DUCKQUANT / THE QUANT & AI DIRECTORY
Strategies
100 public strategy profiles with original sources, research notes and measured Bitcoin, gold and Nasdaq-100 proxy performance.
Explore strategy mechanisms, compare historical risk and return, and inspect the evidence. Directory PageRank is the default ordering; these newly added records have not yet been scored.
100Reviewed rule versions
400Actual strategy / asset runs
2024–2025Fixed historical evaluation
15 bpsFee + slippage per side
Primary coverage: Bitcoin, gold via GLD and Nasdaq-100 via QQQ; ETH remains supplementary. Daily long/cash adapters, with completed-bar signals executed at the next open. Entry/exit rules can differ from the original platform. Review the protocol and limitations.
Risk and robustness filters
All 100 versions are searched before pagination.
Loading comparison controls…
Bitcoin · BTC / USDT · standardized daily test
96 rankable / 100 evaluated · 90 distinct execution paths. Sharpe rank remains the full-asset rank when another metric is selected.
Annual columns are separate cash-restarted subtests, not annual slices of the continuous two-year account. Double-cost stress doubles both fees and slippage.
| Strategy / source | Sharpe rank | Net return | CAGR | Max drawdown | Directory PageRank | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| Ehlers Fisher slope — daily rule variantOscillator / pattern reversal · FMZPublished variant | 1 | 118.14% | 47.62% | -20.66% | Unscored | 100.76% | 8.66% | 78.96% | 132 | 52.12% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 2 | 125.36% | 50.04% | -20.13% | Unscored | 98.18% | 13.38% | 117.39% | 24 | 67.03% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 3 | 75.41% | 32.39% | -16.55% | Unscored | 31.88% | 32.60% | 72.79% | 10 | 35.16% |
| Turtle close-price breakout — daily rule variantBreakout / volatility expansion · FMZPublished variant | 4 | 85.24% | 36.05% | -27.54% | Unscored | 68.94% | 9.65% | 77.62% | 28 | 38.58% |
| FMZ BB/Keltner squeeze — daily long/cashBreakout / volatility expansion · FMZPublished variant | 5 | 52.69% | 23.53% | -19.78% | Unscored | 40.36% | 8.79% | 47.73% | 22 | 20.25% |
| Vortex crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 6 | 97.30% | 40.40% | -24.13% | Unscored | 117.18% | -9.15% | 74.46% | 82 | 54.58% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 7 | 98.10% | 40.68% | -25.48% | Unscored | 96.91% | 0.60% | 88.81% | 32 | 53.76% |
| RAVI FX Fisher — daily rule variantTrend following · FMZPublished variant | 8 | 92.77% | 38.78% | -28.62% | Unscored | 80.88% | 6.57% | 82.64% | 36 | 54.31% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 9 | 107.33% | 43.92% | -33.80% | Unscored | 92.96% | 7.45% | 104.24% | 10 | 65.66% |
| Pring KST crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 10 | 77.19% | 33.06% | -25.74% | Unscored | 84.96% | -4.20% | 66.37% | 42 | 46.92% |
| ESSMA blended filter — daily rule variantTrend following · FMZPublished variant | 11 | 86.53% | 36.52% | -27.85% | Unscored | 73.76% | 7.35% | 75.66% | 40 | 58.69% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 12 | 78.78% | 33.66% | -20.25% | Unscored | 67.44% | 6.45% | 77.18% | 6 | 53.08% |
| MFI / MA body reversal — daily rule variantPrice / volume confirmation · FMZPublished variant | 13 | 100.50% | 41.53% | -26.15% | Unscored | 120.64% | -9.40% | 99.30% | 4 | 86.05% |
| TRIX signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 14 | 66.83% | 29.12% | -25.14% | Unscored | 70.96% | -2.42% | 59.01% | 32 | 45.28% |
| Buy and holdPassive reference · DuckQuant referenceTransparent baselineShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| RSI of ROC — daily rule variantMomentum · FMZPublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| MACDStrategy — daily signal variantMomentum · FreqtradePublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| Quickie — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| Strategy001 — daily signal variantTrend following · FreqtradePublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| SwingHighToSky — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| Freqtrade MACD/CCI — signal adapterMomentum · FreqtradePublished variantShared execution path · 6 peer(s) | 15 | 106.67% | 43.69% | -32.02% | Unscored | 120.64% | -6.62% | 106.05% | 2 | 100.00% |
| FMZ EMA50/200 + MACD — daily long/cashMomentum · FMZPublished variant | 22 | 103.45% | 42.57% | -32.02% | Unscored | 120.64% | -8.07% | 102.84% | 2 | 95.90% |
| Bollinger RSI OBV — daily rule variantPrice / volume confirmation · FMZPublished variant | 23 | 74.38% | 32.00% | -32.77% | Unscored | 86.21% | -6.35% | 61.30% | 52 | 52.80% |
| Chande Momentum regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 24 | 69.71% | 30.22% | -29.65% | Unscored | 68.17% | 0.91% | 47.39% | 94 | 54.04% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 25 | 77.61% | 33.22% | -25.04% | Unscored | 69.47% | 4.81% | 69.80% | 30 | 61.83% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 26 | 72.59% | 31.32% | -28.10% | Unscored | 39.12% | 23.68% | 66.48% | 24 | 67.85% |
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 27 | 42.93% | 19.52% | -19.04% | Unscored | 0.00% | 42.93% | 42.07% | 4 | 24.21% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 28 | 65.88% | 28.75% | -40.01% | Unscored | 49.03% | 11.31% | 61.46% | 18 | 55.40% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 29 | 57.96% | 25.64% | -22.36% | Unscored | 36.39% | 15.81% | 52.83% | 22 | 43.50% |
| Stochastic Pop — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 30 | 33.77% | 15.64% | -16.00% | Unscored | 34.62% | -0.63% | 32.17% | 8 | 11.35% |
| Moving Momentum — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 31 | 73.76% | 31.77% | -32.55% | Unscored | 115.14% | -19.48% | 72.20% | 6 | 72.91% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 32 | 66.41% | 28.96% | -26.42% | Unscored | 37.29% | 20.85% | 59.57% | 28 | 57.87% |
| Connors RSI(2) — daily referenceMean reversion · Classic rule documentationDocumented strategy reference | 33 | 20.22% | 9.63% | -9.69% | Unscored | 12.66% | 6.71% | 15.28% | 28 | 6.43% |
| Causal DPO reversal — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 34 | 64.76% | 28.31% | -25.28% | Unscored | 61.64% | 1.93% | 25.77% | 180 | 50.07% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 35 | 55.15% | 24.52% | -34.11% | Unscored | 62.19% | -4.34% | 47.43% | 34 | 50.21% |
