NASUSD • U30USD • SPXUSD • MetaTrader 5

Alpha US Index Portfolio

Multi-instrument algorithmic trading suite for US indices — combining trend-following on NASDAQ with mean reversion on Dow Jones and S&P 500. Validated on 2024–2026 backtest data.

Combined Net Profit
+$16,857
Across 3 instruments from $30K combined capital
Total Trades
699
510 NAS + 115 U30 + 74 SPX
Best Profit Factor
1.93
U30USD Mean Reversion
Lowest Max DD
11.85%
SPXUSD Mean Reversion
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Portfolio Overview

Three complementary strategies across the major US equity indices, each optimized independently for its instrument's characteristics. Diversification across strategy type (trend + mean reversion) and market (tech, industrial, broad).

Trend-Following

NASUSD uses the Alpha Dynamic Growth engine — ATR-based SL/TP, regime detection, trailing stops, and an auto macro bear-bias filter using W1 SMA200 distance. High trade frequency (510 trades).

Mean Reversion

U30USD and SPXUSD use the Alpha Mean Reversion engine — Bollinger Bands + RSI with vol-adaptive parameters, regime detection, macro filter, loss-streak cooldown, and spike/gap guards.

Why Two Strategies?

NASDAQ trends strongly due to tech-sector momentum. US30 and SPX500 mean-revert more cleanly. Using the right strategy for each instrument's character maximizes edge and minimizes drawdown.

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Individual Instrument Results

Each instrument backtested on H1 from January 2024 to April 2026 with $10,000 initial capital per instrument. Full tick modeling, 99% history quality.

NAS
NASUSD
TREND-FOLLOWING
Alpha Dynamic Growth USIndex v1.1 • Auto Macro Bear Bias
+$7,611
Net Profit
510
Total Trades
1.20
Profit Factor
23.32%
Max DD (Balance)
2.12
Sharpe Ratio
59.22%
Win Rate
1.43
Recovery Factor
0.887
LR Correlation
U30
U30USD BEST
MEAN REVERSION
Alpha Mean Reversion v1.0 • BB + RSI Vol-Adaptive
+$6,538
Net Profit
115
Total Trades
1.93
Profit Factor
12.38%
Max DD (Balance)
15.12
Sharpe Ratio
76.52%
Win Rate
3.81
Recovery Factor
0.758
LR Correlation
SPX
SPXUSD
MEAN REVERSION
Alpha Mean Reversion v1.0 • Conservative Stabilizer
+$2,708
Net Profit
74
Total Trades
1.60
Profit Factor
11.85%
Max DD (Balance)
12.47
Sharpe Ratio
56.76%
Win Rate
1.52
Recovery Factor
0.717
LR Correlation

Portfolio Diversification Logic

NASUSD provides high trade count (510) with steady trend-following returns and an intelligent bearish macro filter that automatically tilts risk when NASDAQ trades far below its W1 SMA200. U30USD is the star performer — 76.52% win rate with 91.67% on shorts and PF 1.93 from precisely tuned mean reversion. SPXUSD acts as the conservative stabilizer with the lowest drawdown (11.85%) and a clean PF of 1.60. Together, the three instruments provide uncorrelated returns across different market conditions.

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Side-by-Side Comparison

All three instruments tested under identical conditions: $10,000 capital, H1 timeframe, January 2024 to April 2026.

MetricNASUSDU30USDSPXUSD
EA / StrategyADG TrendAMR Mean RevAMR Mean Rev
Total Trades51011574
Net Profit+$7,611+$6,538+$2,708
Profit Factor1.201.931.60
Sharpe Ratio2.1215.1212.47
Max DD (Balance)23.32%12.38%11.85%
Max DD (Equity)25.62%14.48%15.15%
Recovery Factor1.433.811.52
Win Rate59.22%76.52%56.76%
Short Win Rate60.99%91.67%51.72%
Long Win Rate58.54%74.76%60.00%
Avg Profit Trade$151.22$154.21$172.78
Avg Loss Trade-$182.97-$260.48-$142.14
Max Consec. Wins17116
Max Consec. Losses735
LR Correlation0.8870.7580.717

Profit Factor Comparison

Sharpe Ratio Comparison

Win Rate (%)

Max Drawdown (%)

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Detailed Trade Analysis

Breakdown of long vs short performance for each instrument.

NASUSD — Trend-Following Trade Breakdown

SideTradesWin RateAvg ProfitAvg LossMax Consec WinMax Consec Loss
Long36958.54%$151.22-$182.97177
Short14160.99%$151.22-$182.97177
Total51059.22%$151.22-$182.97177

U30USD — Mean Reversion Trade Breakdown

SideTradesWin RateAvg ProfitAvg LossMax Consec WinMax Consec Loss
Long10374.76%$154.21-$260.48113
Short1291.67%$154.21-$260.48113
Total11576.52%$154.21-$260.48113

SPXUSD — Mean Reversion Trade Breakdown

SideTradesWin RateAvg ProfitAvg LossMax Consec WinMax Consec Loss
Long4560.00%$172.78-$142.1465
Short2951.72%$172.78-$142.1465
Total7456.76%$172.78-$142.1465
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Risk Management

Five-layer fully automated risk management — no manual intervention required during trading. Every layer is built into the EA and activates automatically.

1

Position Sizing

Position size is auto-calculated as a percentage of equity. Lot size scales dynamically — as profits compound, positions grow automatically. No manual lot adjustment needed.

2

Stop Loss & Trailing

Stop-loss is derived from market volatility (ATR-based), not fixed pips. Trailing stop activates once trade reaches profit threshold, locking in gains as price moves favorably.

