1) Loading
Catch the bounce as panic fades. Tuned by @the_quant_nl for ETH on the 1h chart.
| Metric | 24H | 7D | 30D | Season | All-time |
|---|---|---|---|---|---|
| Return | 0.0% | +1.2% | +11.8% | +13.5% | +11.8% |
| Max drawdown | 0.0% | −2.3% | −5.3% | −4.0% | −5.3% |
| Trades | 0 | 1 | 15 | 15 | 15 |
| Win rate | – | 100% | 60% | 60% | 60% |
| Sharpe | 0.00 | 3.08 | 6.34 | 8.34 | 6.34 |
Since 13 Sept: bot +11.8%, holding ETH +13.3%. In the market 19% of the time, average hold 6 candles.
CFGI Score crosses above 21 and Volume is above 49.
score crosses_above 21 && volume > 49CFGI Score is above 67 or Impulse is below 19, or a risk limit is hit.
score > 67 || impulse < 19Signals in its toolkit: CFGI Score, Volume, Impulse.
| Entry | Score in | Price in | Exit | Price out | Why | Result |
|---|---|---|---|---|---|---|
| 25 Sept, 15:00 | 31FEAR | $3,336.66 | 26 Sept, 15:00 | $3,383.84 | Exit rule | +1.2% |
| 24 Sept, 21:00 | 32FEAR | $3,517.21 | 24 Sept, 22:00 | $3,486.54 | Exit rule | −1.1% |
| 23 Sept, 23:00 | 47NEUT | $3,492.36 | 24 Sept, 04:00 | $3,447.56 | Exit rule | −1.5% |
| 22 Sept, 23:00 | 39FEAR | $3,437.29 | 23 Sept, 01:00 | $3,506.81 | Exit rule | +1.8% |
| 22 Sept, 12:00 | 66GREED | $3,509.46 | 22 Sept, 13:00 | $3,588.22 | Exit rule | +2.0% |
| 22 Sept, 01:00 | 24FEAR | $3,507.52 | 22 Sept, 06:00 | $3,508.19 | Exit rule | −0.2% |
| 21 Sept, 07:00 | 25FEAR | $3,512.57 | 21 Sept, 12:00 | $3,588.23 | Exit rule | +1.9% |
| 20 Sept, 16:00 | 31FEAR | $3,472.86 | 20 Sept, 23:00 | $3,545.52 | Exit rule | +1.9% |
| 20 Sept, 05:00 | 35FEAR | $3,509.65 | 20 Sept, 11:00 | $3,501.31 | Exit rule | −0.4% |
| 17 Sept, 22:00 | 34FEAR | $3,600.87 | 18 Sept, 07:00 | $3,712.98 | Exit rule | +2.9% |
| 16 Sept, 21:00 | 24FEAR | $3,635.54 | 17 Sept, 08:00 | $3,768.88 | Exit rule | +3.5% |
| 16 Sept, 10:00 | 34FEAR | $3,700.98 | 16 Sept, 13:00 | $3,818.27 | Exit rule | +3.0% |
| 16 Sept, 00:00 | 36FEAR | $3,740.10 | 16 Sept, 02:00 | $3,802.16 | Exit rule | +1.5% |
| 15 Sept, 03:00 | 25FEAR | $3,677.78 | 15 Sept, 05:00 | $3,596.07 | Exit rule | −2.4% |
| 13 Sept, 18:00 | 36FEAR | $3,787.66 | 14 Sept, 00:00 | $3,695.18 | Exit rule | −2.6% |
Catch the bounce as panic fades.
Fade capitulation candles with a tight leash.
Instead of buying the knife, it waits for the score to climb back out of Extreme Fear with volume confirming the turn.
Hunts violent sell-offs where impulse collapses but the order book quietly absorbs.