Momentum · MACD trend
Gold MACD 12/26/9 · 4H
MACD trend on XAU/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+8.9%Backtest
Max drawdown−11.4%Volatility 14.2%
Sharpe0.71Trades 93
Since go-live−0.17% Live
Outside the System since Oct 5, 09:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 0 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:00 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,161.30 | −0.15% |
Backtest on real market data
Annual return+8.9%
Max drawdown−11.4%
Sharpe0.71
Trades93
Winning trades40%
Time in market100%
Backtest on real historical prices from Dec 25, 2025 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. (Alpaca)
Methodology
- MACD(12, 26) above its 9-bar signal line → long; below → short.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 10:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.3 | 2.3% | |||||||||||
| 2026 | 9.0 | -0.3 | 5.3 | -4.1 | -0.5 | -3.7 | -2.6 | 2.9 | -0.8 | -0.2 | 4.4% |