| FMZ SMA8/21 angle — daily long/cashTrend following · FMZPublished variant | 36 | 67.43% | 29.35% | -40.03% | Unscored | 51.22% | 10.38% | 64.93% | 10 | 78.80% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 37 | 68.37% | 29.71% | -31.96% | Unscored | 81.85% | -7.69% | 66.86% | 6 | 88.51% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 38 | 37.66% | 17.30% | -20.07% | Unscored | 20.57% | 14.18% | 32.80% | 24 | 17.65% |
| Ichimoku cloud breakout — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 39 | 53.22% | 23.74% | -40.16% | Unscored | 39.31% | 9.66% | 48.69% | 20 | 58.41% |
| Lambert CCI trend — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 40 | 34.27% | 15.85% | -17.57% | Unscored | 27.78% | 5.08% | 22.71% | 60 | 22.30% |
| RSI centerline regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 41 | 48.09% | 21.66% | -40.29% | Unscored | 50.60% | -1.67% | 32.93% | 72 | 54.72% |
| 3EMA pullback zone — daily rule variantTrend pullback · FMZPublished variant | 42 | 55.95% | 24.84% | -33.52% | Unscored | 87.58% | -17.11% | 54.09% | 8 | 71.96% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 43 | 46.35% | 20.94% | -34.85% | Unscored | 70.89% | -14.36% | 34.56% | 56 | 56.50% |
| Bollinger lower-band recovery — daily referenceMean reversion · Classic rule documentationIndicator-rule reference | 44 | 27.75% | 13.01% | -20.07% | Unscored | 15.86% | 10.27% | 22.50% | 28 | 19.02% |
| CMF EMA delayed cross — daily rule variantPrice / volume confirmation · FMZPublished variant | 45 | 47.41% | 21.38% | -34.66% | Unscored | 36.82% | 7.74% | 46.09% | 6 | 67.31% |
| CCI Correction — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 46 | 43.70% | 19.84% | -37.75% | Unscored | 35.18% | 6.30% | 42.84% | 4 | 68.95% |
| Percent B Money Flow — daily referencePrice / volume confirmation · Classic rule documentationDocumented strategy reference | 47 | 40.99% | 18.71% | -41.08% | Unscored | 58.68% | -11.15% | 38.47% | 12 | 59.23% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 48 | 27.93% | 13.09% | -26.03% | Unscored | 40.10% | -8.96% | 15.18% | 70 | 27.77% |
| CCI / EMA / RSI Cross — daily rule variantMomentum · FMZPublished variant | 49 | 27.70% | 12.98% | -24.37% | Unscored | 28.52% | -0.64% | 23.92% | 20 | 21.48% |
| 55 / 20-day breakoutBreakout / volatility expansion · DuckQuant referenceTransparent baseline | 50 | 34.58% | 15.98% | -21.69% | Unscored | 51.28% | -11.31% | 32.18% | 12 | 41.31% |
| Hull local pivot levels — daily rule variantOscillator / pattern reversal · FMZPublished variant | 51 | 30.80% | 14.35% | -30.57% | Unscored | 37.70% | -5.01% | 26.56% | 22 | 44.87% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 52 | 28.03% | 13.13% | -20.56% | Unscored | 24.10% | 3.16% | 19.49% | 46 | 31.60% |
| Chandelier reversal reference — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 53 | 34.10% | 15.78% | -36.98% | Unscored | 86.19% | -27.98% | 27.43% | 34 | 54.86% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 54 | 36.35% | 16.74% | -37.34% | Unscored | 91.56% | -29.03% | 35.13% | 6 | 76.88% |
| Aroon crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 55 | 30.43% | 14.19% | -32.02% | Unscored | 50.63% | -13.41% | 24.32% | 32 | 51.16% |
| PPO signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 56 | 28.24% | 13.22% | -33.61% | Unscored | 70.19% | -24.65% | 17.55% | 58 | 45.96% |
| FMZ Williams reversal — daily long/cashOscillator / pattern reversal · FMZPublished variant | 57 | 29.79% | 13.90% | -31.91% | Unscored | 59.67% | -18.72% | 12.72% | 94 | 45.14% |
| Tenkan/Kijun crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 58 | 30.93% | 14.40% | -35.24% | Unscored | 54.64% | -15.34% | 24.42% | 34 | 54.58% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 59 | 17.97% | 8.60% | -11.62% | Unscored | 8.86% | 8.37% | 12.78% | 30 | 10.12% |
| Fibonacci Timing — daily rule variantOscillator / pattern reversal · FMZPublished variant | 60 | 26.30% | 12.37% | -25.71% | Unscored | 3.66% | 21.84% | 25.17% | 6 | 50.89% |
| FMZ King Keltner — daily long/cashBreakout / volatility expansion · FMZPublished variant | 61 | 28.08% | 13.15% | -44.43% | Unscored | 40.03% | -8.81% | 25.05% | 16 | 67.44% |
| FMZ money-flow oscillator — daily long/cashPrice / volume confirmation · FMZPublished variant | 62 | 26.98% | 12.67% | -42.23% | Unscored | 31.02% | -3.08% | 11.28% | 88 | 52.80% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 63 | 21.91% | 10.40% | -32.28% | Unscored | 59.82% | -23.72% | 21.18% | 4 | 30.64% |
| Chaikin Money Flow regime — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 64 | 25.43% | 11.98% | -40.13% | Unscored | 36.68% | -8.23% | 12.25% | 74 | 69.63% |
| Parabolic SAR reversal — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 65 | 23.03% | 10.91% | -37.07% | Unscored | 34.62% | -8.60% | 11.77% | 64 | 50.48% |
| FMZ MA21 crossover — daily long/cashTrend following · FMZPublished variant | 66 | 23.14% | 10.95% | -33.56% | Unscored | 53.77% | -19.92% | 8.88% | 82 | 52.80% |
| Crabel NR7 expansion — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 67 | 20.43% | 9.73% | -34.77% | Unscored | 39.94% | -13.94% | 12.74% | 44 | 31.05% |
| Slow Stochastic recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 68 | 18.80% | 8.98% | -16.90% | Unscored | 14.76% | 3.52% | 16.33% | 14 | 22.44% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 69 | 16.68% | 8.01% | -20.07% | Unscored | 14.87% | 1.58% | 13.92% | 16 | 12.86% |
| Published Alligator SMA stack — daily rule variantTrend following · FMZPublished variant | 70 | 22.94% | 10.86% | -32.02% | Unscored | 49.53% | -18.03% | 21.84% | 6 | 77.29% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 71 | 22.48% | 10.65% | -37.67% | Unscored | 65.05% | -26.02% | 20.65% | 10 | 73.19% |
| Keltner channel crossing — daily rule variantBreakout / volatility expansion · FMZPublished variant | 72 | 19.27% | 9.20% | -36.00% | Unscored | 47.22% | -18.99% | 13.68% | 32 | 47.88% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 73 | 17.83% | 8.54% | -20.93% | Unscored | 14.15% | 3.22% | 16.77% | 6 | 31.19% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 74 | 17.47% | 8.37% | -38.01% | Unscored | 24.54% | -5.67% | 11.30% | 36 | 35.70% |
