Signal ensemble · Multi-signal ensemble
BTC · ETH · SOL Signal Ensemble · 1H
Multi-signal ensemble on BTC/USD, ETH/USD, SOL/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−11.2%Backtest
Max drawdown−18.4%Volatility 14.9%
Sharpe-0.75Trades 3588
Since go-live—awaiting first trade
Backtest on real market data
Annual return−11.2%
Max drawdown−18.4%
Sharpe-0.75
Trades3588
Winning trades40%
Time in market99%
Backtest on real historical prices from Oct 7, 2025 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 20/100 crossover, 60-bar momentum, Donchian 40/20 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.5 | 1.8 | -7.0 | -5.8% | |||||||||
| 2026 | 6.7 | -1.4 | -0.8 | -6.1 | -2.3 | 3.5 | -4.6 | 2.9 | -2.6 | -0.4 | -5.6% |