Volatility · Volatility-band breakout
Nat Gas Volatility Breakout 20·1.5σ · 4H
Volatility-band breakout on Natural Gas CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−40.4%Backtest
Max drawdown−26.0%Volatility 23.2%
Sharpe-2.11Trades 44
Since go-live−0.55% Live
Outside the System since Oct 5, 08:53 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−40.4%
Max drawdown−26.0%
Sharpe-2.11
Trades44
Winning trades32%
Time in market67%
Backtest on real historical prices from Apr 15, 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 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 25% annualised volatility (risk level 5/5), capped at 3:1 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 | -5.9 | 10.3 | -15.3 | 1.6 | -6.6 | -5.8 | 0.0 | -21.4% |