| Williams VIX Fix / Stochastic — daily rule variantOscillator / pattern reversal · FMZPublished variant | 75 | 16.52% | 7.93% | -28.10% | Unscored | 11.44% | 4.55% | 14.44% | 12 | 38.30% |
| True Strength Index crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 76 | 16.75% | 8.04% | -31.76% | Unscored | 36.09% | -14.21% | 5.74% | 66 | 47.47% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 77 | 16.39% | 7.87% | -38.41% | Unscored | 31.51% | -11.49% | 9.28% | 42 | 48.02% |
| OBV signal crossover — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 78 | 14.46% | 6.98% | -45.16% | Unscored | 31.11% | -12.70% | -2.07% | 104 | 45.55% |
| Wilder RSI recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 79 | 13.45% | 6.51% | -20.93% | Unscored | 8.69% | 4.38% | 12.44% | 6 | 30.64% |
| Chaikin A/D oscillator — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 80 | 12.22% | 5.92% | -42.98% | Unscored | 66.04% | -32.42% | -1.37% | 86 | 64.57% |
| Money Flow Index recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 81 | 10.78% | 5.24% | -32.02% | Unscored | 17.05% | -5.36% | 9.79% | 6 | 45.69% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 82 | 10.63% | 5.17% | -36.78% | Unscored | 42.26% | -22.23% | 4.82% | 36 | 46.92% |
| RSI2 recovery timed exit — daily rule variantMean reversion · FMZPublished variant | 83 | 9.42% | 4.60% | -22.15% | Unscored | 24.43% | -12.06% | -1.49% | 70 | 19.02% |
| Published two-horizon momentum — daily rule variantMomentum · FMZPublished variant | 84 | 10.16% | 4.95% | -42.20% | Unscored | 38.05% | -20.20% | -3.17% | 86 | 54.86% |
| Bollinger upper-band breakout — daily referenceBreakout / volatility expansion · Classic rule documentationIndicator-rule reference | 85 | 7.05% | 3.46% | -25.39% | Unscored | 23.01% | -12.98% | 1.72% | 34 | 33.11% |
| Swing Hull / EMA / RSI — daily rule variantTrend pullback · FMZPublished variant | 86 | 6.11% | 3.00% | -31.63% | Unscored | 6.21% | -0.09% | 4.21% | 12 | 57.05% |
| EMA21/55/200 with RSI exit — daily rule variantTrend following · FMZPublished variant | 87 | 6.14% | 3.02% | -24.47% | Unscored | 0.23% | 5.90% | 5.19% | 6 | 25.58% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 88 | 5.06% | 2.50% | -40.72% | Unscored | 39.94% | -24.92% | 1.65% | 22 | 51.98% |
| Donchian centerline regime — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 89 | 0.30% | 0.15% | -41.90% | Unscored | 28.80% | -22.13% | -11.31% | 82 | 55.13% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 90 | -3.44% | -1.73% | -35.68% | Unscored | 25.20% | -23.11% | -6.57% | 22 | 39.40% |
| Ultimate Oscillator recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule referenceShared execution path · 1 peer(s) | 91 | -6.00% | -3.04% | -8.98% | Unscored | 0.00% | -6.00% | -6.28% | 2 | 5.88% |
| Stochastic + RSI Double — daily rule variantOscillator / pattern reversal · FMZPublished variantShared execution path · 1 peer(s) | 91 | -6.00% | -3.04% | -8.98% | Unscored | 0.00% | -6.00% | -6.28% | 2 | 5.88% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 93 | -8.59% | -4.38% | -11.49% | Unscored | 0.00% | -8.59% | -8.86% | 2 | 6.29% |
| Dual Stochastics — daily rule variantMomentum · FMZPublished variant | 94 | -4.91% | -2.48% | -8.07% | Unscored | -4.91% | 0.00% | -5.20% | 2 | 2.33% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 95 | -8.32% | -4.24% | -11.88% | Unscored | 0.00% | -8.32% | -8.87% | 4 | 2.33% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 96 | -8.88% | -4.54% | -11.49% | Unscored | 0.00% | -8.88% | -9.15% | 2 | 1.37% |
| Keltner border bounce — daily rule variantMean reversion · FMZPublished variantShared execution path · 3 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy003 — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 3 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy004 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 3 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy005 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 3 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
Gold proxy · GLD ETF · standardized daily test
87 rankable / 100 evaluated · 78 distinct execution paths. Sharpe rank remains the full-asset rank when another metric is selected.
Annual columns are separate cash-restarted subtests, not annual slices of the continuous two-year account. Double-cost stress doubles both fees and slippage.
| Strategy / source | Sharpe rank | Net return | CAGR | Max drawdown | Directory PageRank | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 1 | 62.02% | 27.25% | -5.55% | Unscored | 14.03% | 40.44% | 56.29% | 24 | 38.45% |
| CCI Correction — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 2 | 110.31% | 44.95% | -10.13% | Unscored | 28.49% | 61.79% | 109.68% | 2 | 93.23% |
| Published Alligator SMA stack — daily rule variantTrend following · FMZPublished variant | 3 | 110.95% | 45.17% | -10.13% | Unscored | 28.88% | 61.79% | 110.31% | 2 | 98.01% |
| Buy and holdPassive reference · DuckQuant referenceTransparent baselineShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| Moving Momentum — daily referenceTrend pullback · Classic rule documentationDocumented strategy referenceShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| RSI of ROC — daily rule variantMomentum · FMZPublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| 3EMA pullback zone — daily rule variantTrend pullback · FMZPublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| MACDStrategy — daily signal variantMomentum · FreqtradePublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| Strategy001 — daily signal variantTrend following · FreqtradePublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| SwingHighToSky — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| FMZ King Keltner — daily long/cashBreakout / volatility expansion · FMZPublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| FMZ EMA50/200 + MACD — daily long/cashMomentum · FMZPublished variantShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baselineShared execution path · 10 peer(s) | 4 | 106.40% | 43.59% | -10.13% | Unscored | 26.10% | 61.79% | 105.78% | 2 | 100.00% |
