Momentum · MACD trend
XLE MACD 12/26/9 · 1H
MACD trend on XLE CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+0.4%Backtest
Max drawdown−7.7%Volatility 12.1%
Sharpe0.10Trades 36
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:54 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+0.4%
Max drawdown−7.7%
Sharpe0.10
Trades36
Winning trades47%
Time in market100%
Backtest on real historical prices from Jun 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. (Binance)
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 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 | 0.2 | 1.3 | 3.4 | -5.8 | 1.2 | 0.1% |