Momentum · MACD trend
BTC MACD 12/26/9 · 4H
MACD trend on BTC/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+11.7%Backtest
Max drawdown−24.5%Volatility 21.6%
Sharpe0.59Trades 320
Since go-live—awaiting first trade
Backtest on real market data
Annual return+11.7%
Max drawdown−24.5%
Sharpe0.59
Trades320
Winning trades34%
Time in market100%
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
- MACD(12, 26) above its 9-bar signal line → long; below → short.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.3 | 6.9 | -2.6 | 9.6% | |||||||||
| 2025 | 1.8 | -1.9 | -1.3 | -2.3 | -1.4 | 3.9 | -10.3 | -5.8 | 0.8 | 7.9 | -0.5 | -5.8 | -15.0% |
| 2026 | 11.6 | -0.5 | 4.5 | -12.7 | 2.8 | 9.7 | -4.0 | 18.1 | 3.1 | 0.1 | 33.6% |