Trend following · Long-term regime filter
Gold Regime 50 · 1D
Long-term regime filter on XAU/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−2.2%Backtest
Max drawdown−2.1%Volatility 2.4%
Sharpe-0.94Trades 4
Since go-live—awaiting first trade
Backtest on real market data
Annual return−2.2%
Max drawdown−2.1%
Sharpe-0.94
Trades4
Winning trades0%
Time in market29%
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
- Hold long while price is above its 50-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 5% annualised volatility (risk level 1/5), capped at 2:1 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 | -0.6 | 0.0 | -0.2 | 0.0 | 0.0 | 0.7 | -1.1 | 0.0 | -1.3% |