Gold Trend 4h · Kestrel

Low significance

by qkt Labs (house research)

A trend-following Gold 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 · XAUUSD · H4
Tested on ticks: Jan 1, 2020 → Dec 31, 2025
Publishing checks: 11 of 11 passed
Overfitting guard: 400 variants declared · deflated Sharpe 0%
In-sample, $100k: +15.3% · max drawdown 21.1% · 130 trades
Version: 3, published Oct 13, 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.