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Signal ensemble · Multi-signal ensemble

JP225 Signal Ensemble · 1H

Multi-signal ensemble on JP225 CFDs, evaluated on completed 1H bars and executed at live bid/ask.

Annual return−21.3%Backtest
Max drawdown−12.9%Volatility 7.9%
Sharpe-3.09Trades 703
Since go-live−0.20% Live
Use in my package All strategies
Live equity
06:15 AM06:48 AM07:22 AM07:56 AM08:30 AM+0.05%−0.07%−0.19%
Backtest on real market data
Apr 13May 26Jul 8Aug 20Oct 2+1%−5%−11%
Annual return−21.3%
Max drawdown−12.9%
Sharpe-3.09
Trades703
Winning trades45%
Time in market93%

Backtest on real historical prices from Apr 13, 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
  1. Four independent models vote: SMA 10/50 crossover, 30-bar momentum, Donchian 20/10 breakout and MACD.
  2. Exposure equals the average vote (−100 % to +100 % in 25 % steps), so conviction scales the position.
  3. Trades both directions (long and short).
  4. 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
JanFebMarAprMayJunJulAugSepOctNovDecΣ
2026-1.80.4-1.2-2.3-3.4-4.01.1-10.7%