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