Momentum · Time-series momentum
Gold Momentum 250 · 1D
Time-series momentum on XAU/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.0%Backtest
Max drawdown+0.0%Volatility 0.0%
Sharpe0.00Trades 0
Since go-live—awaiting first trade
Backtest on real market data
Annual return+0.0%
Max drawdown+0.0%
Sharpe0.00
Trades0
Winning trades0%
Time in market0%
Backtest on real historical prices from Mar 5, 2026 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 when the return over the last 250 bars is positive, short when it is negative (flat inside ±1%).
- Trades both directions (long and short).
- Position size targets 8% annualised volatility (risk level 2/5), capped at 5:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0% |