| MFI / MA body reversal — daily rule variantPrice / volume confirmation · FMZPublished variant | 15 | 103.16% | 42.47% | -10.28% | Unscored | 24.13% | 61.79% | 101.95% | 4 | 91.24% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 16 | 101.86% | 42.01% | -10.13% | Unscored | 26.10% | 58.24% | 100.66% | 4 | 99.80% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 17 | 89.51% | 37.60% | -10.13% | Unscored | 19.63% | 58.41% | 86.69% | 10 | 83.07% |
| Swing Hull / EMA / RSI — daily rule variantTrend pullback · FMZPublished variant | 18 | 32.53% | 15.10% | -4.66% | Unscored | 13.10% | 15.82% | 30.95% | 8 | 27.09% |
| Ichimoku cloud breakout — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 19 | 93.21% | 38.94% | -10.13% | Unscored | 21.37% | 59.19% | 91.48% | 6 | 92.83% |
| CMF EMA delayed cross — daily rule variantPrice / volume confirmation · FMZPublished variant | 20 | 82.53% | 35.05% | -10.13% | Unscored | 11.52% | 61.79% | 81.98% | 2 | 77.69% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 21 | 32.11% | 14.92% | -2.95% | Unscored | 12.00% | 16.60% | 28.98% | 16 | 27.09% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 22 | 84.51% | 35.78% | -10.60% | Unscored | 25.66% | 46.83% | 82.86% | 6 | 87.65% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 23 | 81.46% | 34.65% | -10.66% | Unscored | 15.42% | 55.40% | 77.69% | 14 | 89.44% |
| Percent B Money Flow — daily referencePrice / volume confirmation · Classic rule documentationDocumented strategy reference | 24 | 81.85% | 34.80% | -10.13% | Unscored | 23.20% | 47.60% | 80.76% | 4 | 88.45% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 25 | 63.58% | 27.86% | -10.13% | Unscored | 27.87% | 27.93% | 62.60% | 4 | 74.50% |
| FMZ money-flow oscillator — daily long/cashPrice / volume confirmation · FMZPublished variant | 26 | 55.84% | 24.80% | -9.96% | Unscored | 13.51% | 37.29% | 41.15% | 66 | 60.96% |
| FMZ SMA8/21 angle — daily long/cashTrend following · FMZPublished variant | 27 | 68.63% | 29.81% | -10.42% | Unscored | 14.04% | 47.87% | 65.13% | 14 | 83.07% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 28 | 52.61% | 23.50% | -8.27% | Unscored | 16.88% | 29.06% | 42.86% | 44 | 70.52% |
| ESSMA blended filter — daily rule variantTrend following · FMZPublished variant | 29 | 70.65% | 30.59% | -11.71% | Unscored | 11.86% | 52.55% | 61.20% | 38 | 91.43% |
| Parabolic SAR reversal — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 30 | 53.70% | 23.94% | -9.84% | Unscored | 11.09% | 38.35% | 45.18% | 38 | 65.54% |
| RAVI FX Fisher — daily rule variantTrend following · FMZPublished variant | 31 | 62.02% | 27.24% | -11.26% | Unscored | 14.23% | 41.83% | 54.89% | 30 | 79.48% |
| Published two-horizon momentum — daily rule variantMomentum · FMZPublished variant | 32 | 55.09% | 24.50% | -10.61% | Unscored | 10.35% | 40.54% | 40.05% | 68 | 69.52% |
| 55 / 20-day breakoutBreakout / volatility expansion · DuckQuant referenceTransparent baseline | 33 | 56.24% | 24.96% | -10.13% | Unscored | 9.83% | 42.26% | 53.91% | 10 | 64.14% |
| Chaikin Money Flow regime — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 34 | 60.77% | 26.75% | -14.86% | Unscored | 6.92% | 50.36% | 50.50% | 44 | 77.09% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 35 | 59.30% | 26.17% | -11.38% | Unscored | 14.07% | 39.65% | 53.21% | 26 | 78.69% |
| Hull local pivot levels — daily rule variantOscillator / pattern reversal · FMZPublished variant | 36 | 23.59% | 11.15% | -5.59% | Unscored | 3.58% | 19.31% | 21.75% | 10 | 26.49% |
| Williams VIX Fix / Stochastic — daily rule variantOscillator / pattern reversal · FMZPublished variant | 37 | 33.68% | 15.60% | -5.77% | Unscored | 8.96% | 21.27% | 31.69% | 10 | 48.21% |
| Slow Stochastic recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 38 | 24.16% | 11.41% | -4.66% | Unscored | 17.05% | 4.85% | 22.31% | 10 | 22.71% |
| EMA21/55/200 with RSI exit — daily rule variantTrend following · FMZPublished variant | 39 | 9.42% | 4.60% | -1.49% | Unscored | 0.00% | 9.42% | 9.09% | 2 | 5.18% |
| Connors RSI(2) — daily referenceMean reversion · Classic rule documentationDocumented strategy reference | 40 | 12.49% | 6.05% | -2.25% | Unscored | 5.93% | 6.20% | 9.17% | 20 | 4.58% |
| Chaikin A/D oscillator — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 41 | 52.03% | 23.27% | -13.71% | Unscored | 9.51% | 38.83% | 43.61% | 38 | 74.70% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 42 | 48.43% | 21.80% | -12.62% | Unscored | 17.99% | 25.79% | 40.20% | 38 | 68.92% |
| Aroon crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 43 | 51.32% | 22.98% | -12.17% | Unscored | 9.80% | 37.82% | 45.53% | 26 | 70.32% |
| Bollinger RSI OBV — daily rule variantPrice / volume confirmation · FMZPublished variant | 44 | 49.18% | 22.11% | -10.59% | Unscored | 10.97% | 34.44% | 37.57% | 54 | 74.10% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 45 | 41.39% | 18.88% | -10.39% | Unscored | 6.95% | 30.68% | 40.12% | 6 | 63.15% |
| Tenkan/Kijun crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 46 | 45.97% | 20.79% | -12.02% | Unscored | 9.37% | 33.46% | 40.38% | 26 | 72.91% |
| Chande Momentum regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 47 | 44.60% | 20.22% | -11.23% | Unscored | 10.03% | 31.42% | 30.97% | 66 | 72.31% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 48 | 36.27% | 16.71% | -12.51% | Unscored | 7.75% | 26.47% | 31.45% | 24 | 54.78% |
| Donchian centerline regime — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 49 | 43.31% | 19.68% | -14.08% | Unscored | 8.97% | 31.52% | 30.98% | 60 | 69.12% |
| Keltner channel crossing — daily rule variantBreakout / volatility expansion · FMZPublished variant | 50 | 43.68% | 19.84% | -12.28% | Unscored | 12.17% | 28.10% | 38.19% | 26 | 71.71% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 51 | 42.94% | 19.53% | -14.52% | Unscored | 13.52% | 25.91% | 37.88% | 24 | 66.14% |
| RSI centerline regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 52 | 44.61% | 20.22% | -11.27% | Unscored | 9.23% | 32.39% | 31.77% | 62 | 77.89% |
| Bollinger lower-band recovery — daily referenceMean reversion · Classic rule documentationIndicator-rule reference | 53 | 9.14% | 4.46% | -2.84% | Unscored | 4.53% | 3.20% | 6.55% | 16 | 6.97% |
| Chandelier reversal reference — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 54 | 37.48% | 17.23% | -11.56% | Unscored | 5.35% | 30.50% | 30.25% | 36 | 61.16% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 55 | 34.33% | 15.88% | -10.98% | Unscored | 9.08% | 23.14% | 29.19% | 26 | 51.00% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 56 | 14.70% | 7.09% | -3.81% | Unscored | 11.32% | 1.85% | 8.34% | 38 | 22.51% |
