==================================================================================================== BTCUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -26.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +14.3% -7.0% 2.10 4 5% BEAT kronosish {"order":2,"edge":0.02} -17.2% -21.8% -2.09 110 10% BEAT emaCross {"fast":3,"slow":24} -21.8% -35.4% -1.84 54 41% BEAT trendVol {"slow":50,"atrCapPct":3} -26.1% -37.0% -2.42 54 38% lost smaCross {"fast":3,"slow":24} -29.0% -42.2% -2.34 56 44% lost momentum {"look":18} -36.1% -46.7% -3.06 76 45% lost donchian {"n":12} -37.5% -51.3% -3.12 33 46% lost fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -55.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} -6.7% -8.4% -1.77 100 9% BEAT donchian {"n":84} -13.4% -20.5% -1.57 4 21% BEAT smaCross {"fast":6,"slow":100} -25.1% -25.3% -2.49 14 29% BEAT rsiRevert {"buy":20,"sell":50} -28.8% -28.8% -2.90 3 9% BEAT momentum {"look":84} -31.0% -31.0% -2.91 50 34% BEAT trendVol {"slow":50,"atrCapPct":10} -36.8% -42.7% -3.31 60 33% BEAT emaCross {"fast":3,"slow":24} -37.4% -40.3% -3.52 52 33% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold +1.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +0.5% -3.1% 0.21 2 4% lost kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% lost momentum {"look":180} -2.6% -13.3% -0.09 16 30% lost smaCross {"fast":6,"slow":100} -13.7% -24.6% -0.93 18 40% lost trendVol {"slow":100,"atrCapPct":2} -15.4% -16.9% -1.72 38 22% lost emaCross {"fast":2,"slow":12} -19.6% -29.2% -1.24 88 45% lost donchian {"n":24} -21.8% -22.8% -1.62 16 48% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold +24.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +31.7% -7.4% 2.81 21 46% BEAT momentum {"look":180} +30.9% -10.9% 2.68 19 52% BEAT smaCross {"fast":3,"slow":24} +25.8% -14.0% 2.36 48 55% BEAT emaCross {"fast":2,"slow":12} +16.5% -13.3% 1.57 90 55% lost donchian {"n":84} +3.7% -17.9% 0.49 7 47% lost rsiRevert {"buy":30,"sell":60} -14.1% -20.7% -1.37 6 30% lost kronosish {"order":3,"edge":0.05} -20.0% -22.0% -2.14 229 20% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold +26.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":12} +28.2% -16.8% 2.02 23 50% BEAT momentum {"look":180} +9.7% -14.2% 1.12 17 38% lost smaCross {"fast":3,"slow":24} +8.9% -24.3% 0.83 50 49% lost kronosish {"order":3,"edge":0.05} +8.5% -4.6% 1.30 110 8% lost emaCross {"fast":3,"slow":24} +6.4% -27.2% 0.66 48 47% lost rsiRevert {"buy":30,"sell":60} +2.4% -16.8% 0.40 10 30% lost trendVol {"slow":100,"atrCapPct":2} -12.3% -25.3% -1.16 37 40% lost fold 6: test 2023-06-28 → 2023-10-31 · buy&hold +12.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} +28.5% -5.8% 3.57 5 34% BEAT smaCross {"fast":6,"slow":100} +14.0% -8.3% 1.92 11 39% BEAT emaCross {"fast":6,"slow":50} +10.9% -15.1% 1.41 19 41% lost donchian {"n":24} +10.4% -16.8% 1.19 11 62% lost trendVol {"slow":50,"atrCapPct":3} +7.0% -16.8% 0.94 43 42% lost rsiRevert {"buy":20,"sell":50} -6.9% -9.8% -1.90 2 5% lost kronosish {"order":3,"edge":0.05} -12.3% -14.3% -3.68 136 11% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +93.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":24} +62.3% -12.1% 4.27 13 65% lost smaCross {"fast":6,"slow":100} +58.9% -15.8% 4.00 15 69% lost trendVol {"slow":50,"atrCapPct":3} +53.8% -8.7% 3.84 45 61% lost momentum {"look":180} +38.4% -20.2% 2.87 31 59% lost emaCross {"fast":6,"slow":50} +36.9% -18.1% 2.74 25 69% lost kronosish {"order":3,"edge":0.05} +8.1% -7.4% 1.34 135 11% lost rsiRevert {"buy":25,"sell":55} +3.5% -2.9% 1.17 2 3% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold -14.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +8.7% -16.0% 0.90 11 36% BEAT momentum {"look":180} -2.3% -9.5% -0.18 20 32% BEAT kronosish {"order":3,"edge":0.05} -5.5% -12.6% -0.68 126 10% BEAT emaCross {"fast":6,"slow":50} -15.2% -16.9% -1.40 24 38% lost donchian {"n":84} -16.8% -18.0% -2.02 4 29% lost trendVol {"slow":100,"atrCapPct":2} -18.6% -21.5% -2.05 38 36% lost smaCross {"fast":6,"slow":100} -18.7% -22.2% -2.03 20 36% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +34.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":42} +11.6% -19.6% 1.14 9 56% lost smaCross {"fast":6,"slow":42} +11.4% -14.7% 1.15 23 57% lost rsiRevert {"buy":25,"sell":55} +10.2% -11.9% 1.26 6 17% lost emaCross {"fast":6,"slow":50} +4.9% -19.4% 0.61 27 57% lost trendVol {"slow":50,"atrCapPct":10} +4.1% -16.1% 0.52 39 57% lost kronosish {"order":2,"edge":0.02} +3.0% -10.3% 0.58 126 10% lost momentum {"look":42} -6.9% -25.0% -0.44 55 59% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold +10.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +9.0% -14.1% 1.20 6 8% lost kronosish {"order":2,"edge":0.02} -8.4% -20.7% -0.76 242 22% lost emaCross {"fast":3,"slow":24} -9.4% -21.6% -0.56 47 49% lost donchian {"n":12} -12.2% -25.5% -0.77 26 54% lost momentum {"look":18} -12.3% -23.8% -0.77 89 50% lost smaCross {"fast":3,"slow":24} -18.1% -28.2% -1.36 51 50% lost trendVol {"slow":50,"atrCapPct":3} -22.4% -29.6% -2.00 52 43% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +40.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +25.7% -10.9% 2.56 17 61% lost donchian {"n":42} +23.3% -11.2% 2.35 7 69% lost momentum {"look":84} +20.2% -16.7% 2.02 45 64% lost emaCross {"fast":3,"slow":24} +17.2% -9.3% 1.76 53 61% lost rsiRevert {"buy":25,"sell":55} +16.3% -6.1% 2.69 4 3% lost smaCross {"fast":3,"slow":24} +6.7% -12.2% 0.82 54 57% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -24.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":4,"edge":0.03} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":6,"slow":50} -5.1% -11.9% -0.72 22 37% BEAT donchian {"n":42} -5.8% -11.0% -0.94 8 32% BEAT smaCross {"fast":6,"slow":100} -9.1% -16.3% -1.37 12 33% BEAT trendVol {"slow":100,"atrCapPct":2} -10.6% -14.6% -1.73 34 33% BEAT rsiRevert {"buy":30,"sell":60} -11.0% -14.8% -1.32 11 33% BEAT momentum {"look":84} -17.4% -17.4% -2.74 38 37% BEAT fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -22.