Trend following · Moving-average crossover
MSFT · META · GOOGL MA Cross 20/100 · 1D
Moving-average crossover on MSFT, META, GOOGL CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.0%Backtest
Max drawdown−2.6%Volatility 3.7%
Sharpe-1.27Trades 1
Since go-live—market closed
Backtest on real market data
Annual return−1.0%
Max drawdown−2.6%
Sharpe-1.27
Trades1
Winning trades0%
Time in market57%
Backtest on real historical prices from Jul 16, 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 20-bar simple moving average is above the 100-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 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 | 0.0 | -0.3 | -1.0 | 0.3 | -1.0% |