Volatility · Volatility-band breakout
Gold Volatility Breakout 20·2σ · 1H
Volatility-band breakout on XAU/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+14.3%Backtest
Max drawdown−5.5%Volatility 12.8%
Sharpe1.11Trades 162
Since go-live−0.10% Live
Live equity
Backtest on real market data
Annual return+14.3%
Max drawdown−5.5%
Sharpe1.11
Trades162
Winning trades38%
Time in market57%
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
- Long when price closes above the upper volatility band (20-bar mean + 2σ), short below the lower band.
- Exit when price falls back to the moving average.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.4 | 3.4% | |||||||||||
| 2026 | 0.1 | -0.1 | 7.5 | -0.6 | 1.1 | 1.3 | -0.3 | 1.3 | -1.6 | -1.2 | 7.5% |