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT smaCross {"fast":6,"slow":100} -8.1% -13.8% -0.92 17 36% BEAT rsiRevert {"buy":20,"sell":50} -8.2% -20.3% -1.05 4 12% BEAT trendVol {"slow":100,"atrCapPct":2} -10.1% -14.8% -1.35 33 32% BEAT momentum {"look":180} -16.2% -19.7% -2.49 37 34% BEAT donchian {"n":12} -17.2% -26.1% -1.75 24 44% BEAT emaCross {"fast":6,"slow":50} -25.3% -26.6% -3.23 35 37% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -7.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} -0.4% -5.0% -0.11 102 9% BEAT momentum {"look":84} -0.7% -17.7% 0.04 29 51% BEAT trendVol {"slow":100,"atrCapPct":2} -0.8% -14.8% 0.02 29 50% BEAT smaCross {"fast":3,"slow":24} -2.2% -15.5% -0.12 43 51% BEAT emaCross {"fast":2,"slow":12} -7.1% -16.1% -0.78 83 51% lost donchian {"n":12} -8.1% -16.8% -0.84 27 53% lost rsiRevert {"buy":20,"sell":50} -9.0% -13.3% -1.93 2 4% lost ---------------------------------------------------------------------------------------------------- BTCUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- rsiRevert 5/14 folds beat B&H compounded -21.8% worst fold -28.8% smaCross 6/14 folds beat B&H compounded -26.3% worst fold -29.0% donchian 4/14 folds beat B&H compounded -27.4% worst fold -37.5% momentum 7/14 folds beat B&H compounded -27.8% worst fold -36.1% kronosish 6/14 folds beat B&H compounded -43.5% worst fold -20.0% trendVol 5/14 folds beat B&H compounded -50.6% worst fold -36.8% emaCross 3/14 folds beat B&H compounded -54.0% worst fold -37.4% buy & hold compounded +11.4% ==================================================================================================== ETHUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -18.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +7.8% -17.4% 0.80 8 15% BEAT smaCross {"fast":6,"slow":42} -15.8% -41.0% -0.78 24 53% BEAT trendVol {"slow":50,"atrCapPct":10} -18.7% -39.6% -1.07 54 49% BEAT momentum {"look":180} -20.7% -21.8% -1.88 20 18% lost donchian {"n":42} -22.6% -42.1% -1.53 10 38% lost kronosish {"order":2,"edge":0.02} -26.6% -33.4% -1.97 194 18% lost emaCross {"fast":3,"slow":24} -40.2% -52.3% -2.73 62 53% lost fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -66.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":180} -4.2% -19.8% -0.28 4 27% BEAT emaCross {"fast":6,"slow":50} -20.1% -30.6% -1.54 18 27% BEAT smaCross {"fast":6,"slow":42} -21.6% -38.9% -1.49 26 32% BEAT trendVol {"slow":50,"atrCapPct":10} -25.3% -32.0% -1.87 36 30% BEAT donchian {"n":24} -37.4% -45.2% -2.95 16 37% BEAT rsiRevert {"buy":25,"sell":55} -50.8% -52.6% -3.42 5 28% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold +31.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +2.4% -5.5% 0.59 2 3% lost donchian {"n":84} -3.7% -36.1% 0.08 4 35% lost emaCross {"fast":6,"slow":50} -5.9% -28.5% -0.03 30 44% lost trendVol {"slow":100,"atrCapPct":2} -6.3% -9.7% -1.36 16 6% lost smaCross {"fast":6,"slow":42} -13.3% -33.5% -0.45 30 50% lost kronosish {"order":3,"edge":0.02} -14.5% -26.5% -1.28 114 9% lost momentum {"look":42} -33.9% -37.2% -1.85 54 49% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold +27.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +13.2% -15.9% 1.18 43 45% lost momentum {"look":180} +11.0% -12.0% 1.03 31 47% lost donchian {"n":84} +9.6% -15.4% 0.92 5 48% lost emaCross {"fast":3,"slow":24} +8.3% -18.4% 0.79 48 57% lost smaCross {"fast":12,"slow":84} -4.2% -20.1% -0.13 15 53% lost rsiRevert {"buy":30,"sell":60} -16.9% -25.9% -0.99 6 30% lost kronosish {"order":2,"edge":0.02} -19.7% -25.5% -1.69 245 21% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold +12.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +9.1% -7.1% 1.41 8 12% lost smaCross {"fast":3,"slow":24} +7.5% -13.6% 0.74 48 50% lost donchian {"n":12} +0.5% -20.9% 0.22 26 47% lost trendVol {"slow":50,"atrCapPct":10} +0.0% -22.1% 0.19 56 52% lost kronosish {"order":2,"edge":0.02} -3.6% -9.6% -0.47 128 10% lost emaCross {"fast":3,"slow":24} -10.9% -23.0% -0.67 58 52% lost momentum {"look":18} -11.3% -20.8% -0.73 90 50% lost fold 6: test 2023-06-28 → 2023-10-31 · buy&hold -3.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":6,"slow":50} -0.2% -14.6% 0.09 17 31% BEAT trendVol {"slow":50,"atrCapPct":10} -1.0% -18.3% -0.01 37 36% BEAT rsiRevert {"buy":25,"sell":55} -2.8% -10.3% -0.60 6 8% BEAT smaCross {"fast":3,"slow":24} -5.8% -20.6% -0.60 55 39% lost donchian {"n":24} -7.3% -19.9% -0.79 13 38% lost momentum {"look":42} -10.6% -23.1% -1.27 48 37% lost kronosish {"order":3,"edge":0.05} -13.0% -16.7% -2.63 210 17% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +98.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":12} +62.7% -14.0% 3.69 19 64% lost smaCross {"fast":3,"slow":24} +53.0% -17.0% 3.27 49 62% lost trendVol {"slow":50,"atrCapPct":10} +50.3% -16.9% 3.19 51 62% lost momentum {"look":180} +42.9% -20.5% 2.88 21 63% lost emaCross {"fast":6,"slow":50} +37.7% -21.7% 2.48 29 64% lost kronosish {"order":2,"edge":0.02} +3.6% -3.9% 1.02 100 8% lost rsiRevert {"buy":25,"sell":55} -1.4% -6.6% -0.27 2 6% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold -16.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} +15.2% -14.1% 1.45 4 26% BEAT rsiRevert {"buy":30,"sell":60} +10.8% -13.5% 0.96 13 36% BEAT kronosish {"order":2,"edge":0.02} +1.7% -18.7% 0.32 126 11% BEAT emaCross {"fast":3,"slow":24} -5.4% -22.4% -0.23 52 42% BEAT trendVol {"slow":50,"atrCapPct":10} -8.1% -19.3% -0.48 54 37% BEAT smaCross {"fast":6,"slow":42} -14.7% -23.5% -0.96 30 39% BEAT donchian {"n":12} -17.8% -28.1% -1.18 24 43% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +2.