Signal ensemble · Multi-signal ensemble
Crypto Basket (6) Signal Ensemble · 4H
Multi-signal ensemble on BTC/USD, ETH/USD, SOL/USD, BNB/USD, XRP/USD, AVAX/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+3.9%Backtest
Max drawdown−14.1%Volatility 11.2%
Sharpe0.39Trades 3757
Since go-live—awaiting first trade
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+3.9%
Max drawdown−14.1%
Sharpe0.39
Trades3757
Winning trades42%
Time in market100%
Backtest on real historical prices from Oct 15, 2024 to Oct 4, 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
- Four independent models vote: SMA 20/100 crossover, 60-bar momentum, Donchian 40/20 breakout and MACD.
- Exposure equals the average vote (−100 % to +100 % in 25 % steps), so conviction scales the position.
- 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.0 | 8.2 | -0.2 | 8.0% | |||||||||
| 2025 | -3.3 | 3.8 | -2.5 | -0.1 | 1.2 | -2.0 | 6.0 | -3.2 | 1.6 | 0.1 | 2.1 | -4.8 | -1.8% |
| 2026 | 7.2 | -0.8 | -1.6 | -3.9 | -1.3 | 4.5 | -3.8 | 4.2 | -1.8 | -0.4 | 1.6% |