Trend following · Moving-average crossover
Nat Gas MA Cross 10/50 · 4H
Moving-average crossover on Natural Gas CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−58.0%Backtest
Max drawdown−33.2%Volatility 25.3%
Sharpe-3.30Trades 24
Since go-live−0.36% Live
Live equity
Backtest on real market data
Annual return−58.0%
Max drawdown−33.2%
Sharpe-3.30
Trades24
Winning trades17%
Time in market100%
Backtest on real historical prices from Apr 15, 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 25% annualised volatility (risk level 5/5), capped at 3:1 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 | -4.6 | -5.8 | -12.2 | -6.9 | -4.0 | -4.9 | -0.5 | -33.2% |