| TRIX signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 57 | 33.24% | 15.41% | -11.22% | Unscored | 7.83% | 23.56% | 26.61% | 34 | 50.40% |
| True Strength Index crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 58 | 31.44% | 14.62% | -11.54% | Unscored | 3.64% | 26.82% | 23.04% | 44 | 55.38% |
| Crabel NR7 expansion — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 59 | 35.84% | 16.53% | -11.62% | Unscored | 10.91% | 22.49% | 29.09% | 34 | 66.33% |
| FMZ MA21 crossover — daily long/cashTrend following · FMZPublished variant | 60 | 36.84% | 16.95% | -12.82% | Unscored | 6.65% | 28.31% | 23.94% | 66 | 72.71% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 61 | 33.04% | 15.32% | -18.86% | Unscored | 15.12% | 15.57% | 28.33% | 24 | 63.35% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 62 | 22.00% | 10.44% | -10.13% | Unscored | -4.03% | 27.13% | 21.27% | 4 | 26.89% |
| Pring KST crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 63 | 29.64% | 13.84% | -10.39% | Unscored | 5.18% | 23.25% | 22.09% | 40 | 55.98% |
| Vortex crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 64 | 31.46% | 14.64% | -12.51% | Unscored | 3.31% | 27.24% | 18.00% | 72 | 70.32% |
| Stochastic Pop — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 65 | 18.91% | 9.03% | -8.10% | Unscored | 1.58% | 17.07% | 16.44% | 14 | 23.90% |
| PPO signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 66 | 25.44% | 11.98% | -12.04% | Unscored | 0.08% | 25.34% | 17.07% | 46 | 54.78% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 67 | 27.71% | 12.99% | -12.62% | Unscored | 6.86% | 19.51% | 19.55% | 44 | 61.16% |
| Lambert CCI trend — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 68 | 22.08% | 10.47% | -9.36% | Unscored | 6.23% | 14.92% | 11.57% | 60 | 35.86% |
| OBV signal crossover — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 69 | 26.83% | 12.60% | -14.58% | Unscored | -5.16% | 32.19% | 9.82% | 96 | 72.11% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 70 | 22.63% | 10.72% | -12.04% | Unscored | -1.45% | 24.43% | 15.14% | 42 | 50.40% |
| Ehlers Fisher slope — daily rule variantOscillator / pattern reversal · FMZPublished variant | 71 | 22.34% | 10.59% | -11.69% | Unscored | 12.70% | 8.55% | 4.98% | 102 | 55.38% |
| Fibonacci Timing — daily rule variantOscillator / pattern reversal · FMZPublished variant | 72 | 9.66% | 4.71% | -4.66% | Unscored | 4.42% | 3.81% | 9.01% | 4 | 18.53% |
| Bollinger upper-band breakout — daily referenceBreakout / volatility expansion · Classic rule documentationIndicator-rule reference | 73 | 20.24% | 9.64% | -13.70% | Unscored | 9.82% | 9.48% | 15.64% | 26 | 44.62% |
| Causal DPO reversal — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 74 | 15.63% | 7.52% | -5.70% | Unscored | 6.40% | 7.42% | -5.14% | 132 | 40.44% |
| FMZ Williams reversal — daily long/cashOscillator / pattern reversal · FMZPublished variant | 75 | 13.69% | 6.62% | -8.97% | Unscored | -1.02% | 14.86% | 2.05% | 72 | 33.07% |
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 76 | 4.62% | 2.28% | -3.81% | Unscored | 4.62% | 0.00% | 4.31% | 2 | 9.16% |
| Turtle close-price breakout — daily rule variantBreakout / volatility expansion · FMZPublished variant | 77 | 18.01% | 8.62% | -11.71% | Unscored | 3.99% | 13.48% | 12.81% | 30 | 51.79% |
| Money Flow Index recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 78 | 3.96% | 1.96% | -3.81% | Unscored | 3.96% | 0.00% | 3.65% | 2 | 10.56% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 79 | 1.73% | 0.86% | -0.68% | Unscored | 0.00% | 1.73% | 1.43% | 2 | 0.40% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 80 | 13.99% | 6.75% | -10.13% | Unscored | 3.23% | 10.42% | 12.29% | 10 | 35.66% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 81 | 0.90% | 0.45% | -2.10% | Unscored | 1.37% | -0.47% | -0.31% | 8 | 2.39% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 82 | 1.29% | 0.64% | -9.24% | Unscored | 0.19% | 1.10% | -0.82% | 14 | 36.25% |
| CCI / EMA / RSI Cross — daily rule variantMomentum · FMZPublished variant | 83 | -4.09% | -2.06% | -16.59% | Unscored | 4.97% | -8.63% | -8.03% | 28 | 39.24% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 84 | -0.77% | -0.39% | -1.96% | Unscored | 1.22% | -1.96% | -1.66% | 6 | 1.39% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 85 | -1.34% | -0.67% | -1.96% | Unscored | 0.63% | -1.96% | -2.52% | 8 | 2.59% |
| FMZ BB/Keltner squeeze — daily long/cashBreakout / volatility expansion · FMZPublished variant | 86 | -1.23% | -0.62% | -4.36% | Unscored | -1.23% | 0.00% | -1.52% | 2 | 1.99% |
| RSI2 recovery timed exit — daily rule variantMean reversion · FMZPublished variant | 87 | -4.88% | -2.47% | -15.21% | Unscored | -14.05% | 10.67% | -13.06% | 60 | 23.31% |
| Ultimate Oscillator recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule referenceShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Wilder RSI recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule referenceShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Dual Stochastics — daily rule variantMomentum · FMZPublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Keltner border bounce — daily rule variantMean reversion · FMZPublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Stochastic + RSI Double — daily rule variantOscillator / pattern reversal · FMZPublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Quickie — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy003 — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy004 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy005 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Freqtrade MACD/CCI — signal adapterMomentum · FreqtradePublished variantShared execution path · 12 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
Nasdaq-100 proxy · QQQ ETF · standardized daily test
95 rankable / 100 evaluated · 91 distinct execution paths. Sharpe rank remains the full-asset rank when another metric is selected.
Annual columns are separate cash-restarted subtests, not annual slices of the continuous two-year account. Double-cost stress doubles both fees and slippage.
