Signal ensemble · Multi-signal ensemble
WTI Oil · Brent Signal Ensemble · 4H
Multi-signal ensemble on WTI Crude Oil, Brent Crude Oil CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+9.2%Backtest
Max drawdown−6.0%Volatility 12.4%
Sharpe0.76Trades 200
Since go-live+0.09% Live
Live equity
Backtest on real market data
Annual return+9.2%
Max drawdown−6.0%
Sharpe0.76
Trades200
Winning trades46%
Time in market96%
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
- Four independent models vote: SMA 20/100 crossover, 60-bar momentum, Donchian 40/20 breakout and MACD.
- Exposure equals the average vote (−100 % to +100 % in 25 % steps), so conviction scales the position.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 4:1 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 | 1.5 | -4.6 | 4.6 | 2.6 | -1.0 | 1.9 | -0.7 | 4.2% |