==================================================================================================== BTCUSDT 1d · 3267 bars 2017-08-17 → 2026-07-27 · 24 folds (train 250 → test 125 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2018-04-24 → 2018-08-26 · buy&hold -25.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +2.9% -24.1% 0.41 2 40% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":10} -0.6% -19.3% 0.16 17 42% BEAT smaCross {"fast":2,"slow":4} -4.3% -24.3% -0.14 33 44% BEAT emaCross {"fast":2,"slow":4} -4.7% -22.1% -0.15 21 44% BEAT momentum {"look":3} -11.2% -26.2% -0.70 35 43% BEAT donchian {"n":7} -23.3% -26.8% -2.07 8 32% BEAT fold 2: test 2018-08-27 → 2018-12-29 · buy&hold -44.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":4} -23.3% -28.0% -1.70 34 42% BEAT momentum {"look":3} -23.3% -25.1% -1.70 29 42% BEAT donchian {"n":2} -27.2% -30.4% -2.33 17 38% BEAT trendVol {"slow":8,"atrCapPct":10} -32.6% -35.0% -2.93 27 36% BEAT emaCross {"fast":2,"slow":4} -35.6% -38.4% -3.06 25 38% BEAT rsiRevert {"buy":30,"sell":60} -37.6% -45.8% -2.07 1 36% BEAT fold 3: test 2018-12-30 → 2019-05-03 · buy&hold +56.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +47.8% -9.1% 2.94 9 58% lost donchian {"n":2} +22.9% -16.8% 1.52 15 66% lost trendVol {"slow":8,"atrCapPct":10} +14.6% -17.0% 1.11 23 51% lost momentum {"look":7} +0.4% -24.5% 0.24 29 60% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 4: test 2019-05-04 → 2019-09-05 · buy&hold +83.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +6.8% -38.3% 0.62 11 46% lost emaCross {"fast":2,"slow":8} +6.0% -30.2% 0.59 19 52% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -2.5% -39.5% 0.25 12 51% lost donchian {"n":14} -3.0% -36.2% 0.24 4 60% lost fold 5: test 2019-09-06 → 2020-01-08 · buy&hold -23.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +8.3% -14.4% 0.71 4 61% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":10} -6.5% -14.7% -0.60 23 39% BEAT emaCross {"fast":2,"slow":8} -8.7% -16.7% -0.85 19 35% BEAT donchian {"n":7} -9.4% -14.8% -1.13 7 27% BEAT momentum {"look":14} -10.6% -15.3% -1.33 19 31% BEAT smaCross {"fast":2,"slow":17} -16.2% -23.4% -2.12 11 32% BEAT fold 6: test 2020-01-09 → 2020-05-12 · buy&hold +9.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +60.0% -12.8% 2.62 2 36% BEAT momentum {"look":3} +12.5% -24.2% 0.89 30 58% BEAT donchian {"n":2} +10.6% -25.8% 0.80 16 66% BEAT smaCross {"fast":2,"slow":4} +9.3% -26.9% 0.73 30 60% BEAT trendVol {"slow":8,"atrCapPct":10} +8.6% -22.3% 0.74 20 48% lost emaCross {"fast":2,"slow":4} +0.1% -29.9% 0.26 24 55% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 7: test 2020-05-13 → 2020-09-14 · buy&hold +21.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +3.9% -19.6% 0.49 12 40% lost trendVol {"slow":8,"atrCapPct":10} +2.1% -19.7% 0.35 27 46% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":14} -0.8% -17.5% 0.16 2 75% lost emaCross {"fast":2,"slow":4} -3.9% -19.6% -0.11 29 48% lost smaCross {"fast":2,"slow":7} -13.8% -21.0% -0.78 25 46% lost fold 8: test 2020-09-15 → 2021-01-17 · buy&hold +235.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":14} +224.1% -16.1% 5.75 1 80% lost momentum {"look":14} +217.5% -16.1% 5.65 9 81% lost smaCross {"fast":2,"slow":17} +193.6% -16.1% 5.32 7 78% lost emaCross {"fast":2,"slow":4} +141.8% -20.0% 4.53 18 78% lost trendVol {"slow":8,"atrCapPct":3} +13.4% -4.2% 2.42 10 14% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2021-01-18 → 2021-05-22 · buy&hold +4.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +59.4% -17.1% 2.55 16 58% BEAT emaCross {"fast":2,"slow":8} +47.4% -18.4% 2.14 12 60% BEAT smaCross {"fast":2,"slow":17} +13.0% -26.6% 0.87 8 53% BEAT donchian {"n":14} +3.6% -34.2% 0.49 4 60% lost rsiRevert {"buy":25,"sell":55} +2.0% -8.1% 0.37 1 2% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -4.0% -21.4% 0.01 10 48% lost fold 10: test 2021-05-23 → 2021-09-24 · buy&hold +14.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":14} -0.1% -21.5% 0.25 14 50% lost trendVol {"slow":8,"atrCapPct":10} -0.2% -21.1% 0.22 20 45% lost donchian {"n":14} -12.7% -24.1% -0.35 4 74% lost momentum {"look":3} -16.3% -32.3% -0.83 33 48% lost emaCross {"fast":2,"slow":4} -20.0% -29.1% -1.12 31 50% lost fold 11: test 2021-09-25 → 2022-01-27 · buy&hold -13.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":14} +2.5% -17.1% 0.38 8 33% BEAT rsiRevert {"buy":25,"sell":55} +1.9% -3.9% 0.63 1 5% BEAT emaCross {"fast":2,"slow":8} +0.8% -24.8% 0.24 18 34% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":2} -5.1% -36.9% -0.12 14 44% BEAT smaCross {"fast":2,"slow":7} -11.7% -35.6% -0.69 18 42% BEAT trendVol {"slow":8,"atrCapPct":10} -13.9% -37.8% -0.88 24 42% lost fold 12: test 2022-01-28 → 2022-06-01 · buy&hold -19.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -1.0% -8.6% 0.05 1 18% BEAT donchian {"n":7} -8.9% -20.6% -0.51 5 42% BEAT momentum {"look":14} -19.6% -23.4% -1.50 17 33% BEAT smaCross {"fast":2,"slow":17} -21.3% -25.7% -2.02 9 27% lost trendVol {"slow":8,"atrCapPct":10} -46.2% -50.1% -4.21 37 39% lost fold 13: test 2022-06-02 → 2022-10-04 · buy&hold -31.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +9.8% -10.6% 0.98 2 26% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -8.6% -26.5% -0.38 3 54% BEAT momentum {"look":14} -8.9% -26.9% -0.48 17 39% BEAT smaCross {"fast":2,"slow":7} -11.5% -19.4% -0.87 22 42% BEAT fold 14: test 2022-10-05 → 2023-02-06 · buy&hold +11.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +24.4% -10.6% 2.55 16 31% BEAT donchian {"n":7} +20.3% -16.1% 1.74 5 50% BEAT momentum {"look":30} +7.5% -19.3% 0.82 13 41% lost smaCross {"fast":2,"slow":4} +1.7% -20.9% 0.31 34 56% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 15: test 2023-02-07 → 2023-06-11 · buy&hold +13.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +23.4% -10.8% 1.89 6 44% BEAT rsiRevert {"buy":30,"sell":60} +20.9% -1.1% 2.71 2 4% BEAT donchian {"n":2} +16.7% -13.9% 1.37 14 40% BEAT emaCross {"fast":2,"slow":4} +4.3% -20.9% 0.50 32 45% lost trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":17} -10.2% -23.9% -0.81 16 43% lost fold 16: test 2023-06-12 → 2023-10-14 · buy&hold +3.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +7.4% -13.5% 0.93 38 47% BEAT rsiRevert {"buy":30,"sell":60} +4.9% -9.2% 0.82 2 36% BEAT emaCross {"fast":2,"slow":4} +1.8% -15.5% 0.34 20 40% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":2} -0.0% -17.4% 0.12 10 60% lost momentum {"look":30} -0.6% -6.2% -0.06 5 27% lost trendVol {"slow":17,"atrCapPct":2} -1.6% -1.6% -2.68 4 2% lost fold 17: test 2023-10-15 → 2024-02-16 · buy&hold +94.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":2} +48.8% -11.4% 3.21 11 63% lost smaCross {"fast":2,"slow":4} +48.2% -17.1% 3.32 35 62% lost emaCross {"fast":2,"slow":4} +29.8% -18.3% 2.14 25 67% lost trendVol {"slow":8,"atrCapPct":10} +27.5% -16.8% 2.00 23 65% lost momentum {"look":30} +17.2% -16.0% 1.47 11 57% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 18: test 2024-02-17 → 2024-06-20 · buy&hold +24.