| Strategy / source | Sharpe rank | Net return | CAGR | Max drawdown | Directory PageRank | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 1 | 32.08% | 14.90% | -5.43% | Unscored | 0.00% | 32.08% | 31.69% | 2 | 22.71% |
| Keltner border bounce — daily rule variantMean reversion · FMZPublished variant | 2 | 26.84% | 12.61% | -5.43% | Unscored | 0.00% | 26.84% | 26.46% | 2 | 17.53% |
| Percent B Money Flow — daily referencePrice / volume confirmation · Classic rule documentationDocumented strategy reference | 3 | 61.06% | 26.87% | -13.52% | Unscored | 26.29% | 26.38% | 60.09% | 4 | 84.66% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 4 | 46.06% | 20.82% | -12.14% | Unscored | 17.97% | 22.70% | 44.32% | 8 | 71.91% |
| Tenkan/Kijun crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 5 | 44.93% | 20.36% | -13.07% | Unscored | 21.99% | 17.74% | 41.50% | 16 | 78.29% |
| MFI / MA body reversal — daily rule variantPrice / volume confirmation · FMZPublished variant | 6 | 50.66% | 22.71% | -13.52% | Unscored | 26.29% | 18.23% | 49.76% | 4 | 88.45% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 7 | 39.42% | 18.05% | -15.07% | Unscored | 18.20% | 17.95% | 31.30% | 40 | 69.12% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 8 | 48.04% | 21.64% | -13.52% | Unscored | 26.29% | 16.12% | 47.16% | 4 | 92.43% |
| RAVI FX Fisher — daily rule variantTrend following · FMZPublished variant | 9 | 38.17% | 17.52% | -10.25% | Unscored | 16.12% | 18.28% | 33.69% | 22 | 78.09% |
| Aroon crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 10 | 39.06% | 17.90% | -13.96% | Unscored | 14.49% | 20.38% | 35.77% | 16 | 76.10% |
| RSI centerline regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 11 | 36.93% | 16.99% | -8.69% | Unscored | 17.78% | 16.25% | 26.66% | 52 | 75.30% |
| Fibonacci Timing — daily rule variantOscillator / pattern reversal · FMZPublished variant | 12 | 6.72% | 3.30% | -0.82% | Unscored | 6.72% | 0.00% | 6.40% | 2 | 2.99% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 13 | 38.30% | 17.57% | -10.85% | Unscored | 17.94% | 16.22% | 34.61% | 18 | 78.49% |
| ESSMA blended filter — daily rule variantTrend following · FMZPublished variant | 14 | 35.69% | 16.46% | -12.46% | Unscored | 16.59% | 15.34% | 30.89% | 24 | 81.87% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 15 | 31.70% | 14.74% | -7.06% | Unscored | 13.67% | 15.86% | 30.91% | 4 | 14.54% |
| Buy and holdPassive reference · DuckQuant referenceTransparent baselineShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| MACDStrategy — daily signal variantMomentum · FreqtradePublished variantShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| Quickie — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| Strategy001 — daily signal variantTrend following · FreqtradePublished variantShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| SwingHighToSky — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| Freqtrade MACD/CCI — signal adapterMomentum · FreqtradePublished variantShared execution path · 5 peer(s) | 16 | 52.30% | 23.38% | -22.63% | Unscored | 26.29% | 19.63% | 51.85% | 2 | 100.00% |
| Bollinger RSI OBV — daily rule variantPrice / volume confirmation · FMZPublished variant | 22 | 28.76% | 13.45% | -10.71% | Unscored | 16.05% | 10.95% | 19.82% | 48 | 73.31% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 23 | 28.20% | 13.20% | -8.62% | Unscored | 13.24% | 13.21% | 24.78% | 18 | 67.73% |
| EMA21/55/200 with RSI exit — daily rule variantTrend following · FMZPublished variant | 24 | 14.44% | 6.97% | -7.85% | Unscored | 14.44% | 0.00% | 13.75% | 4 | 19.72% |
| FMZ King Keltner — daily long/cashBreakout / volatility expansion · FMZPublished variant | 25 | 37.06% | 17.05% | -19.66% | Unscored | 26.29% | 7.46% | 36.24% | 4 | 96.22% |
| 3EMA pullback zone — daily rule variantTrend pullback · FMZPublished variant | 26 | 33.54% | 15.53% | -13.52% | Unscored | 26.29% | 4.77% | 32.74% | 4 | 82.07% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 27 | 29.58% | 13.82% | -13.60% | Unscored | 16.38% | 10.34% | 27.27% | 12 | 80.08% |
| Published Alligator SMA stack — daily rule variantTrend following · FMZPublished variant | 28 | 41.12% | 18.77% | -22.63% | Unscored | 26.29% | 10.77% | 40.28% | 4 | 91.24% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 29 | 30.91% | 14.39% | -13.40% | Unscored | 23.29% | 5.21% | 28.19% | 14 | 88.45% |
| 55 / 20-day breakoutBreakout / volatility expansion · DuckQuant referenceTransparent baseline | 30 | 24.93% | 11.75% | -10.65% | Unscored | 11.20% | 11.34% | 23.44% | 8 | 67.33% |
| CMF EMA delayed cross — daily rule variantPrice / volume confirmation · FMZPublished variant | 31 | 24.99% | 11.78% | -13.54% | Unscored | 7.83% | 15.91% | 23.87% | 6 | 60.36% |
| Keltner channel crossing — daily rule variantBreakout / volatility expansion · FMZPublished variant | 32 | 23.77% | 11.24% | -10.92% | Unscored | 8.25% | 14.33% | 19.76% | 22 | 69.72% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 33 | 34.23% | 15.84% | -22.75% | Unscored | 11.16% | 19.68% | 33.03% | 6 | 77.89% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 34 | 35.06% | 16.19% | -22.69% | Unscored | 23.75% | 8.16% | 30.68% | 22 | 82.27% |
| FMZ SMA8/21 angle — daily long/cashTrend following · FMZPublished variant | 35 | 28.80% | 13.47% | -17.92% | Unscored | 6.83% | 19.47% | 27.27% | 8 | 83.67% |
| Vortex crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 36 | 23.10% | 10.94% | -12.35% | Unscored | 4.90% | 17.35% | 14.21% | 50 | 70.72% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 37 | 22.57% | 10.70% | -11.03% | Unscored | 7.51% | 12.99% | 17.89% | 26 | 70.92% |
| Chandelier reversal reference — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 38 | 22.03% | 10.45% | -13.02% | Unscored | 17.09% | 4.22% | 16.31% | 32 | 70.32% |
| Stochastic + RSI Double — daily rule variantOscillator / pattern reversal · FMZPublished variant | 39 | 30.26% | 14.11% | -22.66% | Unscored | 21.67% | 6.13% | 29.87% | 2 | 59.36% |
| FMZ money-flow oscillator — daily long/cashPrice / volume confirmation · FMZPublished variant | 40 | 26.42% | 12.42% | -18.59% | Unscored | 4.27% | 21.25% | 16.24% | 56 | 57.57% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 41 | 19.41% | 9.26% | -8.31% | Unscored | 12.08% | 6.54% | 17.64% | 10 | 9.36% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 42 | 27.45% | 12.88% | -19.38% | Unscored | 9.89% | 14.95% | 24.06% | 18 | 46.02% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 43 | 25.00% | 11.79% | -19.80% | Unscored | 13.92% | 9.73% | 20.95% | 22 | 57.97% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 44 | 24.37% | 11.50% | -17.98% | Unscored | 17.21% | 6.11% | 22.52% | 10 | 32.07% |
| Ultimate Oscillator recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 45 | 9.20% | 4.49% | -7.71% | Unscored | 9.20% | 0.00% | 8.54% | 4 | 7.17% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 46 | 22.10% | 10.48% | -18.50% | Unscored | 7.53% | 13.55% | 21.00% | 6 | 38.25% |
| Stochastic Pop — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 47 | 7.78% | 3.81% | -4.09% | Unscored | 0.00% | 7.78% | 6.82% | 6 | 12.95% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 48 | 28.58% | 13.37% | -22.63% | Unscored | 26.29% | 0.84% | 27.81% | 4 | 90.44% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 49 | 19.86% | 9.47% | -10.76% | Unscored | 5.72% | 13.38% | 11.20% | 50 | 23.31% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 50 | 18.80% | 8.98% | -15.66% | Unscored | 8.82% | 9.17% | 18.09% | 4 | 14.34% |
