Quant Strategy
Alsephina
NA-XAU-L-045 · Gold · H1
CAGR
+5.66%
Sharpe
0.73
Win Rate
41.57%
Max Drawdown
-23.75%
$ cat strategy.spec
operational specification — published in full, for everyone
Symbol
Gold
Timeframe
H1
Direction
long only
Holding Horizon
Swing
Entry Style
Momentum / Trend-following
Risk Model
ATR-based stop-loss · trailing stop
// entry logic — long
The strategy enters long when the indicator is rising over several bars, confirmed by the CCI momentum oscillator rising over several bars, and the MACD falling over several bars. Risk is managed with an ATR-based stop-loss, and a trailing stop.
$ inspect strategy.internals
built from 10 tuned parameters across 6 indicators — members can see the stack and the rule structure
Parameter 01•••
Parameter 02•••
Parameter 03•••
Parameter 04•••
Parameter 05•••
Parameter 06•••
$ plot --equity
cumulative account equity over the selected backtest window
x: time · y: equity (USD) · 2006-03-19 → 2026-06-19
● rendered from stored data
$ stats --all
supporting metrics from the selected backtest
Profit Factor
1.49
Net Profit
+$20,056
Sortino
0.24
Total Trades
511
Put this strategy to work
Explore the full backtest, methodology, and live track record — or browse the complete library.