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":4} +27.9% -13.9% 2.01 22 47% BEAT trendVol {"slow":8,"atrCapPct":3} +20.5% -0.1% 2.83 2 2% lost smaCross {"fast":2,"slow":4} +12.0% -20.1% 0.96 32 53% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":14} -3.1% -20.7% -0.05 18 46% lost donchian {"n":14} -6.9% -15.3% -0.26 4 56% lost fold 19: test 2024-06-21 → 2024-10-23 · buy&hold +2.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":7} +7.7% -13.3% 0.85 20 54% BEAT emaCross {"fast":2,"slow":4} +5.8% -15.4% 0.68 24 53% BEAT momentum {"look":3} +0.7% -14.2% 0.21 34 54% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":2} -5.0% -13.3% -0.54 18 42% lost trendVol {"slow":8,"atrCapPct":3} -9.3% -9.4% -3.02 6 5% lost fold 20: test 2024-10-24 → 2025-02-25 · buy&hold +32.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":4} +11.4% -11.6% 1.03 26 54% lost momentum {"look":3} +8.0% -13.1% 0.82 36 52% lost donchian {"n":2} +7.3% -17.3% 0.73 18 53% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":7} -0.1% -20.5% 0.18 22 54% lost fold 21: test 2025-02-26 → 2025-06-30 · buy&hold +20.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":17} +11.2% -11.4% 1.33 11 54% lost momentum {"look":14} +3.9% -13.9% 0.56 17 56% lost donchian {"n":14} +3.6% -10.6% 0.51 4 46% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":10} -7.3% -22.9% -0.61 25 57% lost emaCross {"fast":2,"slow":4} -12.9% -26.9% -1.19 35 60% lost fold 22: test 2025-07-01 → 2025-11-02 · buy&hold +3.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +16.5% -8.1% 2.44 14 42% BEAT rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":2,"slow":8} -3.3% -10.6% -0.34 16 46% lost smaCross {"fast":2,"slow":17} -7.2% -12.5% -0.90 12 40% lost momentum {"look":14} -8.7% -17.2% -1.11 17 44% lost donchian {"n":7} -10.8% -18.9% -1.42 9 47% lost fold 23: test 2025-11-03 → 2026-03-07 · buy&hold -39.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -1.6% -20.9% 0.12 4 60% BEAT trendVol {"slow":8,"atrCapPct":3} -5.1% -10.1% -1.20 6 11% BEAT smaCross {"fast":2,"slow":14} -8.6% -9.4% -1.06 11 34% BEAT momentum {"look":30} -10.8% -15.8% -1.86 12 20% BEAT emaCross {"fast":2,"slow":8} -11.7% -12.4% -1.53 17 32% BEAT donchian {"n":7} -17.7% -17.7% -2.98 5 25% BEAT fold 24: test 2026-03-08 → 2026-07-10 · buy&hold -4.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":2} +8.1% -7.0% 1.23 13 46% BEAT momentum {"look":14} +0.2% -14.4% 0.14 15 42% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -1.0% -11.6% -0.06 2 26% BEAT trendVol {"slow":8,"atrCapPct":3} -2.2% -6.3% -0.66 8 13% BEAT smaCross {"fast":2,"slow":4} -11.4% -18.5% -1.46 34 48% lost ---------------------------------------------------------------------------------------------------- BTCUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- smaCross 10/24 folds beat B&H compounded +172.9% worst fold -23.3% emaCross 11/24 folds beat B&H compounded +153.7% worst fold -35.6% donchian 11/24 folds beat B&H compounded +149.3% worst fold -27.2% momentum 10/24 folds beat B&H compounded +84.4% worst fold -23.3% rsiRevert 11/24 folds beat B&H compounded +55.2% worst fold -37.6% trendVol 9/24 folds beat B&H compounded +13.9% worst fold -46.2% kronosish 8/24 folds beat B&H compounded +0.0% worst fold +0.0% buy & hold compounded +601.5% ==================================================================================================== ETHUSDT 1d · 3267 bars 2017-08-17 → 2026-07-27 · 24 folds (train 250 → test 125 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2018-04-24 → 2018-08-26 · buy&hold -57.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -3.5% -14.8% -0.19 1 10% BEAT donchian {"n":14} -13.6% -13.6% -2.08 2 11% BEAT trendVol {"slow":8,"atrCapPct":10} -21.2% -35.3% -1.20 20 34% BEAT smaCross {"fast":2,"slow":4} -23.9% -27.3% -1.42 31 40% BEAT emaCross {"fast":2,"slow":4} -29.5% -39.0% -1.80 22 35% BEAT momentum {"look":7} -32.8% -43.5% -2.29 16 32% BEAT fold 2: test 2018-08-27 → 2018-12-29 · buy&hold -51.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +18.7% -19.3% 1.12 26 41% BEAT rsiRevert {"buy":20,"sell":50} +6.4% -39.4% 0.60 4 33% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":4} -2.8% -22.2% 0.16 23 36% BEAT momentum {"look":7} -15.7% -31.2% -0.43 21 35% BEAT donchian {"n":2} -22.2% -36.1% -0.75 18 38% BEAT trendVol {"slow":8,"atrCapPct":10} -25.2% -37.1% -1.03 26 29% BEAT fold 3: test 2018-12-30 → 2019-05-03 · buy&hold +26.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +15.5% -26.2% 1.12 39 43% lost donchian {"n":14} +15.2% -24.5% 1.01 4 51% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":3} -13.4% -28.6% -0.57 41 48% lost fold 4: test 2019-05-04 → 2019-09-05 · buy&hold +3.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":7} +38.2% -22.3% 1.82 17 46% BEAT smaCross {"fast":2,"slow":4} +25.4% -27.1% 1.36 35 53% BEAT emaCross {"fast":2,"slow":4} +19.3% -35.9% 1.11 23 49% BEAT trendVol {"slow":8,"atrCapPct":10} +14.5% -31.5% 0.94 19 44% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":4} -2.6% -40.8% 0.22 9 55% lost fold 5: test 2019-09-06 → 2020-01-08 · buy&hold -19.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +2.8% -21.2% 0.40 2 34% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":8} -5.8% -22.8% -0.40 17 34% BEAT trendVol {"slow":8,"atrCapPct":10} -7.2% -27.2% -0.45 25 41% BEAT smaCross {"fast":2,"slow":17} -22.1% -29.6% -1.49 9 33% lost donchian {"n":7} -23.3% -34.4% -1.70 7 32% lost momentum {"look":14} -36.6% -40.0% -3.07 23 33% lost fold 6: test 2020-01-09 → 2020-05-12 · buy&hold +34.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +58.9% -17.2% 2.23 2 20% BEAT trendVol {"slow":8,"atrCapPct":10} +55.2% -23.3% 2.10 14 50% BEAT momentum {"look":7} +51.4% -32.7% 1.98 22 60% BEAT donchian {"n":2} +18.7% -42.5% 1.02 16 62% lost emaCross {"fast":2,"slow":4} +10.1% -43.3% 0.75 24 59% lost smaCross {"fast":2,"slow":4} +0.4% -54.0% 0.42 28 59% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 7: test 2020-05-13 → 2020-09-14 · buy&hold +98.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +52.2% -21.5% 2.27 19 55% lost smaCross {"fast":2,"slow":17} +37.2% -21.4% 1.82 12 51% lost donchian {"n":4} +31.8% -20.3% 1.60 13 56% lost trendVol {"slow":8,"atrCapPct":10} +29.4% -22.5% 1.51 25 54% lost momentum {"look":7} +23.3% -24.4% 1.30 25 54% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 8: test 2020-09-15 → 2021-01-17 · buy&hold +226.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":14} +255.0% -17.7% 4.72 7 80% BEAT donchian {"n":14} +232.5% -17.7% 4.48 1 79% BEAT smaCross {"fast":2,"slow":17} +174.4% -17.7% 3.85 11 72% lost trendVol {"slow":8,"atrCapPct":10} +75.3% -21.9% 2.44 28 61% lost emaCross {"fast":2,"slow":8} +71.9% -22.7% 2.32 23 66% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2021-01-18 → 2021-05-22 · buy&hold +86.