Trend following · Moving-average crossover
JP225 MA Cross 10/50 · 4H
Moving-average crossover on JP225 CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−9.8%Backtest
Max drawdown−9.1%Volatility 12.0%
Sharpe-0.85Trades 24
Since go-live−0.16% Live
Live equity
Backtest on real market data
Annual return−9.8%
Max drawdown−9.1%
Sharpe-0.85
Trades24
Winning trades33%
Time in market100%
Backtest on real historical prices from Apr 22, 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 while the 10-bar simple moving average is above the 50-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 10:1 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 | 1.6 | -4.9 | 0.8 | -0.8 | -3.4 | 2.8 | -4.5% |