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":6,"slow":42} +13.0% -18.5% 1.20 27 50% BEAT emaCross {"fast":3,"slow":24} +10.8% -27.9% 1.05 45 50% BEAT momentum {"look":180} +8.9% -13.8% 1.17 15 27% BEAT trendVol {"slow":50,"atrCapPct":10} +1.7% -24.9% 0.32 51 42% lost donchian {"n":24} -1.0% -22.8% 0.08 17 49% lost rsiRevert {"buy":30,"sell":60} -2.8% -28.5% 0.08 14 39% lost kronosish {"order":3,"edge":0.05} -15.7% -22.4% -1.19 226 20% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold -36.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +4.8% -20.5% 0.53 13 39% BEAT donchian {"n":84} -11.3% -22.4% -1.07 4 22% BEAT trendVol {"slow":50,"atrCapPct":3} -24.1% -40.0% -1.91 64 40% BEAT emaCross {"fast":2,"slow":12} -30.6% -35.6% -2.02 91 46% BEAT kronosish {"order":3,"edge":0.05} -31.8% -40.5% -2.26 126 11% BEAT smaCross {"fast":3,"slow":24} -45.2% -52.7% -3.95 58 44% lost momentum {"look":18} -57.0% -57.2% -5.25 116 45% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +77.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":84} +100.8% -19.4% 4.25 31 52% BEAT donchian {"n":84} +58.9% -28.9% 2.90 5 55% lost smaCross {"fast":6,"slow":100} +57.3% -31.7% 2.85 13 50% lost emaCross {"fast":2,"slow":12} +33.9% -22.4% 1.86 95 54% lost rsiRevert {"buy":20,"sell":50} +17.4% -10.7% 1.78 4 3% lost trendVol {"slow":50,"atrCapPct":3} +14.1% -28.2% 1.07 67 49% lost kronosish {"order":2,"edge":0.02} -2.9% -27.2% 0.05 168 19% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -13.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +6.5% -7.9% 1.24 4 7% BEAT emaCross {"fast":6,"slow":50} -6.7% -24.2% -0.40 26 38% BEAT momentum {"look":84} -7.7% -26.6% -0.39 34 39% BEAT trendVol {"slow":100,"atrCapPct":2} -12.3% -22.3% -1.38 34 24% BEAT kronosish {"order":2,"edge":0.02} -12.8% -23.7% -1.02 298 27% BEAT donchian {"n":84} -14.5% -28.1% -0.94 4 40% lost smaCross {"fast":6,"slow":100} -17.0% -33.4% -1.39 14 35% lost fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -28.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +12.9% -8.9% 1.62 26 23% BEAT momentum {"look":84} -5.0% -18.1% -0.22 25 45% BEAT kronosish {"order":2,"edge":0.02} -11.3% -15.1% -2.12 116 9% BEAT smaCross {"fast":3,"slow":24} -16.2% -29.5% -1.01 41 47% BEAT rsiRevert {"buy":20,"sell":50} -17.8% -30.8% -1.69 4 11% BEAT emaCross {"fast":6,"slow":50} -19.8% -28.6% -1.53 27 41% BEAT donchian {"n":12} -30.1% -38.6% -2.47 26 43% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -8.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":42} +4.6% -16.3% 0.57 7 47% BEAT trendVol {"slow":100,"atrCapPct":2} +1.1% -20.6% 0.26 23 44% BEAT emaCross {"fast":2,"slow":12} +1.1% -19.8% 0.26 85 47% BEAT momentum {"look":84} -4.5% -22.5% -0.30 37 45% BEAT kronosish {"order":3,"edge":0.05} -9.1% -17.4% -1.34 120 10% lost smaCross {"fast":3,"slow":24} -13.6% -25.9% -1.09 49 48% lost rsiRevert {"buy":30,"sell":60} -16.0% -29.1% -1.43 6 33% lost ---------------------------------------------------------------------------------------------------- ETHUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- trendVol 8/14 folds beat B&H compounded -22.2% worst fold -25.3% momentum 7/14 folds beat B&H compounded -42.7% worst fold -57.0% donchian 3/14 folds beat B&H compounded -44.5% worst fold -37.4% rsiRevert 7/14 folds beat B&H compounded -53.9% worst fold -50.8% emaCross 8/14 folds beat B&H compounded -56.1% worst fold -40.2% smaCross 5/14 folds beat B&H compounded -57.6% worst fold -45.2% kronosish 5/14 folds beat B&H compounded -82.5% worst fold -31.8% buy & hold compounded -46.6% ==================================================================================================== SOLUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: CEX-like: 10bps/side, no gas ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -35.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} -0.3% -18.4% 0.14 108 8% BEAT rsiRevert {"buy":20,"sell":50} -7.3% -22.8% -0.23 4 10% BEAT trendVol {"slow":50,"atrCapPct":10} -9.5% -42.1% -0.13 52 43% BEAT momentum {"look":180} -17.2% -25.2% -1.03 12 18% BEAT emaCross {"fast":3,"slow":24} -20.5% -42.2% -0.69 54 44% BEAT donchian {"n":12} -23.5% -48.9% -0.82 26 48% BEAT smaCross {"fast":12,"slow":84} -26.6% -38.1% -1.24 10 35% BEAT fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -68.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":12,"slow":84} +14.2% -21.5% 1.06 6 22% BEAT momentum {"look":180} +3.9% -31.6% 0.47 10 26% BEAT kronosish {"order":2,"edge":0.02} -8.3% -15.0% -1.10 102 9% BEAT rsiRevert {"buy":20,"sell":50} -15.3% -38.6% -0.57 2 5% BEAT trendVol {"slow":50,"atrCapPct":10} -31.9% -53.5% -1.59 44 28% BEAT donchian {"n":24} -37.1% -60.5% -1.69 13 40% BEAT emaCross {"fast":3,"slow":24} -42.1% -49.6% -2.17 44 34% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold -7.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -6.4% -20.7% -0.34 7 22% BEAT trendVol {"slow":50,"atrCapPct":3} -17.1% -24.3% -1.18 32 19% lost donchian {"n":24} -24.0% -30.6% -0.94 14 38% lost emaCross {"fast":6,"slow":50} -27.0% -29.8% -1.14 26 37% lost smaCross {"fast":12,"slow":84} -37.5% -43.0% -1.90 18 39% lost momentum {"look":42} -45.8% -48.2% -2.33 52 42% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold -13.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":6,"slow":50} +44.6% -36.0% 1.72 21 46% BEAT smaCross {"fast":6,"slow":42} +34.4% -29.6% 1.49 26 43% BEAT momentum {"look":180} +18.2% -27.2% 1.02 22 35% BEAT donchian {"n":84} +3.5% -40.8% 0.51 7 37% BEAT trendVol {"slow":100,"atrCapPct":2} +2.8% -4.5% 0.79 14 2% BEAT kronosish {"order":4,"edge":0.03} -2.1% -22.4% -0.10 144 15% BEAT rsiRevert {"buy":30,"sell":60} -49.5% -61.6% -1.50 8 34% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold -31.