Trend following · Moving-average crossover
AMZN MA Cross 20/100 · 1H
Moving-average crossover on AMZN CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−14.2%Backtest
Max drawdown−19.3%Volatility 21.5%
Sharpe-0.60Trades 13
Since go-live—market closed
Backtest on real market data
Annual return−14.2%
Max drawdown−19.3%
Sharpe-0.60
Trades13
Winning trades23%
Time in market96%
Backtest on real historical prices from Feb 20, 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
- Long while the 20-bar simple moving average is above the 100-bar average; short while it is below.
- 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 | 0.0 | -3.0 | 12.4 | -0.5 | 1.1 | -11.8 | -1.2 | -3.9 | -0.7 | -8.9% |