Gold Trend 4h · Pipit

Low significance

by qkt Labs (house research)

A trend-following Gold strategy on 4-hour bars. Positions are held up to 2 days, behind a fixed protective stop. Every figure below comes from a full tick-data run with spread, commission and swap charged.

Approach: Trend following · EURUSD, XAUUSD · H4
Tested on ticks: Jan 1, 2020 → Dec 31, 2025
Publishing checks: 11 of 11 passed
Overfitting guard: 400 variants declared · deflated Sharpe 8%
In-sample, $100k: +11.9% · max drawdown 12.5% · 153 trades
Version: 2, published Oct 14, 2026 · future versions included

Included with the strategy

The last 20% of the test window, which the strategy never saw while it was being built: equity, drawdown and every figure, at each account size.