Strategy
- CAGR
- 72.1%
- Max drawdown
- 27%
- MAR
- 2.67
Long only. One decision per 12 hours, at 00:00 and 12:00 UTC. Either long Solana or in cash.
The strategy is a fixed, written trend-following rule evaluated once per bar on the closing price. When the rule says in, the strategy is long Solana; when it says out, it is in cash (USDT). It never shorts.
Every signal is produced by the same code, so the backtest and the daily signal come from one source.
| Window | CAGR | Max drawdown | MAR | Sharpe | Trades | Win rate | Buy & hold | |
|---|---|---|---|---|---|---|---|---|
| CAGR | Max drawdown | |||||||
| Full history2020-08-11 → 2026-11-04 | 45.4% | 31.9% | 1.43 | 1.37 | 34 | 38.2% | 73.8% | 96.5% |
| Since 20222022-01-01 → 2026-11-04 | 50.7% | 27% | 1.88 | 1.58 | 26 | 46.2% | -11.4% | 94.9% |
| Since 20232023-01-01 → 2026-11-04 | 72.1% | 27% | 2.67 | 1.88 | 24 | 50% | 80.3% | 78.3% |
| 2 years2024-11-04 → 2026-11-04 | 64.8% | 27% | 2.4 | 1.86 | 9 | 55.6% | -23.7% | 78.3% |
| 1 year2025-11-04 → 2026-11-04 | 25.8% | 7.6% | 3.4 | 1.52 | 4 | 50% | -40.9% | 63% |
| 6 months2026-05-04 → 2026-11-04 | 75.4% | 4% | 18.96 | 2.7 | 3 | 66.7% | 29.5% | 36.1% |
Since 2023 · 2023-01-01 → 2026-11-04
The point of the rule is the drawdown column, not the return column.
The live position and the full card are on the Catalog. · All strategies · Simulate $1,000 in this strategy →