| FMZ EMA50/200 + MACD — daily long/cashMomentum · FMZPublished variant | 51 | 25.42% | 11.97% | -22.63% | Unscored | 26.29% | -1.66% | 24.67% | 4 | 90.84% |
| Turtle close-price breakout — daily rule variantBreakout / volatility expansion · FMZPublished variant | 52 | 15.08% | 7.27% | -9.36% | Unscored | 1.88% | 12.96% | 9.69% | 32 | 57.37% |
| CCI Correction — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 53 | 18.45% | 8.82% | -13.52% | Unscored | 26.29% | -7.08% | 17.75% | 4 | 64.34% |
| Moving Momentum — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 54 | 20.85% | 9.92% | -19.43% | Unscored | 26.29% | -5.25% | 20.13% | 4 | 88.45% |
| Wilder RSI recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 55 | 16.22% | 7.79% | -15.66% | Unscored | 7.93% | 7.68% | 15.53% | 4 | 14.94% |
| Ichimoku cloud breakout — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 56 | 17.99% | 8.61% | -15.66% | Unscored | 6.99% | 9.29% | 16.24% | 10 | 79.48% |
| Swing Hull / EMA / RSI — daily rule variantTrend pullback · FMZPublished variant | 57 | 20.03% | 9.55% | -22.75% | Unscored | 21.68% | -1.36% | 18.60% | 8 | 47.61% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 58 | 13.03% | 6.31% | -12.43% | Unscored | 9.90% | 2.85% | 5.81% | 44 | 58.17% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 59 | 14.24% | 6.87% | -17.06% | Unscored | 8.99% | 3.86% | 13.21% | 6 | 62.55% |
| Causal DPO reversal — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 60 | 17.37% | 8.33% | -18.22% | Unscored | 13.68% | 2.33% | -2.54% | 124 | 49.40% |
| Donchian centerline regime — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 61 | 14.41% | 6.96% | -17.07% | Unscored | 13.00% | 1.25% | 4.57% | 60 | 76.29% |
| FMZ MA21 crossover — daily long/cashTrend following · FMZPublished variant | 62 | 13.31% | 6.44% | -11.46% | Unscored | 10.65% | 2.40% | 3.56% | 60 | 71.71% |
| Slow Stochastic recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 63 | 13.79% | 6.66% | -18.94% | Unscored | 12.82% | 0.86% | 11.76% | 12 | 24.70% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 64 | 2.56% | 1.27% | -1.60% | Unscored | 2.56% | 0.00% | 1.95% | 4 | 0.80% |
| Hull local pivot levels — daily rule variantOscillator / pattern reversal · FMZPublished variant | 65 | 12.25% | 5.94% | -17.44% | Unscored | 4.36% | 7.56% | 10.58% | 10 | 26.49% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 66 | 6.90% | 3.39% | -5.61% | Unscored | 3.59% | 3.20% | 5.63% | 8 | 1.79% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 67 | 7.39% | 3.62% | -14.41% | Unscored | -1.37% | 8.88% | 2.05% | 34 | 46.41% |
| Ehlers Fisher slope — daily rule variantOscillator / pattern reversal · FMZPublished variant | 68 | 8.32% | 4.07% | -14.67% | Unscored | 4.49% | 3.67% | -5.35% | 90 | 55.18% |
| Money Flow Index recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 69 | 8.14% | 3.98% | -15.66% | Unscored | 0.00% | 8.14% | 7.81% | 2 | 8.96% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 70 | 8.63% | 4.22% | -18.37% | Unscored | 6.40% | 2.10% | 7.66% | 6 | 24.50% |
| Williams VIX Fix / Stochastic — daily rule variantOscillator / pattern reversal · FMZPublished variant | 71 | 9.13% | 4.46% | -22.75% | Unscored | 9.62% | -0.45% | 7.50% | 10 | 30.88% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 72 | 6.79% | 3.34% | -13.54% | Unscored | 10.29% | -4.04% | 5.84% | 6 | 42.83% |
| OBV signal crossover — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 73 | 6.77% | 3.33% | -19.57% | Unscored | 6.81% | -0.03% | -6.43% | 88 | 67.73% |
| Chande Momentum regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 74 | 6.14% | 3.02% | -19.46% | Unscored | 3.18% | 2.86% | -2.12% | 54 | 70.32% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 75 | 4.96% | 2.45% | -8.31% | Unscored | 3.01% | 1.90% | 4.02% | 6 | 7.17% |
| Published two-horizon momentum — daily rule variantMomentum · FMZPublished variant | 76 | 4.33% | 2.14% | -20.14% | Unscored | 1.48% | 2.81% | -5.22% | 64 | 68.13% |
| Parabolic SAR reversal — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 77 | 4.42% | 2.18% | -20.67% | Unscored | 2.74% | 1.63% | -3.70% | 54 | 64.54% |
| RSI2 recovery timed exit — daily rule variantMean reversion · FMZPublished variant | 78 | 2.98% | 1.48% | -14.48% | Unscored | 0.49% | 2.47% | -6.45% | 64 | 25.50% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 79 | 3.18% | 1.58% | -9.18% | Unscored | 3.13% | 0.05% | 1.34% | 12 | 6.37% |
| Bollinger upper-band breakout — daily referenceBreakout / volatility expansion · Classic rule documentationIndicator-rule reference | 80 | 1.95% | 0.97% | -10.29% | Unscored | -0.59% | 2.55% | -1.36% | 22 | 37.25% |
| Chaikin A/D oscillator — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 81 | 1.31% | 0.65% | -29.56% | Unscored | 4.27% | -3.70% | -6.29% | 52 | 73.71% |
| TRIX signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 82 | 0.98% | 0.49% | -16.92% | Unscored | 4.87% | -3.71% | -3.17% | 28 | 45.22% |
| CCI / EMA / RSI Cross — daily rule variantMomentum · FMZPublished variant | 83 | 0.71% | 0.35% | -7.82% | Unscored | -3.13% | 3.96% | -3.72% | 30 | 39.64% |
| Chaikin Money Flow regime — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 84 | -1.81% | -0.91% | -32.09% | Unscored | 16.85% | -16.72% | -8.08% | 44 | 75.70% |
| True Strength Index crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 85 | -2.89% | -1.45% | -20.85% | Unscored | -4.28% | 1.45% | -9.91% | 50 | 53.98% |
| FMZ Williams reversal — daily long/cashOscillator / pattern reversal · FMZPublished variant | 86 | -4.01% | -2.02% | -20.00% | Unscored | 5.47% | -8.99% | -10.68% | 48 | 30.28% |
| Bollinger lower-band recovery — daily referenceMean reversion · Classic rule documentationIndicator-rule reference | 87 | -2.01% | -1.01% | -10.18% | Unscored | 1.37% | -3.34% | -3.47% | 10 | 9.36% |
| PPO signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 88 | -3.56% | -1.80% | -21.81% | Unscored | 2.43% | -5.85% | -9.72% | 44 | 46.02% |
| Crabel NR7 expansion — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 89 | -3.65% | -1.84% | -8.94% | Unscored | 0.99% | -4.60% | -8.71% | 36 | 27.89% |
| Connors RSI(2) — daily referenceMean reversion · Classic rule documentationDocumented strategy reference | 90 | -2.60% | -1.30% | -7.86% | Unscored | 2.43% | -4.90% | -5.47% | 20 | 6.77% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 91 | -5.99% | -3.04% | -12.33% | Unscored | -2.06% | -4.01% | -11.72% | 42 | 41.43% |
| Lambert CCI trend — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 92 | -6.14% | -3.11% | -10.98% | Unscored | -3.68% | -2.55% | -15.49% | 70 | 34.66% |
| Pring KST crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 93 | -14.33% | -7.43% | -26.51% | Unscored | -1.45% | -13.06% | -18.83% | 36 | 42.23% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 94 | -12.69% | -6.55% | -19.98% | Unscored | 1.21% | -14.50% | -14.76% | 16 | 34.66% |
| FMZ BB/Keltner squeeze — daily long/cashBreakout / volatility expansion · FMZPublished variant | 95 | -10.03% | -5.14% | -10.03% | Unscored | -1.94% | -8.25% | -11.37% | 10 | 4.18% |
| Dual Stochastics — daily rule variantMomentum · FMZPublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| RSI of ROC — daily rule variantMomentum · FMZPublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy003 — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy004 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy005 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
Ethereum · supplementary · standardized daily test
95 rankable / 100 evaluated · 91 distinct execution paths. Sharpe rank remains the full-asset rank when another metric is selected.
