Trend following · Long-term regime filter
ETH Regime 50 · 1D
Long-term regime filter on ETH/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+8.7%Backtest
Max drawdown−18.9%Volatility 15.1%
Sharpe0.63Trades 47
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+8.7%
Max drawdown−18.9%
Sharpe0.63
Trades47
Winning trades26%
Time in market49%
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
- Hold long while price is above its 50-bar moving average; short (or flat for long-only) while below.
- Long-only: short signals mean the position is flat.
- Position size targets 18% annualised volatility (risk level 4/5), capped at 1:1 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 | 0.0 | 2.7 | 6.5 | -3.5 | 5.2 | -2.8 | -4.3 | 3.3% | |||||
| 2022 | 0.0 | -3.4 | 3.0 | -2.4 | 0.0 | 0.0 | 0.7 | -1.9 | -1.6 | 1.8 | -4.0 | 0.0 | -7.8% |
| 2023 | 5.1 | -0.0 | 1.8 | 0.4 | -1.6 | -2.4 | -2.5 | -0.8 | 0.1 | 3.3 | 6.6 | 5.8 | 16.3% |
| 2024 | -0.7 | 13.6 | 3.2 | -6.0 | 0.5 | -2.6 | -1.8 | 0.0 | 0.3 | -2.1 | 11.7 | -5.6 | 8.9% |
| 2025 | -1.6 | 0.0 | 0.0 | -0.4 | 7.6 | -1.5 | 9.0 | 5.1 | -1.9 | -0.7 | 0.0 | 0.0 | 15.8% |
| 2026 | -1.9 | 0.0 | -1.9 | 1.2 | -0.5 | 0.0 | 0.9 | 10.7 | 3.1 | -0.1 | 11.4% |