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +11.9% -9.5% 1.25 4 7% BEAT kronosish {"order":3,"edge":0.05} +3.8% -26.3% 0.47 130 11% BEAT smaCross {"fast":3,"slow":24} +2.9% -19.8% 0.43 40 39% BEAT donchian {"n":12} -0.7% -19.8% 0.25 18 43% BEAT emaCross {"fast":3,"slow":24} -3.0% -20.0% 0.12 40 41% BEAT trendVol {"slow":50,"atrCapPct":10} -21.4% -35.2% -0.97 42 42% BEAT momentum {"look":18} -28.8% -40.0% -1.42 90 40% BEAT fold 6: test 2023-06-28 → 2023-10-31 · buy&hold +121.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":42} +131.7% -21.6% 4.19 23 49% BEAT emaCross {"fast":3,"slow":24} +88.0% -28.0% 3.20 43 53% lost trendVol {"slow":50,"atrCapPct":10} +85.5% -33.4% 3.22 39 50% lost smaCross {"fast":3,"slow":24} +85.2% -27.8% 3.16 41 52% lost donchian {"n":12} +47.3% -32.8% 2.11 25 49% lost kronosish {"order":2,"edge":0.02} +15.1% -6.4% 1.90 116 9% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +264.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":42} +119.6% -30.7% 3.04 61 61% lost smaCross {"fast":3,"slow":24} +116.9% -24.4% 3.08 45 57% lost donchian {"n":42} +81.2% -32.7% 2.29 7 77% lost trendVol {"slow":50,"atrCapPct":10} +75.3% -40.4% 2.29 55 59% lost emaCross {"fast":3,"slow":24} +61.2% -35.0% 2.05 53 58% lost kronosish {"order":2,"edge":0.02} +35.7% -8.4% 2.72 108 8% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold +3.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +58.8% -20.3% 2.97 120 9% BEAT smaCross {"fast":3,"slow":24} +11.8% -21.8% 0.86 39 44% BEAT emaCross {"fast":2,"slow":12} +3.9% -34.9% 0.49 91 49% lost rsiRevert {"buy":30,"sell":60} -1.4% -22.9% 0.22 7 27% lost donchian {"n":24} -5.6% -32.4% -0.02 14 45% lost trendVol {"slow":50,"atrCapPct":10} -6.2% -33.1% -0.04 46 40% lost momentum {"look":42} -21.2% -44.4% -0.92 48 41% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +44.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":3,"slow":24} +69.8% -12.6% 3.26 37 54% BEAT emaCross {"fast":2,"slow":12} +66.3% -22.1% 3.11 73 56% BEAT donchian {"n":24} +21.8% -23.6% 1.46 15 55% lost trendVol {"slow":50,"atrCapPct":10} +20.8% -22.9% 1.41 35 55% lost rsiRevert {"buy":30,"sell":60} +2.7% -31.7% 0.40 6 18% lost kronosish {"order":4,"edge":0.03} -17.1% -24.7% -2.28 126 9% lost momentum {"look":84} -22.2% -37.6% -1.38 35 49% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold -33.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":12} -23.3% -43.8% -0.85 24 42% BEAT smaCross {"fast":3,"slow":24} -24.0% -49.7% -0.91 53 41% BEAT momentum {"look":18} -25.1% -49.5% -0.93 87 42% BEAT rsiRevert {"buy":30,"sell":60} -25.3% -47.5% -0.90 7 51% BEAT kronosish {"order":3,"edge":0.05} -26.9% -41.0% -1.50 223 20% BEAT trendVol {"slow":50,"atrCapPct":10} -30.2% -38.4% -1.47 54 30% BEAT emaCross {"fast":2,"slow":12} -44.0% -57.6% -2.21 103 42% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +31.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +15.0% -15.7% 1.61 112 9% lost donchian {"n":24} +7.3% -27.3% 0.65 13 54% lost smaCross {"fast":12,"slow":84} +5.1% -31.7% 0.54 15 52% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost emaCross {"fast":3,"slow":24} -4.6% -27.4% 0.02 57 51% lost trendVol {"slow":50,"atrCapPct":3} -10.0% -29.5% -0.35 57 47% lost momentum {"look":18} -21.9% -35.1% -1.05 95 53% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -22.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +10.1% -10.9% 1.25 96 8% BEAT rsiRevert {"buy":25,"sell":55} +7.6% -13.3% 0.82 8 15% BEAT trendVol {"slow":100,"atrCapPct":2} +5.5% -10.8% 0.78 24 18% BEAT emaCross {"fast":6,"slow":50} +3.5% -19.7% 0.45 22 43% BEAT momentum {"look":84} -10.3% -31.0% -0.45 26 40% BEAT smaCross {"fast":6,"slow":100} -14.7% -26.8% -0.82 14 44% BEAT donchian {"n":24} -15.3% -25.3% -0.77 16 50% BEAT fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -33.4% 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 donchian {"n":84} -7.0% -23.3% -0.55 3 29% BEAT rsiRevert {"buy":25,"sell":55} -14.9% -31.9% -1.08 6 17% BEAT trendVol {"slow":50,"atrCapPct":10} -26.9% -27.2% -1.97 61 42% BEAT emaCross {"fast":6,"slow":50} -29.7% -32.0% -2.36 25 39% BEAT momentum {"look":42} -34.3% -34.3% -2.73 72 42% lost smaCross {"fast":6,"slow":42} -39.6% -44.1% -3.20 29 42% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -14.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.02} -6.2% -11.9% -0.87 122 10% BEAT rsiRevert {"buy":20,"sell":50} -7.8% -18.1% -1.41 2 4% BEAT smaCross {"fast":6,"slow":100} -8.5% -22.0% -0.54 12 43% BEAT emaCross {"fast":6,"slow":50} -13.2% -17.4% -0.97 29 41% BEAT trendVol {"slow":100,"atrCapPct":2} -13.4% -24.1% -1.27 41 32% BEAT donchian {"n":84} -18.0% -20.8% -1.78 5 45% lost momentum {"look":84} -18.7% -26.6% -1.35 43 46% lost ---------------------------------------------------------------------------------------------------- SOLUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- smaCross 9/14 folds beat B&H compounded +107.7% worst fold -39.6% kronosish 10/14 folds beat B&H compounded +65.7% worst fold -26.9% emaCross 8/14 folds beat B&H compounded -17.0% worst fold -44.0% trendVol 8/14 folds beat B&H compounded -36.2% worst fold -31.9% donchian 7/14 folds beat B&H compounded -38.7% worst fold -37.1% momentum 7/14 folds beat B&H compounded -65.7% worst fold -45.8% rsiRevert 8/14 folds beat B&H compounded -73.5% worst fold -49.5% buy & hold compounded -49.1% ==================================================================================================== BTCUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -26.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +13.2% -7.1% 1.94 4 5% BEAT momentum {"look":180} -12.5% -12.5% -2.19 11 9% BEAT emaCross {"fast":3,"slow":24} -32.7% -43.7% -3.06 54 41% lost trendVol {"slow":50,"atrCapPct":3} -36.8% -45.4% -3.71 54 38% lost kronosish {"order":2,"edge":0.02} -38.4% -38.8% -5.35 110 10% lost smaCross {"fast":3,"slow":24} -39.6% -50.0% -3.52 56 44% lost donchian {"n":12} -43.3% -55.4% -3.79 33 46% lost fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -55.