AUD/USD Trend 4h · Martin

Low significance

by qkt Labs (house research)

A trend-following AUD/USD strategy on 4-hour bars. Positions are held under a day, behind a fixed protective stop. Every figure below comes from a full tick-data run with spread, commission and swap charged.

Approach: Trend following · AUDUSD, NZDUSD · H4
Tested on ticks: Jan 1, 2020 → Dec 31, 2025
Publishing checks: 11 of 11 passed
Overfitting guard: 4 variants declared · deflated Sharpe 40%
In-sample, $100k: +17.7% · max drawdown 19.1% · 174 trades
Version: 2, published Oct 14, 2026 · future versions included

Included with the strategy

qkt's Monte Carlo: the strategy's own trades reshuffled 1,000 times, with the worst case, median and best case of the final balance, how deep drawdowns went, and the share of paths that wiped the account out.