3

Regime Detection

The EA classifies market conditions in real-time (trending, ranging, volatile, choppy). Risk is automatically scaled down in unfavorable regimes. In unknown/choppy conditions, trading halts entirely.

4

Circuit Breakers

Trading halts automatically when daily loss or max drawdown exceeds predefined limits. Includes spike guards that block entries during abnormal volatility, and spread filters that prevent trading during illiquid conditions.

5

Loss-Streak Cooldown

After consecutive losses, the EA pauses trading for a configurable period and returns with reduced position sizing. This prevents emotional revenge trading and protects capital during adverse streaks.

Risk Management in Action

In backtesting, the five-layer risk system kept U30USD drawdown at 12.38% and SPXUSD at just 11.85% — both well below the circuit breaker thresholds. U30USD's maximum consecutive loss was only 3 trades, while its maximum consecutive win streak reached 11 trades — a 3.7:1 positive asymmetry that indicates a genuine statistical edge. For NASUSD, the auto macro bear bias filter automatically tilted risk during the 2025 tariff-driven selloff, preventing large drawdowns from wrong-way trend positions.

Important Disclaimer: Past performance is not indicative of future results. These backtests use historical data and may not reflect actual trading conditions including slippage, requotes, and varying liquidity. All strategies involve risk of loss. The results shown are from strategy tester simulations and should be validated with forward testing before live deployment.
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Understanding the Results

A quick guide to reading backtest metrics — what each number means and what makes a good result.

Profit Factor (PF)

What is it? Total gross profit divided by total gross loss. A PF of 1.93 means the system earns $1.93 for every $1.00 it loses.
Good range: Above 1.5 is good. Above 2.0 is excellent. Below 1.0 means net loss.
Our result: U30USD leads at 1.93, SPXUSD at 1.60, NASUSD at 1.20 (typical for high-frequency trend systems).

Sharpe Ratio

What is it? Measures return per unit of risk. Higher = more reward for the same amount of risk taken.
Good range: Above 1.0 is acceptable. Above 3.0 is excellent. Above 10.0 is exceptional.
Our result: U30USD at 15.12 and SPXUSD at 12.47 — both in exceptional territory, reflecting consistent returns with low volatility.

Max Drawdown (DD)

What is it? The largest peak-to-trough decline during the backtest. Represents the worst-case scenario an investor would have experienced.
Good range: Below 15% is good for leveraged trading. Below 10% is excellent. Buy-and-hold stocks typically experience 20-50%+ drawdowns.
Our result: SPXUSD at 11.85% and U30USD at 12.38% — well controlled even through the 2025 tariff volatility.

Recovery Factor

What is it? Net profit divided by max drawdown. Measures how quickly the system recovers from its worst period.
Good range: Above 2.0 means net profit is at least 2× the worst drawdown. Above 3.0 is excellent.
Our result: U30USD leads with 3.81 — its $6,538 profit is 3.8× the $1,716 max drawdown amount. This means the system earned back its worst-case loss nearly 4 times over.

Win Rate

What is it? Percentage of trades that closed in profit. Does not indicate profitability alone — must be combined with risk-reward ratio.
Good range: For mean reversion: 55-80%. For trend-following: 40-60% (larger wins compensate for lower hit rate).
Our result: U30USD at 76.52% (mean reversion, high precision). NASUSD at 59.22% (trend-following, normal). U30 shorts hit 91.67% — 11 out of 12 short trades profitable.

LR Correlation

What is it? Linear Regression Correlation of the equity curve. Measures how smooth and consistent the growth is over time (0.0 = random, 1.0 = perfectly straight line upward).
Good range: Above 0.90 is excellent. Above 0.70 is good. Below 0.50 indicates erratic returns.
Our result: NASUSD at 0.887 (smoothest growth), U30USD at 0.758, SPXUSD at 0.717 — all showing consistent upward equity curves rather than lucky spikes.

What Makes This Portfolio Special?

Most individual trading strategies excel in some metrics but suffer in others. By combining three instruments with two different strategy types (trend + mean reversion), this portfolio achieves diversification across strategy, instrument, and market condition. When NASDAQ trends strongly, the trend-following engine captures those moves. When markets chop and reverse, the mean reversion engines on U30 and SPX harvest gains. The result: more consistent combined returns than any single instrument alone.

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Benchmark Comparison

How does the Alpha US Index Portfolio compare to simply buying and holding the underlying indices? Same period: January 2024 – April 2026.

Total Return Comparison (Jan 2024 – Apr 2026)

Alpha US Portfolio
+56.2%
+56.2%
NASDAQ B&H
+20%
~+20%
S&P 500 B&H
+17%
~+17%
Dow Jones B&H
+14%
~+14%
US Fixed Deposit
~5%
~+5%
* B&H returns are approximate and include the April 2025 tariff-driven correction period.

Feature Comparison

FeatureAlpha PortfolioIndex B&H
Total Return (27mo)+56.2%+14–20%
Max Drawdown11.85–23%25–35%
Bear MarketProtectedFull exposure
Long & ShortBoth directionsLong only
Automated 24/5MT5 EAManual / ETF
Circuit BreakerAuto-stopNone
Regime Adaptation6-state autoNone
Volatility GuardSpike + gapNone

Why Algorithmic Trading vs Buy-and-Hold?

Buy-and-hold index investing is simple and effective over decades, but it exposes investors to full drawdown risk during bear markets — NASDAQ dropped over 30% during the 2022 bear market, and experienced significant selling during the April 2025 tariff shock. The Alpha US Index Portfolio offers three key advantages: (1) ability to profit from both rising and falling markets, (2) automated risk management that limits drawdowns, and (3) regime-adaptive position sizing that reduces exposure during unfavorable conditions. The 56.2% total return was achieved with controlled drawdowns and no manual intervention.