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +132.1% -15.8% 3.56 14 66% BEAT smaCross {"fast":2,"slow":14} +108.7% -19.4% 3.09 10 65% BEAT trendVol {"slow":8,"atrCapPct":10} +92.0% -20.5% 2.80 24 61% BEAT donchian {"n":14} +32.5% -41.6% 1.34 4 79% lost momentum {"look":30} +27.0% -45.0% 1.22 7 68% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 10: test 2021-05-23 → 2021-09-24 · buy&hold +27.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +34.6% -15.9% 1.77 12 46% BEAT momentum {"look":7} +33.2% -18.7% 1.62 20 49% BEAT trendVol {"slow":8,"atrCapPct":10} +31.0% -16.0% 1.74 16 41% BEAT donchian {"n":7} +31.0% -24.7% 1.53 4 58% BEAT emaCross {"fast":2,"slow":8} +30.9% -18.5% 1.58 14 52% BEAT rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 11: test 2021-09-25 → 2022-01-27 · buy&hold -17.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":7} +3.4% -27.1% 0.45 4 50% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":14} -4.7% -29.3% -0.07 10 42% BEAT rsiRevert {"buy":25,"sell":55} -5.7% -6.1% -1.01 1 5% BEAT momentum {"look":7} -8.1% -23.6% -0.41 22 48% BEAT emaCross {"fast":2,"slow":8} -13.1% -32.9% -0.72 14 45% BEAT trendVol {"slow":8,"atrCapPct":10} -22.3% -35.5% -1.33 26 52% lost fold 12: test 2022-01-28 → 2022-06-01 · buy&hold -25.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +0.2% -16.0% 0.20 4 31% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -9.2% -25.4% -0.54 6 32% BEAT smaCross {"fast":2,"slow":14} -19.5% -24.5% -1.73 9 23% BEAT emaCross {"fast":2,"slow":8} -31.3% -35.3% -2.46 17 33% lost trendVol {"slow":8,"atrCapPct":10} -39.2% -43.8% -3.05 25 38% lost fold 13: test 2022-06-02 → 2022-10-04 · buy&hold -25.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":3} +31.3% -13.4% 1.63 28 50% BEAT rsiRevert {"buy":25,"sell":55} +26.7% -16.4% 1.61 2 24% BEAT smaCross {"fast":2,"slow":14} +16.2% -23.0% 0.99 10 46% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -14.3% -30.7% -0.35 6 46% BEAT fold 14: test 2022-10-05 → 2023-02-06 · buy&hold +18.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +27.4% -0.5% 4.38 2 10% BEAT smaCross {"fast":2,"slow":17} +16.8% -27.1% 1.15 7 54% lost momentum {"look":3} +13.4% -20.6% 1.12 42 54% lost donchian {"n":14} +12.7% -27.5% 0.95 5 52% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 15: test 2023-02-07 → 2023-06-11 · buy&hold +8.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +25.2% -2.9% 3.19 2 6% BEAT donchian {"n":14} +2.9% -17.4% 0.41 2 70% lost momentum {"look":3} +0.7% -14.6% 0.25 34 49% lost trendVol {"slow":8,"atrCapPct":3} +0.7% -3.4% 0.29 6 4% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":17} -6.9% -18.6% -0.41 16 46% lost emaCross {"fast":2,"slow":4} -9.4% -21.0% -0.51 32 53% lost fold 16: test 2023-06-12 → 2023-10-14 · buy&hold -11.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +2.9% -10.3% 0.54 2 36% BEAT trendVol {"slow":8,"atrCapPct":3} +0.4% -10.2% 0.16 16 22% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":8} -19.6% -19.9% -3.64 16 30% lost smaCross {"fast":2,"slow":14} -20.6% -22.8% -3.42 14 30% lost momentum {"look":7} -22.2% -26.5% -3.50 22 37% lost donchian {"n":14} -25.8% -25.8% -4.64 4 37% lost fold 17: test 2023-10-15 → 2024-02-16 · buy&hold +80.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":2} +38.1% -20.8% 2.31 15 66% lost smaCross {"fast":2,"slow":4} +27.7% -13.6% 2.12 33 57% lost momentum {"look":30} +5.7% -22.9% 0.61 11 62% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 18: test 2024-02-17 → 2024-06-20 · buy&hold +25.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":4} +19.0% -23.9% 1.25 25 50% lost donchian {"n":2} +10.7% -32.8% 0.81 15 58% lost smaCross {"fast":2,"slow":7} +5.8% -35.3% 0.56 20 51% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":14} -15.8% -29.2% -1.41 22 36% lost fold 19: test 2024-06-21 → 2024-10-23 · buy&hold -28.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +23.2% -19.6% 1.55 4 45% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":7} -0.4% -14.8% 0.14 22 45% BEAT trendVol {"slow":8,"atrCapPct":3} -4.3% -4.4% -2.01 2 2% BEAT donchian {"n":4} -7.1% -21.4% -0.48 7 34% BEAT emaCross {"fast":2,"slow":4} -7.8% -24.1% -0.53 30 50% BEAT momentum {"look":3} -17.1% -27.9% -1.57 42 50% BEAT fold 20: test 2024-10-24 → 2025-02-25 · buy&hold -1.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":4} -17.5% -35.4% -0.76 14 58% lost emaCross {"fast":2,"slow":4} -28.0% -39.0% -1.76 32 46% lost trendVol {"slow":8,"atrCapPct":10} -28.8% -44.9% -1.73 32 46% lost smaCross {"fast":2,"slow":7} -37.2% -46.2% -2.38 28 48% lost momentum {"look":3} -38.7% -49.4% -2.62 40 51% lost fold 21: test 2025-02-26 → 2025-06-30 · buy&hold -0.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":14} +22.1% -20.5% 1.29 14 44% BEAT smaCross {"fast":2,"slow":17} +16.0% -18.6% 1.06 11 43% BEAT donchian {"n":14} +11.6% -26.9% 0.85 4 44% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT fold 22: test 2025-07-01 → 2025-11-02 · buy&hold +57.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +22.5% -23.2% 1.60 18 50% lost momentum {"look":30} +1.0% -23.0% 0.32 8 50% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":14} -7.9% -29.2% -0.17 6 54% lost smaCross {"fast":2,"slow":17} -9.4% -28.4% -0.29 12 46% lost fold 23: test 2025-11-03 → 2026-03-07 · buy&hold -49.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":30,"sell":60} -8.9% -27.9% -0.15 3 65% BEAT donchian {"n":14} -16.8% -20.1% -1.72 4 26% BEAT momentum {"look":30} -21.1% -27.3% -2.89 14 18% BEAT emaCross {"fast":2,"slow":8} -24.0% -25.7% -2.36 16 32% BEAT smaCross {"fast":2,"slow":7} -26.9% -30.9% -2.45 21 42% BEAT trendVol {"slow":8,"atrCapPct":10} -27.8% -27.9% -2.46 22 40% BEAT fold 24: test 2026-03-08 → 2026-07-10 · buy&hold -8.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":7} +1.9% -20.0% 0.33 20 41% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -0.9% -12.7% 0.07 2 23% BEAT donchian {"n":2} -2.9% -18.4% -0.10 11 37% BEAT momentum {"look":3} -4.5% -24.1% -0.17 32 46% BEAT trendVol {"slow":8,"atrCapPct":10} -12.7% -25.5% -1.03 24 38% lost ---------------------------------------------------------------------------------------------------- ETHUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- smaCross 12/24 folds beat B&H compounded +451.7% worst fold -37.2% donchian 11/24 folds beat B&H compounded +251.5% worst fold -25.8% rsiRevert 14/24 folds beat B&H compounded +187.1% worst fold -8.9% momentum 13/24 folds beat B&H compounded +117.7% worst fold -38.7% emaCross 12/24 folds beat B&H compounded +115.3% worst fold -31.3% trendVol 13/24 folds beat B&H compounded +45.0% worst fold -39.2% kronosish 12/24 folds beat B&H compounded +0.0% worst fold +0.0% buy & hold compounded +171.5% ==================================================================================================== SOLUSDT 1d · 2177 bars 2020-08-11 → 2026-07-27 · 15 folds (train 250 → test 125 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2021-04-18 → 2021-08-20 · buy&hold +216.