Trend following · Long-term regime filter
Gold Regime 200 · 1H
Long-term regime filter on XAU/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+7.1%Backtest
Max drawdown−12.9%Volatility 14.7%
Sharpe0.54Trades 70
Since go-live—awaiting first trade
Backtest on real market data
Annual return+7.1%
Max drawdown−12.9%
Sharpe0.54
Trades70
Winning trades11%
Time in market46%
Backtest on real historical prices from Dec 15, 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
- Hold long while price is above its 200-bar moving average; short (or flat for long-only) while below.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- 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 | -1.4 | -1.4% | |||||||||||
| 2026 | 9.9 | 0.4 | -1.1 | -0.2 | 0.3 | -1.9 | -2.2 | 5.9 | -3.5 | 0.0 | 7.1% |