Volatility · Volatility-band breakout
Nat Gas Volatility Breakout 20·2σ · 1D
Volatility-band breakout on Natural Gas CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+2.5%Backtest
Max drawdown−6.5%Volatility 17.8%
Sharpe0.23Trades 3
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:55 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+2.5%
Max drawdown−6.5%
Sharpe0.23
Trades3
Winning trades33%
Time in market58%
Backtest on real historical prices from Jun 24, 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 + 2σ), 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 | 0.0 | 4.1 | 0.1 | -3.4 | 0.0 | 0.7% |