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} -9.5% -20.6% -1.14 10 23% BEAT donchian {"n":84} -14.3% -21.1% -1.69 4 21% BEAT smaCross {"fast":12,"slow":84} -28.3% -29.6% -2.97 16 32% BEAT kronosish {"order":3,"edge":0.05} -28.7% -29.3% -8.02 100 9% BEAT rsiRevert {"buy":20,"sell":50} -29.4% -29.4% -2.95 3 9% BEAT emaCross {"fast":6,"slow":50} -31.6% -33.6% -3.18 24 31% BEAT trendVol {"slow":50,"atrCapPct":10} -46.7% -51.3% -4.53 60 33% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold +0.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% lost rsiRevert {"buy":20,"sell":50} -0.0% -3.3% 0.04 2 4% lost momentum {"look":180} -6.4% -16.1% -0.47 16 30% lost smaCross {"fast":6,"slow":100} -17.6% -27.4% -1.29 18 40% lost trendVol {"slow":100,"atrCapPct":2} -23.5% -24.6% -2.82 38 22% lost donchian {"n":24} -25.1% -25.1% -1.93 16 48% lost emaCross {"fast":6,"slow":50} -26.2% -33.3% -2.02 30 40% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold +24.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +25.2% -8.8% 2.31 21 46% BEAT momentum {"look":180} +24.8% -13.9% 2.22 19 52% BEAT smaCross {"fast":6,"slow":100} +20.6% -9.8% 1.99 9 47% lost emaCross {"fast":6,"slow":50} +12.8% -17.8% 1.28 25 53% lost donchian {"n":84} +1.9% -18.8% 0.33 7 47% lost rsiRevert {"buy":30,"sell":60} -15.5% -20.9% -1.52 6 30% lost kronosish {"order":3,"edge":0.05} -60.7% -60.8% -9.02 229 20% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold +26.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":12} +21.3% -19.6% 1.62 23 50% lost smaCross {"fast":6,"slow":100} +10.6% -22.3% 1.03 17 50% lost momentum {"look":180} +5.1% -17.4% 0.67 17 38% lost rsiRevert {"buy":30,"sell":60} -0.2% -16.8% 0.10 10 30% lost emaCross {"fast":3,"slow":24} -5.9% -34.1% -0.27 48 47% lost kronosish {"order":3,"edge":0.05} -18.2% -18.7% -2.81 110 8% lost trendVol {"slow":100,"atrCapPct":2} -20.7% -32.3% -2.13 37 40% lost fold 6: test 2023-06-28 → 2023-10-31 · buy&hold +12.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} +27.0% -5.8% 3.39 5 34% BEAT smaCross {"fast":6,"slow":100} +10.9% -9.7% 1.53 11 39% lost donchian {"n":24} +7.3% -18.6% 0.88 11 62% lost emaCross {"fast":6,"slow":50} +5.5% -17.8% 0.79 19 41% lost trendVol {"slow":50,"atrCapPct":3} -4.6% -25.3% -0.45 43 42% lost rsiRevert {"buy":20,"sell":50} -7.4% -10.0% -2.00 2 5% lost kronosish {"order":3,"edge":0.05} -40.0% -40.2% -12.08 136 11% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +93.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":24} +57.2% -13.5% 3.98 13 65% lost smaCross {"fast":6,"slow":100} +53.3% -18.2% 3.69 15 69% lost trendVol {"slow":50,"atrCapPct":3} +37.6% -12.0% 2.90 45 61% lost emaCross {"fast":6,"slow":50} +28.3% -21.1% 2.20 25 69% lost momentum {"look":180} +28.1% -25.6% 2.22 31 59% lost rsiRevert {"buy":25,"sell":55} +3.0% -2.9% 1.00 2 3% lost kronosish {"order":3,"edge":0.05} -24.9% -27.8% -4.35 135 11% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold -14.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +5.9% -16.5% 0.67 11 36% BEAT momentum {"look":180} -7.2% -10.9% -0.81 20 32% BEAT donchian {"n":84} -17.7% -18.7% -2.14 4 29% lost emaCross {"fast":6,"slow":50} -20.5% -20.7% -2.00 24 38% lost smaCross {"fast":6,"slow":100} -23.1% -25.1% -2.57 20 36% lost trendVol {"slow":100,"atrCapPct":2} -26.6% -27.0% -3.12 38 36% lost kronosish {"order":2,"edge":0.02} -32.6% -35.9% -5.11 126 10% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +34.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":42} +9.1% -20.5% 0.94 9 56% lost rsiRevert {"buy":25,"sell":55} +8.6% -12.0% 1.09 6 17% lost momentum {"look":180} +7.1% -17.4% 0.83 25 48% lost smaCross {"fast":6,"slow":42} +5.2% -16.7% 0.62 23 57% lost emaCross {"fast":6,"slow":50} -2.2% -21.9% -0.06 27 57% lost trendVol {"slow":100,"atrCapPct":2} -4.3% -19.1% -0.25 35 50% lost kronosish {"order":2,"edge":0.02} -26.4% -27.5% -4.82 126 10% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold +10.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +7.5% -14.1% 1.02 6 8% lost trendVol {"slow":100,"atrCapPct":2} -15.9% -21.2% -1.60 38 31% lost donchian {"n":12} -17.8% -28.4% -1.26 26 54% lost emaCross {"fast":3,"slow":24} -19.7% -27.6% -1.48 47 49% lost smaCross {"fast":6,"slow":42} -26.3% -32.5% -2.39 32 45% lost momentum {"look":180} -26.5% -33.0% -2.77 26 33% lost kronosish {"order":2,"edge":0.02} -55.1% -55.3% -7.79 242 22% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +40.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":6,"slow":100} +29.6% -12.9% 2.84 9 61% lost donchian {"n":42} +21.2% -12.1% 2.17 7 69% lost trendVol {"slow":100,"atrCapPct":2} +20.6% -13.3% 2.12 17 61% lost rsiRevert {"buy":25,"sell":55} +15.2% -6.2% 2.53 4 3% lost momentum {"look":84} +7.5% -22.6% 0.88 45 64% lost emaCross {"fast":3,"slow":24} +2.7% -14.3% 0.41 53 61% lost kronosish {"order":2,"edge":0.02} +0.0% +0.0% 0.00 0 0% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -24.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":4,"edge":0.03} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":42} -7.7% -11.7% -1.28 8 32% BEAT emaCross {"fast":6,"slow":50} -10.3% -13.5% -1.56 22 37% BEAT smaCross {"fast":6,"slow":100} -11.9% -17.5% -1.82 12 33% BEAT rsiRevert {"buy":30,"sell":60} -13.5% -16.1% -1.65 11 33% BEAT trendVol {"slow":100,"atrCapPct":2} -18.3% -20.9% -3.10 34 33% BEAT momentum {"look":84} -25.4% -25.4% -4.20 38 37% lost fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -22.