Descripción
This algorithm is a statistical significant multi-strategy engine for XAUUSD on the 4-hour timeframe. It combines five independent signal generators and gates each one through a single shared trend filter composed of diverse moving averages. The intuition behind ensembling is simple: every individual edge in markets is fragile, but several different fragile edges that all require the same regime filter to fire produce a smoother, more durable equity curve than any one of them alone.
NOTE: Source code + optimization settings available for $899
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Headline numbers (5.06 years, 215 trades):
• Total return: +261.3% (excellent risk-adjusted return)
• CAGR: 28.9% (very high)
• Win rate: 58.1% (very high)
• Profit factor 2.0 (outstanding)
• Maximum balance drawdown: -17.7% (adjustable)
• Maximum equity drawdown: <25.00% (adjustable)
• Sortino (annualized): 8.7 (outstanding)
• Calmar ratio: 1.6 (CAGR / Max DD) (outstanding)
• Monte Carlo P(profit): 99.9% over 10,000 bootstrapped paths (outstanding)
• Risk of Ruin: 10% of capital at <0.01% (outstanding)
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- Based on tick data from sever
- Instrument: XAUUSD
- Timeframe used: 4H
- Principal used in results: 1'000 CHF
