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Breakout · Donchian channel breakout

Gold Breakout 12/6 · 15m

Donchian channel breakout on XAU/USD CFDs, evaluated on completed 15m bars and executed at live bid/ask.

Annual return−8.1%Backtest
Max drawdown−8.3%Volatility 11.8%
Sharpe-2.96Trades 286
Since go-live—awaiting first trade
Use in my package All strategies
Backtest on real market data
Jul 7Jul 29Aug 20Sep 11Oct 40%−4%−8%
Annual return−8.1%
Max drawdown−8.3%
Sharpe-2.96
Trades286
Winning trades34%
Time in market68%

Backtest on real historical prices from Jul 7, 2026 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. (Alpaca)

Methodology
  1. Long on a close above the highest high of the previous 12 bars, short on a close below the lowest low.
  2. Exit when price breaks the opposite 6-bar channel.
  3. Protective stop: exit if price moves 2× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
  4. Trades both directions (long and short).
  5. Position size targets 12% annualised volatility (risk level 3/5), capped at 10:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
JanFebMarAprMayJunJulAugSepOctNovDecΣ
2026-2.8-2.4-1.9-1.3-8.1%