BTC · ETH Volatility Breakout 20·1.5σ · 1D
Volatility-band breakout on BTC/USD, ETH/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.0%Backtest
Max drawdown−25.3%Volatility 14.6%
Sharpe0.01Trades 195
Since go-live−0.00% 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
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−1.0%
Max drawdown−25.3%
Sharpe0.01
Trades195
Winning trades29%
Time in market86%
Backtest on real historical prices from Jun 13, 2021 to Oct 3, 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 price closes above the upper volatility band (20-bar mean + 1.5σ), short below the lower band.
- Exit when price falls back to the moving average.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -2.4 | 1.4 | 3.4 | -2.5 | 0.8 | -3.9 | 0.1 | -3.3% | |||||
| 2022 | 4.6 | -7.3 | 0.3 | 0.4 | 4.3 | 5.9 | -2.9 | -1.2 | -3.4 | 0.3 | -3.9 | -2.0 | -5.6% |
| 2023 | 7.4 | -5.8 | 0.5 | -2.2 | -2.5 | -2.3 | -3.0 | 1.7 | -4.7 | 3.9 | 2.1 | 0.7 | -4.8% |
| 2024 | -6.0 | 12.0 | -0.2 | -3.2 | -1.6 | 1.4 | 0.9 | -0.8 | -0.6 | -1.1 | 7.9 | -0.9 | 6.8% |
| 2025 | -6.7 | 1.5 | -3.0 | 0.3 | 5.3 | -4.6 | 7.5 | -0.9 | -4.1 | -7.0 | 4.7 | -2.1 | -9.9% |
| 2026 | 3.7 | 5.1 | -3.7 | 0.9 | 3.4 | 4.9 | -3.2 | 4.3 | -2.4 | 0.3 | 13.4% |