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +151.7% -9.7% 4.57 1 18% lost smaCross {"fast":2,"slow":17} +118.7% -37.5% 2.55 9 48% lost emaCross {"fast":2,"slow":8} +72.9% -47.0% 1.99 19 52% lost momentum {"look":30} +26.8% -46.9% 1.23 15 26% lost donchian {"n":7} +7.2% -63.9% 0.83 7 54% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 2: test 2021-08-21 → 2021-12-23 · buy&hold +141.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +56.6% -28.9% 1.96 21 50% lost trendVol {"slow":8,"atrCapPct":10} +15.0% -33.6% 0.95 23 30% lost momentum {"look":14} +2.9% -39.4% 0.48 10 47% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":17} -9.5% -32.2% -0.20 11 44% lost donchian {"n":14} -16.7% -35.0% -0.47 4 35% lost fold 3: test 2021-12-24 → 2022-04-27 · buy&hold -48.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +7.7% -29.0% 0.70 12 29% BEAT smaCross {"fast":2,"slow":14} +1.8% -27.4% 0.37 8 30% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":30} -5.2% -27.2% -0.07 8 30% BEAT emaCross {"fast":2,"slow":8} -21.3% -35.0% -1.01 14 33% BEAT rsiRevert {"buy":25,"sell":55} -30.6% -48.1% -0.92 2 60% BEAT donchian {"n":2} -36.6% -45.5% -1.74 17 50% BEAT fold 4: test 2022-04-28 → 2022-08-30 · buy&hold -68.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +9.4% -11.6% 0.86 8 20% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":4} -3.3% -36.6% 0.22 24 41% BEAT rsiRevert {"buy":25,"sell":55} -11.5% -51.4% 0.07 2 52% BEAT momentum {"look":3} -18.5% -40.1% -0.46 27 42% BEAT emaCross {"fast":2,"slow":4} -29.1% -51.2% -1.04 22 38% BEAT donchian {"n":2} -47.6% -50.6% -2.12 19 42% BEAT fold 5: test 2022-08-31 → 2023-01-02 · buy&hold -64.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":30} -20.3% -22.2% -2.62 10 11% BEAT trendVol {"slow":8,"atrCapPct":10} -24.6% -34.1% -1.46 20 28% BEAT donchian {"n":14} -26.0% -34.0% -1.66 2 8% BEAT smaCross {"fast":2,"slow":4} -33.5% -44.8% -1.74 31 37% BEAT fold 6: test 2023-01-03 → 2023-05-07 · buy&hold +91.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +24.8% -31.4% 1.15 33 50% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -19.4% -28.7% -1.10 15 38% lost donchian {"n":14} -44.2% -46.4% -2.87 5 50% lost fold 7: test 2023-05-08 → 2023-09-09 · buy&hold -10.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +24.4% -7.3% 2.15 2 18% BEAT donchian {"n":4} +22.7% -23.9% 1.34 9 43% BEAT smaCross {"fast":2,"slow":7} +17.4% -21.8% 1.14 17 49% BEAT momentum {"look":7} +16.0% -20.8% 1.10 19 45% BEAT emaCross {"fast":2,"slow":8} +12.3% -19.2% 0.91 16 42% BEAT trendVol {"slow":8,"atrCapPct":10} +12.2% -23.5% 0.90 22 45% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT fold 8: test 2023-09-10 → 2024-01-12 · buy&hold +374.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":7} +280.6% -23.0% 4.51 18 70% lost donchian {"n":4} +266.8% -24.5% 4.44 8 65% lost trendVol {"slow":8,"atrCapPct":10} +258.0% -24.8% 4.36 18 63% lost emaCross {"fast":2,"slow":8} +212.9% -32.1% 3.83 13 73% lost smaCross {"fast":2,"slow":4} +113.3% -33.5% 2.85 29 62% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2024-01-13 → 2024-05-16 · buy&hold +72.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":17} +79.2% -17.1% 2.87 7 57% BEAT momentum {"look":14} +71.3% -15.9% 2.79 19 56% lost emaCross {"fast":2,"slow":8} +43.2% -27.3% 1.97 19 56% lost trendVol {"slow":8,"atrCapPct":10} +42.1% -32.6% 2.05 21 50% lost donchian {"n":7} +35.9% -32.6% 1.64 7 67% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 10: test 2024-05-17 → 2024-09-18 · buy&hold -15.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":4} -5.2% -19.0% -0.01 24 40% BEAT trendVol {"slow":8,"atrCapPct":10} -8.5% -22.6% -0.27 20 39% BEAT smaCross {"fast":2,"slow":17} -22.0% -23.7% -1.43 12 30% lost donchian {"n":4} -27.1% -29.3% -1.59 9 45% lost momentum {"look":14} -31.0% -32.5% -2.00 15 32% lost fold 11: test 2024-09-19 → 2025-01-21 · buy&hold +86.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":4} +56.9% -13.1% 2.54 9 45% lost smaCross {"fast":2,"slow":17} +49.2% -18.4% 2.28 7 45% lost emaCross {"fast":2,"slow":4} +38.8% -32.2% 1.77 29 55% lost momentum {"look":3} +35.4% -25.1% 1.71 37 56% lost trendVol {"slow":8,"atrCapPct":10} +23.3% -31.4% 1.28 23 53% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 12: test 2025-01-22 → 2025-05-26 · buy&hold -30.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +16.6% -9.7% 1.40 7 33% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":4} -9.3% -33.8% -0.15 7 49% BEAT emaCross {"fast":2,"slow":4} -12.0% -37.8% -0.32 21 38% BEAT trendVol {"slow":8,"atrCapPct":10} -14.7% -35.4% -0.52 21 35% BEAT smaCross {"fast":2,"slow":14} -19.9% -29.4% -0.99 11 39% BEAT rsiRevert {"buy":25,"sell":55} -31.4% -47.5% -0.81 2 57% lost fold 13: test 2025-05-27 → 2025-09-28 · buy&hold +20.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":17} +37.1% -17.7% 1.92 6 61% BEAT trendVol {"slow":8,"atrCapPct":10} +29.3% -16.9% 1.73 22 51% BEAT emaCross {"fast":2,"slow":8} +12.0% -19.1% 0.91 18 57% lost rsiRevert {"buy":30,"sell":60} +10.4% -13.9% 1.07 2 22% lost momentum {"look":30} +3.1% -23.0% 0.44 8 61% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":2} -25.6% -29.4% -1.67 24 50% lost fold 14: test 2025-09-29 → 2026-01-31 · buy&hold -50.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":14} -4.2% -14.5% -0.41 12 24% BEAT emaCross {"fast":2,"slow":8} -10.8% -19.3% -1.12 14 30% BEAT donchian {"n":4} -23.9% -31.9% -2.66 10 34% BEAT trendVol {"slow":8,"atrCapPct":10} -24.7% -28.7% -2.53 24 35% BEAT smaCross {"fast":2,"slow":7} -32.1% -34.5% -3.42 26 38% BEAT fold 15: test 2026-02-01 → 2026-06-05 · buy&hold -39.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":17} -13.1% -18.3% -0.98 16 44% BEAT rsiRevert {"buy":30,"sell":60} -14.4% -14.4% -2.81 1 2% BEAT momentum {"look":7} -18.5% -26.3% -1.44 30 40% BEAT emaCross {"fast":2,"slow":8} -21.1% -23.6% -1.91 20 41% BEAT trendVol {"slow":8,"atrCapPct":10} -26.4% -28.9% -2.44 30 41% BEAT donchian {"n":14} -28.3% -28.3% -2.86 4 46% BEAT ---------------------------------------------------------------------------------------------------- SOLUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- trendVol 9/15 folds beat B&H compounded +912.8% worst fold -26.4% emaCross 8/15 folds beat B&H compounded +593.2% worst fold -29.1% smaCross 9/15 folds beat B&H compounded +447.3% worst fold -33.5% momentum 7/15 folds beat B&H compounded +329.6% worst fold -31.0% kronosish 8/15 folds beat B&H compounded +0.0% worst fold +0.0% rsiRevert 7/15 folds beat B&H compounded -50.5% worst fold -31.4% donchian 7/15 folds beat B&H compounded -68.5% worst fold -47.6% buy & hold compounded +151.4% ==================================================================================================== BTCUSDT 1d · 3267 bars 2017-08-17 → 2026-07-27 · 24 folds (train 250 → test 125 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2018-04-24 → 2018-08-26 · buy&hold -25.