Trend following · Moving-average crossover
US100 MA Cross 10/50 · 30m
Moving-average crossover on US100 CFDs, evaluated on completed 30m bars and executed at live bid/ask.
Annual return−27.5%Backtest
Max drawdown−13.6%Volatility 21.1%
Sharpe-1.40Trades 93
Since go-live+0.30% Live
Live equity
Backtest on real market data
Annual return−27.5%
Max drawdown−13.6%
Sharpe-1.40
Trades93
Winning trades29%
Time in market100%
Backtest on real historical prices from Jun 23, 2026 to Oct 4, 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 18% annualised volatility (risk level 4/5), capped at 10:1 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 | -0.4 | -0.2 | -6.4 | -0.8 | -8.7% |