Momentum · Time-series momentum
US Stocks Basket (6) Momentum 30 · 4H
Time-series momentum on AAPL, MSFT, NVDA, GOOGL, META, AMZN CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−13.5%Backtest
Max drawdown−8.4%Volatility 10.6%
Sharpe-1.35Trades 78
Since go-live+0.05% Live
Outside the System since Oct 5, 08:54 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−13.5%
Max drawdown−8.4%
Sharpe-1.35
Trades78
Winning trades27%
Time in market99%
Backtest on real historical prices from Jun 2, 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 the return over the last 30 bars is positive, short when it is negative.
- 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.7 | -4.7 | -1.6 | 0.7 | 0.2 | -4.7% |