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +2.4% -24.2% 0.38 2 40% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":10} -4.9% -20.8% -0.17 17 42% BEAT emaCross {"fast":2,"slow":4} -9.9% -24.6% -0.56 21 44% BEAT smaCross {"fast":2,"slow":4} -12.5% -28.5% -0.83 33 44% BEAT momentum {"look":3} -19.3% -30.4% -1.43 35 43% BEAT donchian {"n":7} -25.0% -27.9% -2.25 8 32% BEAT fold 2: test 2018-08-27 → 2018-12-29 · buy&hold -45.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} -8.8% -9.6% -2.45 6 9% BEAT momentum {"look":3} -29.1% -30.2% -2.26 29 42% BEAT smaCross {"fast":2,"slow":4} -30.0% -33.1% -2.35 34 42% BEAT donchian {"n":2} -30.6% -32.9% -2.70 17 38% BEAT rsiRevert {"buy":30,"sell":60} -37.9% -46.1% -2.08 1 36% BEAT emaCross {"fast":2,"slow":4} -40.1% -42.0% -3.57 25 38% BEAT fold 3: test 2018-12-30 → 2019-05-03 · buy&hold +55.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +44.7% -9.1% 2.79 9 58% lost donchian {"n":2} +18.3% -18.1% 1.27 15 66% lost trendVol {"slow":8,"atrCapPct":10} +7.8% -19.2% 0.71 23 51% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":7} -7.2% -28.4% -0.28 29 60% lost fold 4: test 2019-05-04 → 2019-09-05 · buy&hold +82.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +4.0% -39.1% 0.50 11 46% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":14} -4.0% -36.7% 0.20 4 60% lost momentum {"look":30} -5.3% -41.2% 0.13 12 51% lost fold 5: test 2019-09-06 → 2020-01-08 · buy&hold -24.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +7.3% -14.5% 0.65 4 61% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -11.0% -15.5% -1.38 7 27% BEAT trendVol {"slow":8,"atrCapPct":10} -12.0% -19.7% -1.25 23 39% BEAT emaCross {"fast":2,"slow":8} -13.2% -20.7% -1.38 19 35% BEAT momentum {"look":14} -15.0% -18.2% -2.00 19 31% BEAT smaCross {"fast":2,"slow":17} -18.6% -25.7% -2.49 11 32% BEAT fold 6: test 2020-01-09 → 2020-05-12 · buy&hold +9.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +59.4% -12.8% 2.60 2 36% BEAT donchian {"n":2} +6.2% -27.0% 0.59 16 66% lost momentum {"look":3} +4.2% -26.0% 0.49 30 58% lost trendVol {"slow":8,"atrCapPct":10} +3.3% -24.9% 0.43 20 48% lost smaCross {"fast":2,"slow":4} +1.3% -28.6% 0.36 30 60% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":2,"slow":4} -6.0% -32.3% -0.10 24 55% lost fold 7: test 2020-05-13 → 2020-09-14 · buy&hold +20.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +0.9% -20.2% 0.26 12 40% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":14} -1.3% -17.8% 0.13 2 75% lost trendVol {"slow":8,"atrCapPct":10} -4.7% -23.2% -0.18 27 46% lost emaCross {"fast":2,"slow":4} -10.9% -22.7% -0.67 29 48% lost smaCross {"fast":2,"slow":7} -19.4% -23.3% -1.21 25 46% lost fold 8: test 2020-09-15 → 2021-01-17 · buy&hold +235.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":14} +223.9% -16.1% 5.74 1 80% lost momentum {"look":14} +211.8% -16.1% 5.55 9 81% lost smaCross {"fast":2,"slow":17} +189.4% -16.1% 5.25 7 78% lost trendVol {"slow":8,"atrCapPct":3} +10.7% -5.2% 1.96 10 14% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2021-01-18 → 2021-05-22 · buy&hold +4.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +54.2% -17.5% 2.38 16 58% BEAT emaCross {"fast":2,"slow":8} +43.7% -18.7% 2.02 12 60% BEAT smaCross {"fast":2,"slow":17} +10.9% -27.5% 0.79 8 53% BEAT donchian {"n":14} +2.6% -34.5% 0.45 4 60% lost rsiRevert {"buy":25,"sell":55} +1.8% -8.1% 0.34 1 2% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -6.4% -22.1% -0.14 10 48% lost fold 10: test 2021-05-23 → 2021-09-24 · buy&hold +13.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +16.6% -16.4% 1.26 14 44% BEAT rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":14} -3.5% -22.6% 0.05 14 50% lost trendVol {"slow":8,"atrCapPct":10} -5.1% -22.5% -0.10 20 45% lost donchian {"n":14} -13.7% -24.5% -0.41 4 74% lost emaCross {"fast":2,"slow":4} -26.4% -31.6% -1.62 31 50% lost fold 11: test 2021-09-25 → 2022-01-27 · buy&hold -13.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +1.6% -4.1% 0.54 1 5% BEAT momentum {"look":14} +0.5% -17.9% 0.21 8 33% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":8} -3.5% -27.9% -0.13 18 34% BEAT smaCross {"fast":2,"slow":14} -9.4% -25.7% -0.71 10 31% BEAT donchian {"n":14} -16.6% -28.8% -1.27 4 41% lost trendVol {"slow":8,"atrCapPct":10} -18.9% -41.3% -1.30 24 42% lost fold 12: test 2022-01-28 → 2022-06-01 · buy&hold -20.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -1.2% -8.6% 0.03 1 18% BEAT donchian {"n":7} -10.1% -21.0% -0.60 5 42% BEAT momentum {"look":14} -23.1% -26.6% -1.84 17 33% lost smaCross {"fast":2,"slow":14} -28.7% -30.2% -2.84 11 31% lost fold 13: test 2022-06-02 → 2022-10-04 · buy&hold -32.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +9.2% -10.7% 0.93 2 26% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -9.3% -26.9% -0.44 3 54% BEAT momentum {"look":14} -12.8% -28.6% -0.80 17 39% BEAT smaCross {"fast":2,"slow":7} -16.4% -22.5% -1.33 22 42% BEAT fold 14: test 2022-10-05 → 2023-02-06 · buy&hold +11.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +19.6% -12.9% 2.11 16 31% BEAT donchian {"n":7} +18.8% -17.0% 1.63 5 50% BEAT momentum {"look":30} +3.8% -21.7% 0.50 13 41% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":4} -7.0% -25.8% -0.64 34 56% lost fold 15: test 2023-02-07 → 2023-06-11 · buy&hold +13.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +21.8% -11.9% 1.78 6 44% BEAT rsiRevert {"buy":30,"sell":60} +20.4% -1.4% 2.64 2 4% BEAT donchian {"n":7} +2.2% -14.3% 0.36 6 43% lost trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":2,"slow":4} -3.4% -25.9% -0.05 32 45% lost smaCross {"fast":2,"slow":17} -13.8% -25.6% -1.17 16 43% lost fold 16: test 2023-06-12 → 2023-10-14 · buy&hold +3.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +4.4% -9.2% 0.75 2 36% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -1.9% -6.7% -0.32 5 27% lost donchian {"n":2} -2.5% -19.1% -0.15 10 60% lost trendVol {"slow":17,"atrCapPct":2} -2.6% -2.6% -3.10 4 2% lost emaCross {"fast":2,"slow":4} -3.1% -18.0% -0.26 20 40% lost smaCross {"fast":2,"slow":14} -15.5% -17.1% -2.58 12 39% lost fold 17: test 2023-10-15 → 2024-02-16 · buy&hold +93.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":2} +45.1% -12.5% 3.01 11 63% lost smaCross {"fast":2,"slow":4} +36.6% -20.3% 2.65 35 62% lost trendVol {"slow":8,"atrCapPct":10} +20.6% -20.2% 1.59 23 65% lost momentum {"look":30} +14.2% -17.9% 1.25 11 57% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 18: test 2024-02-17 → 2024-06-20 · buy&hold +24.