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":20,"sell":50} -9.2% -20.7% -1.19 4 12% BEAT donchian {"n":42} -11.4% -16.9% -1.22 6 35% BEAT smaCross {"fast":6,"slow":100} -12.1% -16.0% -1.44 17 36% BEAT trendVol {"slow":100,"atrCapPct":2} -17.6% -21.0% -2.50 33 32% BEAT momentum {"look":180} -24.1% -26.9% -3.87 37 34% lost emaCross {"fast":6,"slow":50} -32.2% -33.1% -4.29 35 37% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -7.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":12,"slow":84} +6.7% -11.2% 0.86 11 51% BEAT donchian {"n":42} +1.0% -15.6% 0.24 7 54% BEAT emaCross {"fast":6,"slow":50} -5.8% -19.1% -0.58 21 50% BEAT momentum {"look":84} -7.8% -22.0% -0.80 29 51% lost trendVol {"slow":100,"atrCapPct":2} -7.9% -18.6% -0.86 29 50% lost rsiRevert {"buy":20,"sell":50} -9.5% -13.5% -2.01 2 4% lost kronosish {"order":3,"edge":0.05} -24.0% -24.3% -8.29 102 9% lost ---------------------------------------------------------------------------------------------------- BTCUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- rsiRevert 5/14 folds beat B&H compounded -34.9% worst fold -29.4% momentum 5/14 folds beat B&H compounded -35.2% worst fold -26.5% donchian 4/14 folds beat B&H compounded -44.0% worst fold -43.3% smaCross 4/14 folds beat B&H compounded -48.3% worst fold -39.6% emaCross 3/14 folds beat B&H compounded -82.1% worst fold -32.7% trendVol 4/14 folds beat B&H compounded -85.1% worst fold -46.7% kronosish 3/14 folds beat B&H compounded -98.9% worst fold -60.7% buy & hold compounded +7.4% ==================================================================================================== ETHUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -19.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +5.8% -17.9% 0.64 8 15% BEAT smaCross {"fast":6,"slow":42} -21.0% -44.1% -1.15 24 53% lost donchian {"n":42} -24.7% -43.4% -1.71 10 38% lost momentum {"look":180} -25.0% -25.8% -2.35 20 18% lost trendVol {"slow":50,"atrCapPct":10} -29.8% -46.8% -1.98 54 49% lost emaCross {"fast":3,"slow":24} -50.3% -59.3% -3.79 62 53% lost kronosish {"order":2,"edge":0.02} -59.8% -59.9% -6.05 194 18% lost fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -66.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT momentum {"look":180} -5.2% -20.4% -0.38 4 27% BEAT smaCross {"fast":12,"slow":84} -8.4% -20.2% -0.77 8 22% BEAT donchian {"n":42} -11.0% -19.0% -1.03 6 25% BEAT emaCross {"fast":6,"slow":50} -23.9% -32.6% -1.90 18 27% BEAT trendVol {"slow":50,"atrCapPct":10} -32.2% -36.1% -2.52 36 30% BEAT rsiRevert {"buy":20,"sell":50} -40.4% -43.6% -2.90 3 10% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold +30.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":12,"slow":84} +19.3% -22.7% 1.17 10 45% lost rsiRevert {"buy":20,"sell":50} +1.9% -5.6% 0.48 2 3% lost donchian {"n":84} -4.6% -36.7% 0.02 4 35% lost trendVol {"slow":100,"atrCapPct":2} -10.0% -12.7% -2.17 16 6% lost emaCross {"fast":6,"slow":50} -12.7% -31.6% -0.41 30 44% lost kronosish {"order":3,"edge":0.02} -37.3% -39.1% -4.03 114 9% lost momentum {"look":42} -43.5% -46.2% -2.63 54 49% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold +27.3% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":84} +8.3% -15.9% 0.82 5 48% lost momentum {"look":180} +2.5% -15.2% 0.38 31 47% lost trendVol {"slow":100,"atrCapPct":2} +2.0% -19.9% 0.34 43 45% lost emaCross {"fast":6,"slow":50} -0.1% -18.5% 0.18 26 58% lost smaCross {"fast":12,"slow":84} -7.8% -21.8% -0.43 15 53% lost rsiRevert {"buy":30,"sell":60} -18.3% -26.1% -1.09 6 30% lost kronosish {"order":2,"edge":0.02} -63.4% -64.3% -8.10 245 21% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold +11.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +7.0% -7.3% 1.11 8 12% lost smaCross {"fast":6,"slow":100} +2.3% -18.8% 0.36 13 49% lost donchian {"n":12} -5.9% -25.2% -0.30 26 47% lost trendVol {"slow":50,"atrCapPct":10} -13.4% -29.6% -0.90 56 52% lost momentum {"look":84} -23.0% -35.2% -1.78 39 53% lost emaCross {"fast":3,"slow":24} -23.8% -31.7% -1.81 58 52% lost kronosish {"order":2,"edge":0.02} -31.5% -32.9% -5.51 128 10% lost fold 6: test 2023-06-28 → 2023-10-31 · buy&hold -4.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} -4.2% -9.5% -0.98 4 6% lost emaCross {"fast":6,"slow":50} -4.5% -16.8% -0.49 17 31% lost trendVol {"slow":50,"atrCapPct":10} -10.2% -25.4% -1.20 37 36% lost donchian {"n":24} -10.5% -22.6% -1.20 13 38% lost smaCross {"fast":3,"slow":24} -18.8% -29.5% -2.37 55 39% lost momentum {"look":42} -21.7% -32.1% -2.88 48 37% lost kronosish {"order":3,"edge":0.05} -52.9% -54.4% -12.95 210 17% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +98.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":24} +53.4% -19.8% 3.23 13 71% lost smaCross {"fast":12,"slow":84} +40.4% -16.6% 2.77 13 64% lost momentum {"look":180} +35.7% -22.6% 2.48 21 63% lost trendVol {"slow":50,"atrCapPct":10} +32.0% -23.1% 2.23 51 62% lost emaCross {"fast":6,"slow":50} +27.9% -26.1% 1.95 29 64% lost rsiRevert {"buy":25,"sell":55} -1.9% -6.6% -0.38 2 6% lost kronosish {"order":2,"edge":0.02} -20.2% -21.0% -5.79 100 8% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold -16.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} +14.1% -14.1% 1.36 4 26% BEAT rsiRevert {"buy":30,"sell":60} +7.4% -13.5% 0.73 13 36% BEAT trendVol {"slow":50,"atrCapPct":10} -20.2% -24.5% -1.56 54 37% lost emaCross {"fast":6,"slow":50} -21.8% -29.3% -1.66 26 38% lost donchian {"n":12} -23.0% -30.9% -1.63 24 43% lost smaCross {"fast":12,"slow":84} -24.3% -33.4% -1.96 14 32% lost kronosish {"order":2,"edge":0.02} -27.3% -32.7% -3.31 126 11% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +2.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":6,"slow":42} +5.6% -21.8% 0.62 27 50% BEAT momentum {"look":180} +4.8% -14.5% 0.70 15 27% BEAT emaCross {"fast":3,"slow":24} -1.7% -33.2% 0.02 45 50% lost donchian {"n":24} -5.3% -25.8% -0.30 17 49% lost rsiRevert {"buy":30,"sell":60} -6.3% -28.6% -0.14 14 39% lost trendVol {"slow":50,"atrCapPct":10} -11.6% -31.8% -0.93 51 42% lost kronosish {"order":3,"edge":0.05} -58.0% -58.3% -6.71 226 20% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold -37.