Trend following · Moving-average crossover
Gold MA Cross 20/100 · 4H II
Moving-average crossover on XAU/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+17.9%Backtest
Max drawdown−8.6%Volatility 15.8%
Sharpe1.12Trades 18
Since go-live−0.14% Live
Live equity
Backtest on real market data
Annual return+17.9%
Max drawdown−8.6%
Sharpe1.12
Trades18
Winning trades28%
Time in market97%
Backtest on real historical prices from Dec 25, 2025 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 12% annualised volatility (risk level 3/5), capped at 8:1 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 | 0.0 | 0.0% | |||||||||||
| 2026 | 4.0 | 2.7 | 0.6 | 0.6 | -3.6 | 7.1 | -3.8 | 5.7 | -0.0 | 0.1 | 13.5% |