Momentum · MACD trend
NVDA MACD 12/26/9 · 1H
MACD trend on NVDA CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+28.3%Backtest
Max drawdown−6.9%Volatility 21.2%
Sharpe1.26Trades 52
Since go-live—market closed
Backtest on real market data
Annual return+28.3%
Max drawdown−6.9%
Sharpe1.26
Trades52
Winning trades44%
Time in market100%
Backtest on real historical prices from Apr 8, 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
- MACD(12, 26) above its 9-bar signal line → long; below → short.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), 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 | -1.1 | 3.5 | 3.8 | 0.4 | 8.3 | 1.0 | -3.4 | 12.8% |