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":30,"sell":60} +1.5% -22.2% 0.37 13 39% BEAT donchian {"n":84} -12.2% -23.1% -1.18 4 22% BEAT momentum {"look":180} -22.6% -27.3% -2.00 24 13% BEAT trendVol {"slow":50,"atrCapPct":3} -36.0% -48.8% -3.20 64 40% BEAT smaCross {"fast":6,"slow":42} -46.2% -55.0% -4.13 34 43% lost kronosish {"order":3,"edge":0.05} -52.0% -52.6% -4.47 126 11% lost emaCross {"fast":3,"slow":24} -53.4% -56.5% -5.08 66 42% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +77.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":84} +87.6% -21.6% 3.85 31 52% BEAT donchian {"n":84} +57.2% -29.6% 2.83 5 55% lost smaCross {"fast":6,"slow":100} +52.9% -33.6% 2.67 13 50% lost rsiRevert {"buy":20,"sell":50} +16.3% -10.7% 1.67 4 3% lost emaCross {"fast":2,"slow":12} +3.8% -30.3% 0.47 95 54% lost trendVol {"slow":50,"atrCapPct":3} -4.6% -35.3% -0.07 67 49% lost kronosish {"order":2,"edge":0.02} -39.5% -43.0% -2.87 168 19% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -13.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +5.5% -7.9% 1.05 4 7% BEAT emaCross {"fast":6,"slow":50} -12.7% -28.2% -0.94 26 38% BEAT donchian {"n":84} -15.4% -28.7% -1.01 4 40% lost momentum {"look":84} -15.4% -31.2% -1.03 34 39% lost trendVol {"slow":100,"atrCapPct":2} -19.7% -28.1% -2.36 34 24% lost smaCross {"fast":6,"slow":100} -19.9% -35.6% -1.69 14 35% lost kronosish {"order":2,"edge":0.02} -66.5% -67.2% -9.06 298 27% lost fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -28.5% strategy chosen params test ret maxDD Sharpe trades expo vs B&H trendVol {"slow":100,"atrCapPct":2} +5.9% -11.2% 0.82 26 23% BEAT momentum {"look":84} -10.9% -22.5% -0.72 25 45% BEAT smaCross {"fast":6,"slow":100} -13.2% -24.9% -0.96 15 42% BEAT rsiRevert {"buy":20,"sell":50} -18.6% -31.2% -1.77 4 11% BEAT emaCross {"fast":6,"slow":50} -25.4% -32.7% -2.08 27 41% BEAT donchian {"n":12} -35.1% -42.6% -3.00 26 43% lost kronosish {"order":2,"edge":0.02} -35.2% -35.4% -7.40 116 9% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -9.1% strategy chosen params test ret maxDD Sharpe trades expo vs B&H donchian {"n":42} +2.8% -17.5% 0.41 7 47% BEAT smaCross {"fast":6,"slow":100} -0.5% -22.0% 0.10 11 45% BEAT emaCross {"fast":6,"slow":50} -2.9% -27.4% -0.08 25 44% BEAT trendVol {"slow":100,"atrCapPct":2} -4.6% -24.5% -0.28 23 44% BEAT momentum {"look":84} -13.3% -29.5% -1.22 37 45% lost rsiRevert {"buy":30,"sell":60} -17.3% -29.2% -1.57 6 33% lost kronosish {"order":3,"edge":0.05} -34.9% -34.9% -6.00 120 10% lost ---------------------------------------------------------------------------------------------------- ETHUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- donchian 3/14 folds beat B&H compounded -49.2% worst fold -35.1% rsiRevert 6/14 folds beat B&H compounded -55.5% worst fold -40.4% smaCross 4/14 folds beat B&H compounded -57.9% worst fold -46.2% momentum 6/14 folds beat B&H compounded -61.8% worst fold -43.5% trendVol 4/14 folds beat B&H compounded -84.3% worst fold -36.0% emaCross 4/14 folds beat B&H compounded -92.8% worst fold -53.4% kronosish 1/14 folds beat B&H compounded -100.0% worst fold -66.5% buy & hold compounded -48.8% ==================================================================================================== SOLUSDT 4h · 12000 bars 2021-02-03 → 2026-07-27 · 14 folds (train 1500 → test 750 bars) costs: Base DEX on a $20 stack: 25bps/side + $0.02 gas per trade ==================================================================================================== fold 1: test 2021-10-11 → 2022-02-13 · buy&hold -35.6% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} -8.3% -23.2% -0.30 4 10% BEAT momentum {"look":180} -19.9% -26.5% -1.24 12 18% BEAT trendVol {"slow":50,"atrCapPct":10} -20.7% -47.3% -0.72 52 43% BEAT kronosish {"order":3,"edge":0.05} -24.4% -32.4% -2.21 108 8% BEAT donchian {"n":12} -28.5% -51.6% -1.11 26 48% BEAT smaCross {"fast":12,"slow":84} -28.6% -39.4% -1.37 10 35% BEAT emaCross {"fast":3,"slow":24} -31.0% -47.7% -1.30 54 44% BEAT fold 2: test 2022-02-13 → 2022-06-18 · buy&hold -69.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":12,"slow":84} +12.6% -22.0% 0.97 6 22% BEAT momentum {"look":180} +1.3% -32.5% 0.33 10 26% BEAT kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT emaCross {"fast":6,"slow":50} -5.5% -33.0% -0.07 14 24% BEAT rsiRevert {"buy":20,"sell":50} -15.8% -38.7% -0.60 2 5% BEAT donchian {"n":24} -39.2% -61.6% -1.83 13 40% BEAT trendVol {"slow":50,"atrCapPct":10} -39.5% -57.5% -2.15 44 28% BEAT fold 3: test 2022-06-18 → 2022-10-21 · buy&hold -7.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":180} +1.0% -19.1% 0.32 10 32% BEAT kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT rsiRevert {"buy":25,"sell":55} -8.0% -21.1% -0.48 7 22% lost trendVol {"slow":50,"atrCapPct":3} -23.8% -28.1% -1.79 32 19% lost donchian {"n":24} -26.9% -31.8% -1.11 14 38% lost emaCross {"fast":6,"slow":50} -32.1% -33.9% -1.47 26 37% lost smaCross {"fast":12,"slow":84} -40.8% -45.4% -2.14 18 39% lost fold 4: test 2022-10-21 → 2023-02-23 · buy&hold -13.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":6,"slow":50} +36.9% -38.1% 1.52 21 46% BEAT smaCross {"fast":6,"slow":42} +26.0% -31.4% 1.25 26 43% BEAT momentum {"look":180} +11.9% -28.1% 0.80 22 35% BEAT donchian {"n":84} +1.5% -41.5% 0.44 7 37% BEAT trendVol {"slow":100,"atrCapPct":2} -0.8% -5.7% -0.15 14 2% BEAT kronosish {"order":4,"edge":0.03} -33.9% -43.3% -4.28 144 15% lost rsiRevert {"buy":25,"sell":55} -40.6% -56.8% -1.20 6 18% lost fold 5: test 2023-02-23 → 2023-06-28 · buy&hold -31.9% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +10.8% -9.5% 1.16 4 7% BEAT donchian {"n":12} -5.1% -21.8% 0.01 18 43% BEAT smaCross {"fast":3,"slow":24} -6.9% -24.3% -0.07 40 39% BEAT emaCross {"fast":3,"slow":24} -12.6% -24.2% -0.43 40 41% BEAT kronosish {"order":3,"edge":0.05} -25.7% -37.0% -1.96 130 11% BEAT trendVol {"slow":50,"atrCapPct":10} -29.8% -41.5% -1.55 42 42% BEAT momentum {"look":18} -45.2% -51.6% -2.72 90 40% lost fold 6: test 2023-06-28 → 2023-10-31 · buy&hold +120.