Trend following · Long-term regime filter
QQQ Regime 100 · 1D
Long-term regime filter on QQQ CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+4.6%Backtest
Max drawdown−0.6%Volatility 3.1%
Sharpe1.49Trades 2
Since go-live—market closed
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+4.6%
Max drawdown−0.6%
Sharpe1.49
Trades2
Winning trades50%
Time in market33%
Backtest on real historical prices from Jul 1, 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
- Hold long while price is above its 100-bar moving average; short (or flat for long-only) while below.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- Position size targets 8% annualised volatility (risk level 2/5), 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 | -0.1 | 1.0 | 0.3 | 1.2% |