Signal ensemble · Multi-signal ensemble
BTC · ETH · BNB Signal Ensemble · 4H
Multi-signal ensemble on BTC/USD, ETH/USD, BNB/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+4.7%Backtest
Max drawdown−13.1%Volatility 12.4%
Sharpe0.42Trades 1322
Since go-live—awaiting first trade
Backtest on real market data
Annual return+4.7%
Max drawdown−13.1%
Sharpe0.42
Trades1322
Winning trades42%
Time in market99%
Backtest on real historical prices from Oct 15, 2024 to Oct 4, 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
- 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 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.1 | 3.9 | -0.4 | 2.3% | |||||||||
| 2025 | -5.6 | 3.9 | -2.9 | -0.2 | 4.9 | -4.4 | 6.9 | -1.3 | 0.2 | -0.3 | 3.0 | -3.8 | -0.3% |
| 2026 | 5.3 | 0.9 | -3.2 | -2.2 | -1.4 | 4.3 | -5.0 | 8.3 | 0.5 | 0.4 | 7.3% |