AUD/USD Trend 4h · Kite
Low significanceby qkt Labs (house research)
A trend-following AUD/USD strategy on 4-hour bars. Positions are held up to 3 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 · AUDUSD, NZDUSD · H4
- Tested on ticks
- Jan 1, 2020 → Dec 31, 2025
- Publishing checks
- 11 of 11 passed
- Overfitting guard
- 268 variants declared · deflated Sharpe 4%
- In-sample, $100k
- +37.0% · max drawdown 14.9% · 177 trades
- Version
- 2, published Oct 13, 2026 · future versions included
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