Description
A rules-based contrarian system for COMEX copper, grounded in 22 years of statistical validation.
Overview
This cBot trades a disciplined mean-reversion approach on copper β one of the most structurally range-bound instruments in the commodity complex. It combines volatility-scaled ATR stops, a fixed 3:1 reward-to-risk structure, and professional-style fixed-fractional position sizing (1% of equity per trade by default). Built for the daily timeframe.
Rigorously validated
The core logic has been stress-tested across 22 years of daily copper data using an institutional-standard validation battery:
- Out-of-sample testing β the edge held on data it was never fitted to
- Permutation testing β results shown to be statistically distinguishable from chance
- Monte Carlo simulation β 10,000 resampled paths mapping the full outcome distribution
- Data-integrity cleaning β corrupted price records removed before analysis
A transparent, evidence-first approach β not curve-fitting, not black-box promises.
Please note
- Backtested on COMEX copper futures; live trading via IC Markets uses a copper CFD, which may differ in pricing and behaviour.
- Backtest results do not include slippage or commissions.
- Beta release for forward-testing and evaluation.
Risk warning
CFDs are complex instruments with a high risk of losing money rapidly due to leverage. Past performance, including backtested performance, is not a reliable indicator of future results. This is provided for educational purposes only and does not constitute financial advice. [Your business name] is not FCA-authorised. You may lose some or all of your capital.
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