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

The strategy re-tested on rolling windows: each fold trained on a year and tested on the next quarter it had not seen, stitched into one out-of-sample curve.