Trend following · Moving-average crossover
US500 · US100 MA Cross 30/150 · 1H
Moving-average crossover on US500, US100 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−2.9%Backtest
Max drawdown−10.9%Volatility 12.1%
Sharpe-0.08Trades 43
Since go-live+0.36% Live
Outside the System since Oct 5, 08:52 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 1 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▲ US100 | 30,790.0 | 30,787.0 | −0.02% |
| Oct 5, 08:52 AM opened Oct 5, 06:29 AM | ▲ US500 | 7,715.6 | 7,717.7 | +0.02% |
Backtest on real market data
Annual return−2.9%
Max drawdown−10.9%
Sharpe-0.08
Trades43
Winning trades30%
Time in market100%
Backtest on real historical prices from Mar 23, 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. (Hyperliquid)
Methodology
- Long while the 30-bar simple moving average is above the 150-bar average; short while it is below.
- 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.3 | 4.1 | 2.6 | -0.2 | -3.1 | -0.2 | -3.8 | -0.3 | -1.6% |