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H momentum {"look":42} +120.1% -24.8% 3.94 23 49% lost emaCross {"fast":3,"slow":24} +69.5% -31.6% 2.72 43 53% lost trendVol {"slow":50,"atrCapPct":10} +68.8% -38.2% 2.76 39 50% lost smaCross {"fast":3,"slow":24} +67.9% -31.8% 2.70 41 52% lost donchian {"n":12} +38.1% -35.2% 1.81 25 49% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":2,"edge":0.02} -14.1% -21.5% -1.80 116 9% lost fold 7: test 2023-10-31 → 2024-03-04 · buy&hold +264.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":3,"slow":24} +96.2% -25.9% 2.73 45 57% lost momentum {"look":42} +92.6% -34.2% 2.60 61 61% lost donchian {"n":42} +78.6% -33.0% 2.24 7 77% lost emaCross {"fast":6,"slow":50} +61.7% -39.4% 2.00 29 65% lost trendVol {"slow":50,"atrCapPct":10} +54.9% -43.6% 1.88 55 59% lost kronosish {"order":2,"edge":0.02} +3.8% -14.0% 0.49 108 8% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost fold 8: test 2024-03-04 → 2024-07-07 · buy&hold +3.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":2,"edge":0.02} +20.4% -25.6% 1.35 120 9% BEAT rsiRevert {"buy":30,"sell":60} -3.1% -23.0% 0.13 7 27% lost donchian {"n":24} -9.0% -33.4% -0.20 14 45% lost trendVol {"slow":50,"atrCapPct":10} -16.7% -40.0% -0.65 46 40% lost emaCross {"fast":2,"slow":12} -17.0% -46.1% -0.56 91 49% lost smaCross {"fast":12,"slow":84} -29.7% -30.5% -1.68 12 41% lost momentum {"look":42} -30.5% -50.9% -1.54 48 41% lost fold 9: test 2024-07-07 → 2024-11-09 · buy&hold +44.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H smaCross {"fast":3,"slow":24} +55.7% -15.4% 2.75 37 54% BEAT emaCross {"fast":2,"slow":12} +39.2% -28.8% 2.10 73 56% lost momentum {"look":180} +23.8% -24.0% 1.54 11 44% lost donchian {"n":24} +17.4% -25.8% 1.23 15 55% lost trendVol {"slow":50,"atrCapPct":10} +10.5% -27.4% 0.85 35 55% lost rsiRevert {"buy":30,"sell":60} +1.1% -31.8% 0.31 6 18% lost kronosish {"order":4,"edge":0.03} -41.6% -43.9% -6.44 126 9% lost fold 10: test 2024-11-09 → 2025-03-14 · buy&hold -33.8% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} +8.4% -12.3% 0.93 4 5% BEAT donchian {"n":12} -28.0% -45.4% -1.13 24 42% BEAT smaCross {"fast":3,"slow":24} -34.1% -53.1% -1.53 53 41% lost emaCross {"fast":3,"slow":24} -37.9% -48.6% -1.84 54 38% lost trendVol {"slow":50,"atrCapPct":10} -40.0% -45.5% -2.19 54 30% lost momentum {"look":18} -41.0% -55.5% -1.95 87 42% lost kronosish {"order":3,"edge":0.05} -62.6% -65.5% -5.17 223 20% lost fold 11: test 2025-03-14 → 2025-07-17 · buy&hold +31.4% strategy chosen params test ret maxDD Sharpe trades expo vs B&H emaCross {"fast":6,"slow":50} +13.0% -32.1% 0.95 23 54% lost donchian {"n":24} +3.7% -28.5% 0.47 13 54% lost smaCross {"fast":12,"slow":84} +1.2% -33.5% 0.31 15 52% lost rsiRevert {"buy":20,"sell":50} +0.0% +0.0% 0.00 0 0% lost kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% lost momentum {"look":180} -6.6% -32.2% -0.20 29 49% lost trendVol {"slow":50,"atrCapPct":3} -22.9% -39.5% -1.22 57 47% lost fold 12: test 2025-07-17 → 2025-11-19 · buy&hold -23.0% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":25,"sell":55} +5.5% -13.8% 0.64 8 15% BEAT trendVol {"slow":100,"atrCapPct":2} -0.6% -13.4% 0.04 24 18% BEAT emaCross {"fast":6,"slow":50} -2.1% -21.3% 0.06 22 43% BEAT kronosish {"order":2,"edge":0.02} -14.0% -17.2% -1.62 96 8% BEAT momentum {"look":84} -16.1% -34.1% -0.87 26 40% BEAT smaCross {"fast":6,"slow":100} -17.8% -29.2% -1.06 14 44% BEAT donchian {"n":24} -18.8% -26.3% -1.02 16 50% BEAT fold 13: test 2025-11-19 → 2026-03-24 · buy&hold -33.7% strategy chosen params test ret maxDD Sharpe trades expo vs B&H kronosish {"order":3,"edge":0.05} +0.0% +0.0% 0.00 0 0% BEAT donchian {"n":84} -7.8% -23.7% -0.62 3 29% BEAT momentum {"look":84} -12.6% -19.0% -0.88 39 37% BEAT rsiRevert {"buy":25,"sell":55} -16.2% -32.3% -1.19 6 17% BEAT emaCross {"fast":6,"slow":50} -34.5% -36.1% -2.87 25 39% lost trendVol {"slow":50,"atrCapPct":10} -38.5% -38.6% -3.16 61 42% lost smaCross {"fast":6,"slow":42} -44.5% -48.2% -3.75 29 42% lost fold 14: test 2026-03-24 → 2026-07-27 · buy&hold -15.2% strategy chosen params test ret maxDD Sharpe trades expo vs B&H rsiRevert {"buy":20,"sell":50} -8.3% -18.2% -1.52 2 4% BEAT smaCross {"fast":6,"slow":100} -11.3% -22.9% -0.79 12 43% BEAT donchian {"n":84} -19.1% -21.9% -1.90 5 45% lost emaCross {"fast":6,"slow":50} -19.7% -22.3% -1.58 29 41% lost trendVol {"slow":100,"atrCapPct":2} -22.1% -29.5% -2.29 41 32% lost momentum {"look":84} -27.6% -30.2% -2.21 43 46% lost kronosish {"order":3,"edge":0.02} -33.0% -33.0% -5.70 122 10% lost ---------------------------------------------------------------------------------------------------- SOLUSDT SUMMARY — folds won / total, and the compounded result of trading every fold in sequence ---------------------------------------------------------------------------------------------------- emaCross 5/14 folds beat B&H compounded -39.5% worst fold -37.9% smaCross 7/14 folds beat B&H compounded -45.6% worst fold -44.5% momentum 6/14 folds beat B&H compounded -46.4% worst fold -45.2% rsiRevert 7/14 folds beat B&H compounded -59.8% worst fold -40.6% donchian 7/14 folds beat B&H compounded -63.5% worst fold -39.2% trendVol 5/14 folds beat B&H compounded -86.5% worst fold -40.0% kronosish 7/14 folds beat B&H compounded -95.0% worst fold -62.6% buy & hold compounded -51.3% wrote /root/aikash/products/quantdesk/results-4h.json