Trend following · Long-term regime filter
US100 Regime 200 · 1D
Long-term regime filter on US100 CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+4.0%Backtest
Max drawdown−3.0%Volatility 4.9%
Sharpe0.83Trades 0
Since go-live−0.05% Live
Live equity
Backtest on real market data
Annual return+4.0%
Max drawdown−3.0%
Sharpe0.83
Trades0
Winning trades0%
Time in market28%
Backtest on real historical prices from Jan 5, 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 200-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 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 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.1 | 2.0 | 1.6 | 0.4 | 3.0% |