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":4} +21.7% -16.1% 1.64 22 47% lost trendVol {"slow":8,"atrCapPct":3} +19.9% -0.3% 2.78 2 2% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":14} -7.5% -22.9% -0.39 18 46% lost donchian {"n":14} -7.9% -15.3% -0.33 4 56% lost smaCross {"fast":2,"slow":17} -22.6% -30.0% -1.71 16 46% lost fold 19: test 2024-06-21 → 2024-10-23 · buy&hold +2.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":7} +2.4% -14.8% 0.38 20 54% BEAT rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":2,"slow":4} -0.5% -17.5% 0.11 24 53% lost donchian {"n":2} -9.3% -15.9% -1.13 18 42% lost trendVol {"slow":8,"atrCapPct":3} -10.7% -10.7% -3.42 6 5% lost momentum {"look":14} -15.3% -19.8% -1.83 13 45% lost fold 20: test 2024-10-24 → 2025-02-25 · buy&hold +32.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":4} +4.6% -15.5% 0.54 26 54% lost donchian {"n":2} +2.7% -20.2% 0.39 18 53% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":3} -1.0% -17.6% 0.09 36 52% lost smaCross {"fast":2,"slow":7} -5.4% -24.0% -0.24 22 54% lost fold 21: test 2025-02-26 → 2025-06-30 · buy&hold +20.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +12.4% -11.4% 1.41 13 56% lost smaCross {"fast":2,"slow":17} +8.2% -12.5% 1.02 11 54% lost donchian {"n":14} +2.5% -11.0% 0.40 4 46% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":14} -0.5% -16.0% 0.08 17 56% lost trendVol {"slow":8,"atrCapPct":10} -13.3% -25.9% -1.27 25 57% lost fold 22: test 2025-07-01 → 2025-11-02 · buy&hold +2.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +12.6% -9.1% 1.91 14 42% BEAT rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":2,"slow":8} -7.1% -11.3% -0.88 16 46% lost smaCross {"fast":2,"slow":17} -10.1% -13.2% -1.32 12 40% lost momentum {"look":14} -12.7% -19.0% -1.72 17 44% lost donchian {"n":7} -12.8% -20.6% -1.74 9 47% lost fold 23: test 2025-11-03 → 2026-03-07 · buy&hold -39.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -2.6% -21.3% 0.06 4 60% BEAT trendVol {"slow":8,"atrCapPct":3} -6.5% -11.2% -1.58 6 11% BEAT smaCross {"fast":2,"slow":14} -11.1% -11.1% -1.44 11 34% BEAT momentum {"look":30} -13.5% -16.9% -2.41 12 20% BEAT emaCross {"fast":2,"slow":8} -15.6% -16.1% -2.13 17 32% BEAT donchian {"n":7} -18.8% -18.8% -3.17 5 25% BEAT fold 24: test 2026-03-08 → 2026-07-10 · buy&hold -5.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":14} +7.7% -8.5% 1.14 9 40% BEAT donchian {"n":2} +4.6% -7.8% 0.76 13 46% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -1.5% -11.7% -0.14 2 26% BEAT momentum {"look":14} -3.5% -16.1% -0.33 15 42% BEAT trendVol {"slow":8,"atrCapPct":3} -4.1% -7.5% -1.28 8 13% BEAT ---------------------------------------------------------------------------------------------------- BTCUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- rsiRevert 11/24 folds beat B&H compounded +46.3% worst fold -37.9% trendVol 10/24 folds beat B&H compounded +39.9% worst fold -18.9% donchian 8/24 folds beat B&H compounded +20.3% worst fold -30.6% kronosish 8/24 folds beat B&H compounded +0.0% worst fold +0.0% momentum 9/24 folds beat B&H compounded -17.8% worst fold -29.1% smaCross 9/24 folds beat B&H compounded -33.8% worst fold -30.0% emaCross 9/24 folds beat B&H compounded -58.2% worst fold -40.1% buy & hold compounded +561.1% ==================================================================================================== ETHUSDT 1d · 3267 bars 2017-08-17 → 2026-07-27 · 24 folds (train 250 → test 125 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2018-04-24 → 2018-08-26 · buy&hold -57.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -3.7% -14.8% -0.21 1 10% BEAT donchian {"n":14} -14.0% -14.0% -2.14 2 11% BEAT trendVol {"slow":8,"atrCapPct":10} -25.1% -38.4% -1.49 20 34% BEAT smaCross {"fast":2,"slow":4} -30.2% -32.2% -1.96 31 40% BEAT momentum {"look":7} -35.8% -45.9% -2.58 16 32% BEAT emaCross {"fast":2,"slow":8} -42.5% -45.2% -4.27 16 30% BEAT fold 2: test 2018-08-27 → 2018-12-29 · buy&hold -51.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +11.1% -21.9% 0.80 26 41% BEAT rsiRevert {"buy":20,"sell":50} +5.4% -39.5% 0.56 4 33% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":4} -8.6% -25.3% -0.12 23 36% BEAT momentum {"look":7} -20.5% -33.7% -0.69 21 35% BEAT donchian {"n":2} -26.1% -38.5% -0.97 18 38% BEAT trendVol {"slow":8,"atrCapPct":10} -30.7% -41.1% -1.38 26 29% BEAT fold 3: test 2018-12-30 → 2019-05-03 · buy&hold +26.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":14} +14.1% -24.9% 0.96 4 51% lost smaCross {"fast":2,"slow":4} +4.9% -29.1% 0.54 39 43% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":3} -22.4% -33.1% -1.19 41 48% lost fold 4: test 2019-05-04 → 2019-09-05 · buy&hold +3.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":7} +33.2% -24.4% 1.64 17 46% BEAT smaCross {"fast":2,"slow":4} +15.7% -30.3% 0.99 35 53% BEAT emaCross {"fast":2,"slow":4} +13.2% -38.3% 0.88 23 49% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":4} -4.6% -41.7% 0.13 9 55% lost fold 5: test 2019-09-06 → 2020-01-08 · buy&hold -19.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +2.3% -21.2% 0.36 2 34% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":8} -9.8% -25.9% -0.79 17 34% BEAT trendVol {"slow":8,"atrCapPct":10} -12.9% -31.6% -0.98 25 41% BEAT smaCross {"fast":2,"slow":17} -24.1% -31.4% -1.66 9 33% lost donchian {"n":7} -24.8% -35.6% -1.83 7 32% lost momentum {"look":14} -40.9% -43.7% -3.55 23 33% lost fold 6: test 2020-01-09 → 2020-05-12 · buy&hold +34.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +58.3% -17.2% 2.22 2 20% BEAT trendVol {"slow":8,"atrCapPct":10} +50.5% -24.3% 1.97 14 50% BEAT momentum {"look":7} +44.0% -34.5% 1.78 22 60% BEAT emaCross {"fast":2,"slow":8} +19.4% -35.7% 1.06 16 61% lost smaCross {"fast":2,"slow":7} +15.0% -41.8% 0.91 24 59% lost donchian {"n":2} +14.3% -43.3% 0.88 16 62% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 7: test 2020-05-13 → 2020-09-14 · buy&hold +98.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +45.3% -21.9% 2.05 19 55% lost momentum {"look":30} +44.6% -20.1% 2.11 8 56% lost smaCross {"fast":2,"slow":17} +33.4% -21.8% 1.69 12 51% lost donchian {"n":4} +27.6% -20.7% 1.45 13 56% lost trendVol {"slow":8,"atrCapPct":10} +21.8% -24.3% 1.23 25 54% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 8: test 2020-09-15 → 2021-01-17 · buy&hold +226.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":14} +250.1% -17.7% 4.67 7 80% BEAT donchian {"n":14} +232.3% -17.7% 4.48 1 79% BEAT smaCross {"fast":2,"slow":17} +167.7% -17.7% 3.76 11 72% lost trendVol {"slow":8,"atrCapPct":10} +63.5% -23.7% 2.18 28 61% lost emaCross {"fast":2,"slow":8} +62.4% -24.1% 2.11 23 66% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2021-01-18 → 2021-05-22 · buy&hold +85.