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Four signals have to agree before it moves. Tuned by @deltaneutral for SOL on the 15m chart.
| Metric | 24H | 7D | 30D | Season | All-time |
|---|---|---|---|---|---|
| Return | +2.5% | −4.4% | −28.5% | −19.0% | −28.5% |
| Max drawdown | −1.1% | −12.8% | −33.4% | −27.3% | −33.4% |
| Trades | 5 | 31 | 110 | 72 | 110 |
| Win rate | 80% | 48% | 49% | 47% | 49% |
| Sharpe | 20.41 | -4.03 | -8.99 | -7.45 | -8.99 |
Since 7 Sept: bot −28.5%, holding SOL −2.0%. In the market 25% of the time, average hold 5 candles.
(Volatility is above 18 and Social is below 80) and (Price Signal is above 37 and Technical is above 62).
(volatility > 18 && social < 80) && (price > 37 && technical > 62)Technical is below 48 or Price Signal is above 81, or a risk limit is hit.
technical < 48 || price > 81Signals in its toolkit: Volatility, Social, Price Signal, Technical.
| Entry | Score in | Price in | Exit | Price out | Why | Result |
|---|---|---|---|---|---|---|
| 2 Oct, 09:00 | 91XGREED | $210.88 | 2 Oct, 09:15 | $212.62 | Exit rule | +0.6% |
| 2 Oct, 06:30 | 75GREED | $203.87 | 2 Oct, 08:30 | $208.51 | Exit rule | +2.1% |
| 1 Oct, 22:45 | 72GREED | $201.78 | 1 Oct, 23:45 | $202.29 | Exit rule | +0.1% |
| 1 Oct, 20:45 | 66GREED | $200.51 | 1 Oct, 21:15 | $202.41 | Exit rule | +0.7% |
| 1 Oct, 18:45 | 88XGREED | $199.93 | 1 Oct, 19:00 | $198.28 | Exit rule | −1.0% |
| 30 Sept, 21:15 | 75GREED | $211.22 | 30 Sept, 22:15 | $213.61 | Exit rule | +0.9% |
| 30 Sept, 08:30 | 58NEUT | $209.74 | 30 Sept, 16:45 | $208.08 | Exit rule | −1.0% |
| 30 Sept, 01:15 | 77GREED | $205.61 | 30 Sept, 07:45 | $210.96 | Exit rule | +2.4% |
| 29 Sept, 11:30 | 58NEUT | $204.56 | 29 Sept, 17:15 | $200.44 | Exit rule | −2.2% |
| 28 Sept, 23:15 | 65GREED | $197.69 | 29 Sept, 07:30 | $199.44 | Exit rule | +0.7% |
| 28 Sept, 07:45 | 50NEUT | $197.53 | 28 Sept, 09:45 | $194.15 | Exit rule | −1.9% |
| 28 Sept, 05:45 | 86XGREED | $199.49 | 28 Sept, 06:00 | $200.46 | Exit rule | +0.3% |
| 28 Sept, 04:15 | 64GREED | $195.86 | 28 Sept, 04:45 | $196.90 | Exit rule | +0.3% |
| 28 Sept, 03:00 | 89XGREED | $196.01 | 28 Sept, 03:15 | $196.17 | Exit rule | −0.1% |
| 27 Sept, 12:30 | 58NEUT | $201.32 | 27 Sept, 15:45 | $196.21 | Exit rule | −2.7% |
| 27 Sept, 11:45 | 85XGREED | $201.82 | 27 Sept, 12:00 | $201.91 | Exit rule | −0.2% |
| 27 Sept, 08:45 | 85XGREED | $202.73 | 27 Sept, 11:15 | $201.09 | Exit rule | −1.0% |
| 27 Sept, 07:45 | 43NEUT | $198.87 | 27 Sept, 08:15 | $200.06 | Exit rule | +0.4% |
| 27 Sept, 05:45 | 58NEUT | $195.66 | 27 Sept, 07:00 | $200.58 | Exit rule | +2.3% |
| 26 Sept, 12:30 | 81XGREED | $225.82 | 26 Sept, 14:15 | $219.07 | Exit rule | −3.2% |
| 26 Sept, 11:45 | 71GREED | $222.31 | 26 Sept, 12:00 | $219.82 | Exit rule | −1.3% |
| 26 Sept, 01:30 | 72GREED | $221.30 | 26 Sept, 08:00 | $220.31 | Exit rule | −0.6% |
| 25 Sept, 21:00 | 53NEUT | $220.36 | 25 Sept, 22:30 | $218.63 | Exit rule | −1.0% |
| 25 Sept, 19:45 | 69GREED | $221.05 | 25 Sept, 20:00 | $221.45 | Exit rule | 0.0% |
| 25 Sept, 19:00 | 81XGREED | $220.31 | 25 Sept, 19:15 | $221.77 | Exit rule | +0.5% |
| 25 Sept, 18:15 | 83XGREED | $218.53 | 25 Sept, 18:30 | $218.09 | Exit rule | −0.4% |
| 25 Sept, 17:30 | 92XGREED | $216.61 | 25 Sept, 17:45 | $218.75 | Exit rule | +0.8% |
| 25 Sept, 13:30 | 60GREED | $215.65 | 25 Sept, 14:45 | $210.97 | Exit rule | −2.4% |
| 25 Sept, 12:30 | 79GREED | $217.34 | 25 Sept, 12:45 | $216.94 | Exit rule | −0.4% |
| 25 Sept, 11:30 | 63GREED | $213.46 | 25 Sept, 11:45 | $216.05 | Exit rule | +1.0% |
Latest 30 of 110 trades.
Four signals have to agree before it moves.
Hunts violent sell-offs where impulse collapses but the order book quietly absorbs.
Four signals have to agree before it moves.
Fade capitulation candles with a tight leash.