Signal ensemble · Multi-signal ensemble
Gold · Silver Signal Ensemble · 4H
Multi-signal ensemble on XAU/USD, XAG/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+7.3%Backtest
Max drawdown−6.5%Volatility 9.5%
Sharpe0.85Trades 214
Since go-live−0.05% Live
Outside the System since Oct 5, 09:50 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+7.3%
Max drawdown−6.5%
Sharpe0.85
Trades214
Winning trades44%
Time in market99%
Backtest on real historical prices from Jan 21, 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. (Alpaca)
Methodology
- Four independent models vote: SMA 30/150 crossover, 90-bar momentum, Donchian 60/30 breakout and MACD.
- Exposure equals the average vote (−100 % to +100 % in 25 % steps), so conviction scales the position.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 6:1 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 | 2.2 | -0.3 | 0.3 | -1.7 | -1.6 | 4.7 | -1.6 | 3.2 | 0.0 | -0.1 | 5.0% |