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +125.4% -16.3% 3.45 14 66% BEAT smaCross {"fast":2,"slow":14} +104.4% -19.6% 3.02 10 65% BEAT trendVol {"slow":8,"atrCapPct":10} +81.8% -21.1% 2.60 24 61% lost donchian {"n":14} +31.3% -41.8% 1.31 4 79% lost momentum {"look":30} +24.7% -45.1% 1.16 7 68% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 10: test 2021-05-23 → 2021-09-24 · buy&hold +27.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +48.4% -24.9% 2.24 2 49% BEAT smaCross {"fast":2,"slow":14} +30.9% -16.5% 1.63 12 46% BEAT donchian {"n":7} +29.8% -24.9% 1.49 4 58% BEAT emaCross {"fast":2,"slow":8} +26.6% -19.0% 1.42 14 52% lost trendVol {"slow":8,"atrCapPct":10} +26.3% -16.7% 1.54 16 41% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 11: test 2021-09-25 → 2022-01-27 · buy&hold -17.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":7} +2.5% -27.6% 0.40 4 50% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -5.9% -6.4% -1.04 1 5% BEAT smaCross {"fast":2,"slow":14} -7.0% -30.9% -0.23 10 42% BEAT momentum {"look":7} -13.0% -26.5% -0.81 22 48% BEAT emaCross {"fast":2,"slow":8} -16.1% -34.8% -0.95 14 45% BEAT trendVol {"slow":8,"atrCapPct":10} -27.4% -38.6% -1.73 26 52% lost fold 12: test 2022-01-28 → 2022-06-01 · buy&hold -25.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":30} -0.8% -16.2% 0.12 4 31% BEAT donchian {"n":7} -10.7% -26.1% -0.66 6 32% BEAT smaCross {"fast":2,"slow":14} -21.4% -25.7% -1.93 9 23% BEAT emaCross {"fast":2,"slow":8} -34.6% -38.2% -2.79 17 33% lost trendVol {"slow":8,"atrCapPct":10} -43.4% -47.6% -3.46 25 38% lost fold 13: test 2022-06-02 → 2022-10-04 · buy&hold -25.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +26.1% -16.5% 1.59 2 24% BEAT momentum {"look":3} +22.9% -14.6% 1.30 28 50% BEAT smaCross {"fast":2,"slow":14} +13.4% -23.8% 0.88 10 46% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":7} -15.7% -31.3% -0.42 6 46% BEAT fold 14: test 2022-10-05 → 2023-02-06 · buy&hold +18.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":3} +26.9% -0.5% 4.28 2 10% BEAT smaCross {"fast":2,"slow":17} +14.8% -27.9% 1.05 7 54% lost donchian {"n":14} +11.3% -28.3% 0.87 5 52% lost momentum {"look":3} +2.1% -24.8% 0.35 42 54% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 15: test 2023-02-07 → 2023-06-11 · buy&hold +8.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +24.7% -2.9% 3.14 2 6% BEAT donchian {"n":14} +2.4% -17.7% 0.37 2 70% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} -0.8% -4.6% -0.27 6 4% lost emaCross {"fast":2,"slow":8} -2.0% -18.2% 0.04 16 49% lost smaCross {"fast":2,"slow":17} -10.7% -20.1% -0.74 16 46% lost momentum {"look":14} -19.2% -31.0% -1.41 18 54% lost fold 16: test 2023-06-12 → 2023-10-14 · buy&hold -11.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +2.4% -10.3% 0.46 2 36% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} -3.5% -13.0% -0.50 16 22% BEAT smaCross {"fast":2,"slow":17} -20.5% -25.4% -3.49 14 25% lost emaCross {"fast":2,"slow":8} -23.0% -23.1% -4.31 16 30% lost momentum {"look":7} -26.7% -30.6% -4.34 22 37% lost donchian {"n":14} -26.7% -26.7% -4.73 4 37% lost fold 17: test 2023-10-15 → 2024-02-16 · buy&hold +79.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":2} +33.3% -22.1% 2.08 15 66% lost smaCross {"fast":2,"slow":4} +17.8% -15.9% 1.47 33 57% lost momentum {"look":30} +2.9% -24.4% 0.41 11 62% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 18: test 2024-02-17 → 2024-06-20 · buy&hold +25.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":7} +0.7% -37.5% 0.29 20 51% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":14} -20.5% -32.9% -1.93 22 36% lost donchian {"n":14} -33.9% -40.9% -3.03 6 34% lost fold 19: test 2024-06-21 → 2024-10-23 · buy&hold -28.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +22.1% -19.7% 1.49 4 45% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} -4.8% -4.8% -2.23 2 2% BEAT smaCross {"fast":2,"slow":7} -5.8% -17.4% -0.32 22 45% BEAT donchian {"n":4} -8.8% -22.2% -0.65 7 34% BEAT momentum {"look":7} -13.1% -30.5% -0.94 19 44% BEAT emaCross {"fast":2,"slow":4} -14.9% -27.5% -1.20 30 50% BEAT fold 20: test 2024-10-24 → 2025-02-25 · buy&hold -1.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":4} -20.4% -36.9% -0.95 14 58% lost momentum {"look":7} -23.2% -40.9% -1.30 28 49% lost emaCross {"fast":2,"slow":4} -33.9% -43.5% -2.27 32 46% lost trendVol {"slow":8,"atrCapPct":10} -34.5% -48.8% -2.21 32 46% lost smaCross {"fast":2,"slow":7} -41.8% -49.8% -2.80 28 48% lost fold 21: test 2025-02-26 → 2025-06-30 · buy&hold -0.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":14} +18.2% -22.4% 1.12 14 44% BEAT smaCross {"fast":2,"slow":17} +12.9% -19.7% 0.92 11 43% BEAT donchian {"n":14} +10.6% -27.4% 0.80 4 44% BEAT emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":17,"atrCapPct":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT fold 22: test 2025-07-01 → 2025-11-02 · buy&hold +56.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +17.5% -25.9% 1.31 18 50% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -1.0% -24.0% 0.22 8 50% lost donchian {"n":14} -9.3% -29.8% -0.24 6 54% lost smaCross {"fast":2,"slow":17} -12.0% -29.7% -0.46 12 46% lost fold 23: test 2025-11-03 → 2026-03-07 · buy&hold -49.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":30,"sell":60} -9.6% -28.3% -0.18 3 65% BEAT donchian {"n":14} -17.7% -20.8% -1.83 4 26% BEAT momentum {"look":30} -23.9% -29.1% -3.36 14 18% BEAT emaCross {"fast":2,"slow":8} -27.2% -28.7% -2.73 16 32% BEAT smaCross {"fast":2,"slow":7} -30.9% -32.8% -2.92 21 42% BEAT trendVol {"slow":8,"atrCapPct":10} -32.0% -32.0% -2.94 22 40% BEAT fold 24: test 2026-03-08 → 2026-07-10 · buy&hold -9.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -1.4% -12.8% 0.03 2 23% BEAT smaCross {"fast":2,"slow":7} -3.2% -23.3% -0.08 20 41% BEAT donchian {"n":2} -5.6% -20.1% -0.36 11 37% BEAT momentum {"look":3} -12.1% -29.6% -0.80 32 46% lost ---------------------------------------------------------------------------------------------------- ETHUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- rsiRevert 14/24 folds beat B&H compounded +170.8% worst fold -9.6% smaCross 12/24 folds beat B&H compounded +128.8% worst fold -41.8% donchian 11/24 folds beat B&H compounded +37.8% worst fold -33.9% momentum 12/24 folds beat B&H compounded +15.2% worst fold -40.9% kronosish 12/24 folds beat B&H compounded +0.0% worst fold +0.0% emaCross 11/24 folds beat B&H compounded -13.9% worst fold -42.5% trendVol 11/24 folds beat B&H compounded -34.3% worst fold -43.4% buy & hold compounded +154.6% ==================================================================================================== SOLUSDT 1d · 2177 bars 2020-08-11 → 2026-07-27 · 15 folds (train 250 → test 125 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2021-04-18 → 2021-08-20 · buy&hold +216.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +151.4% -9.8% 4.56 1 18% lost smaCross {"fast":2,"slow":17} +113.8% -37.6% 2.49 9 48% lost emaCross {"fast":2,"slow":8} +63.8% -49.7% 1.86 19 52% lost momentum {"look":30} +20.8% -47.7% 1.10 15 26% lost donchian {"n":7} +4.7% -64.6% 0.78 7 54% lost rsiRevert {"buy":30,"sell":60} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 2: test 2021-08-21 → 2021-12-23 · buy&hold +141.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":8} +49.6% -30.4% 1.80 21 50% lost trendVol {"slow":8,"atrCapPct":10} +9.0% -35.8% 0.70 23 30% lost momentum {"look":14} +0.3% -40.1% 0.39 10 47% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost smaCross {"fast":2,"slow":17} -12.1% -33.1% -0.35 11 44% lost donchian {"n":14} -17.7% -35.3% -0.52 4 35% lost fold 3: test 2021-12-24 → 2022-04-27 · buy&hold -48.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +4.3% -30.6% 0.50 12 29% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":14} -0.3% -27.8% 0.26 8 30% BEAT momentum {"look":30} -7.1% -27.3% -0.19 8 30% BEAT emaCross {"fast":2,"slow":8} -24.3% -36.6% -1.21 14 33% BEAT rsiRevert {"buy":25,"sell":55} -31.1% -48.2% -0.94 2 60% BEAT donchian {"n":2} -39.8% -48.0% -1.96 17 50% BEAT fold 4: test 2022-04-28 → 2022-08-30 · buy&hold -68.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":8,"atrCapPct":10} +7.3% -12.5% 0.71 8 20% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":2,"slow":4} -9.5% -38.5% -0.04 24 41% BEAT rsiRevert {"buy":25,"sell":55} -12.0% -51.5% 0.06 2 52% BEAT momentum {"look":3} -24.5% -41.4% -0.77 27 42% BEAT emaCross {"fast":2,"slow":4} -33.9% -53.0% -1.31 22 38% BEAT donchian {"n":2} -50.7% -52.7% -2.32 19 42% BEAT fold 5: test 2022-08-31 → 2023-01-02 · buy&hold -64.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":30} -22.4% -24.1% -2.88 10 11% BEAT donchian {"n":14} -26.5% -34.3% -1.70 2 8% BEAT trendVol {"slow":8,"atrCapPct":10} -28.5% -37.4% -1.79 20 28% BEAT smaCross {"fast":2,"slow":4} -39.2% -49.1% -2.18 31 37% BEAT fold 6: test 2023-01-03 → 2023-05-07 · buy&hold +91.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":4} +15.6% -33.3% 0.89 33 50% lost emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost momentum {"look":30} -22.7% -31.1% -1.35 15 38% lost donchian {"n":14} -45.1% -47.2% -2.96 5 50% lost fold 7: test 2023-05-08 → 2023-09-09 · buy&hold -10.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +23.9% -7.6% 2.10 2 18% BEAT donchian {"n":4} +20.2% -24.9% 1.23 9 43% BEAT smaCross {"fast":2,"slow":7} +12.7% -23.6% 0.92 17 49% BEAT momentum {"look":7} +10.8% -22.7% 0.83 19 45% BEAT emaCross {"fast":2,"slow":8} +8.0% -20.6% 0.68 16 42% BEAT trendVol {"slow":8,"atrCapPct":10} +6.4% -25.9% 0.60 22 45% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT fold 8: test 2023-09-10 → 2024-01-12 · buy&hold +373.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":7} +268.0% -23.4% 4.40 18 70% lost donchian {"n":4} +261.0% -24.8% 4.38 8 65% lost emaCross {"fast":2,"slow":8} +204.9% -32.6% 3.75 13 73% lost smaCross {"fast":2,"slow":4} +100.5% -34.6% 2.65 29 62% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost trendVol {"slow":8,"atrCapPct":3} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 9: test 2024-01-13 → 2024-05-16 · buy&hold +72.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":17} +76.6% -17.8% 2.80 7 57% BEAT momentum {"look":14} +64.4% -16.8% 2.59 19 56% lost emaCross {"fast":2,"slow":8} +37.3% -29.1% 1.77 19 56% lost trendVol {"slow":8,"atrCapPct":10} +35.6% -34.5% 1.81 21 50% lost donchian {"n":7} +33.8% -33.3% 1.57 7 67% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 10: test 2024-05-17 → 2024-09-18 · buy&hold -16.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":2,"slow":4} -11.0% -21.4% -0.35 24 40% BEAT trendVol {"slow":8,"atrCapPct":10} -13.2% -24.0% -0.57 20 39% BEAT smaCross {"fast":2,"slow":17} -24.6% -25.0% -1.66 12 30% lost donchian {"n":4} -28.9% -31.0% -1.73 9 45% lost momentum {"look":14} -33.9% -35.1% -2.25 15 32% lost fold 11: test 2024-09-19 → 2025-01-21 · buy&hold +86.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":4} +53.7% -13.7% 2.44 9 45% lost smaCross {"fast":2,"slow":17} +46.9% -19.0% 2.21 7 45% lost emaCross {"fast":2,"slow":4} +29.5% -34.6% 1.46 29 55% lost momentum {"look":3} +23.9% -28.1% 1.30 37 56% lost trendVol {"slow":8,"atrCapPct":10} +16.5% -33.3% 1.02 23 53% lost rsiRevert {"buy":25,"sell":55} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 12: test 2025-01-22 → 2025-05-26 · buy&hold -30.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":30} +14.6% -10.6% 1.26 7 33% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":4} -11.1% -34.4% -0.24 7 49% BEAT emaCross {"fast":2,"slow":4} -17.1% -40.1% -0.59 21 38% BEAT trendVol {"slow":8,"atrCapPct":10} -19.6% -37.6% -0.82 21 35% BEAT smaCross {"fast":2,"slow":14} -22.4% -30.8% -1.15 11 39% BEAT rsiRevert {"buy":25,"sell":55} -31.9% -47.6% -0.83 2 57% lost fold 13: test 2025-05-27 → 2025-09-28 · buy&hold +20.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":2,"slow":17} +35.2% -18.5% 1.85 6 61% BEAT trendVol {"slow":8,"atrCapPct":10} +22.5% -18.3% 1.42 22 51% BEAT rsiRevert {"buy":30,"sell":60} +9.9% -13.9% 1.02 2 22% lost emaCross {"fast":2,"slow":8} +7.0% -20.6% 0.64 18 57% lost momentum {"look":30} +1.1% -23.6% 0.34 8 61% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost donchian {"n":2} -30.4% -32.3% -2.10 24 50% lost fold 14: test 2025-09-29 → 2026-01-31 · buy&hold -50.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":14} -6.4% -14.6% -0.88 2 14% BEAT momentum {"look":14} -7.1% -15.8% -0.78 12 24% BEAT smaCross {"fast":2,"slow":17} -14.5% -21.8% -1.77 10 25% BEAT trendVol {"slow":8,"atrCapPct":10} -29.6% -32.4% -3.15 24 35% BEAT fold 15: test 2026-02-01 → 2026-06-05 · buy&hold -40.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":2,"slow":2} +0.0% +0.0% 0.00 0 0% BEAT kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":30,"sell":60} -14.6% -14.6% -2.83 1 2% BEAT smaCross {"fast":2,"slow":17} -16.7% -19.6% -1.33 16 44% BEAT momentum {"look":7} -24.8% -31.0% -2.07 30 40% BEAT donchian {"n":14} -29.1% -29.1% -2.96 4 46% BEAT trendVol {"slow":8,"atrCapPct":10} -32.4% -33.6% -3.13 30 41% BEAT ---------------------------------------------------------------------------------------------------- SOLUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- emaCross 8/15 folds beat B&H compounded +467.3% worst fold -33.9% smaCross 9/15 folds beat B&H compounded +294.4% worst fold -39.2% momentum 7/15 folds beat B&H compounded +126.1% worst fold -33.9% trendVol 9/15 folds beat B&H compounded +49.9% worst fold -32.4% kronosish 8/15 folds beat B&H compounded +0.0% worst fold +0.0% rsiRevert 7/15 folds beat B&H compounded -52.0% worst fold -31.9% donchian 7/15 folds beat B&H compounded -73.1% worst fold -50.7% buy & hold compounded +139.9% wrote /root/aikash/products/quantdesk/results-1d.json