Annual columns are separate cash-restarted subtests, not annual slices of the continuous two-year account. Double-cost stress doubles both fees and slippage.
| Strategy / source | Sharpe rank | Net return | CAGR | Max drawdown | Directory PageRank | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 1 | 226.25% | 80.48% | -20.90% | Unscored | 62.04% | 101.33% | 223.32% | 6 | 33.11% |
| Money Flow Index recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 2 | 196.10% | 71.95% | -20.90% | Unscored | 68.46% | 75.77% | 193.45% | 6 | 29.96% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 3 | 190.66% | 70.36% | -20.90% | Unscored | 8.17% | 168.70% | 188.05% | 6 | 28.18% |
| Keltner border bounce — daily rule variantMean reversion · FMZPublished variant | 4 | 116.68% | 47.12% | -20.90% | Unscored | 0.00% | 116.68% | 116.03% | 2 | 14.36% |
| FMZ SMA8/21 angle — daily long/cashTrend following · FMZPublished variant | 5 | 207.54% | 75.23% | -35.72% | Unscored | 40.93% | 118.22% | 202.96% | 10 | 51.71% |
| FMZ BB/Keltner squeeze — daily long/cashBreakout / volatility expansion · FMZPublished variant | 6 | 90.79% | 38.07% | -20.58% | Unscored | 10.95% | 71.96% | 86.82% | 14 | 16.55% |
| 55 / 20-day breakoutBreakout / volatility expansion · DuckQuant referenceTransparent baseline | 7 | 119.76% | 48.16% | -28.61% | Unscored | 49.41% | 47.09% | 116.49% | 10 | 35.57% |
| Stochastic Pop — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 8 | 51.90% | 23.21% | -14.79% | Unscored | 51.90% | 0.00% | 50.54% | 6 | 12.45% |
| RSI centerline regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 9 | 102.31% | 42.17% | -37.71% | Unscored | 33.34% | 51.73% | 83.79% | 64 | 45.96% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 10 | 104.22% | 42.84% | -42.70% | Unscored | 83.64% | 10.87% | 98.18% | 20 | 60.19% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 11 | 75.75% | 32.52% | -33.07% | Unscored | 52.71% | 14.74% | 50.82% | 102 | 33.38% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 12 | 93.54% | 39.06% | -31.97% | Unscored | 51.26% | 27.95% | 91.81% | 6 | 54.31% |
| RSI2 recovery timed exit — daily rule variantMean reversion · FMZPublished variant | 13 | 57.32% | 25.39% | -22.71% | Unscored | -5.62% | 66.69% | 44.65% | 56 | 15.32% |
| Connors RSI(2) — daily referenceMean reversion · Classic rule documentationDocumented strategy reference | 14 | 34.83% | 16.09% | -13.34% | Unscored | 6.04% | 27.14% | 30.45% | 22 | 6.16% |
| Ichimoku cloud breakout — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 15 | 77.35% | 33.12% | -45.15% | Unscored | 6.30% | 66.33% | 73.66% | 14 | 50.34% |
| Bollinger upper-band breakout — daily referenceBreakout / volatility expansion · Classic rule documentationIndicator-rule reference | 16 | 50.68% | 22.72% | -24.33% | Unscored | 37.76% | 9.38% | 44.92% | 26 | 26.95% |
| FMZ King Keltner — daily long/cashBreakout / volatility expansion · FMZPublished variant | 17 | 65.68% | 28.67% | -44.48% | Unscored | 32.20% | 25.33% | 60.78% | 20 | 49.93% |
| True Strength Index crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 18 | 64.22% | 28.11% | -48.29% | Unscored | 68.14% | -2.33% | 50.54% | 58 | 45.14% |
| Strategy004 — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 19 | 37.63% | 17.29% | -22.65% | Unscored | 0.00% | 37.63% | 37.22% | 2 | 5.88% |
| Fibonacci Timing — daily rule variantOscillator / pattern reversal · FMZPublished variant | 20 | 70.58% | 30.56% | -47.75% | Unscored | 51.26% | 12.77% | 68.54% | 8 | 80.03% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 21 | 69.04% | 29.97% | -63.20% | Unscored | 50.59% | 11.92% | 67.53% | 6 | 77.70% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 22 | 57.78% | 25.57% | -40.77% | Unscored | -5.51% | 66.97% | 50.38% | 32 | 41.72% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 23 | 42.91% | 19.51% | -30.63% | Unscored | 5.81% | 35.06% | 37.03% | 28 | 25.99% |
| Chande Momentum regime — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 24 | 43.90% | 19.93% | -46.01% | Unscored | 26.39% | 13.85% | 26.86% | 84 | 46.65% |
| ESSMA blended filter — daily rule variantTrend following · FMZPublished variant | 25 | 44.06% | 19.99% | -51.41% | Unscored | -4.31% | 50.54% | 35.26% | 42 | 46.92% |
| Ehlers Fisher slope — daily rule variantOscillator / pattern reversal · FMZPublished variant | 26 | 41.07% | 18.74% | -54.85% | Unscored | 22.73% | 14.60% | 16.42% | 128 | 52.39% |
| Hull local pivot levels — daily rule variantOscillator / pattern reversal · FMZPublished variant | 27 | 42.85% | 19.49% | -61.27% | Unscored | 73.94% | -18.12% | 38.21% | 22 | 59.23% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 28 | 39.29% | 17.99% | -50.50% | Unscored | -7.77% | 51.02% | 32.36% | 34 | 44.05% |
| RAVI FX Fisher — daily rule variantTrend following · FMZPublished variant | 29 | 38.71% | 17.75% | -56.94% | Unscored | -13.90% | 61.12% | 31.03% | 38 | 44.05% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 30 | 32.38% | 15.03% | -37.06% | Unscored | 11.18% | 19.06% | 25.04% | 38 | 27.50% |
| Percent B Money Flow — daily referencePrice / volume confirmation · Classic rule documentationDocumented strategy reference | 31 | 37.26% | 17.13% | -59.82% | Unscored | 18.25% | 15.73% | 35.62% | 8 | 77.29% |
| Donchian centerline regime — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 32 | 36.09% | 16.63% | -46.13% | Unscored | 52.41% | -10.71% | 22.52% | 70 | 44.73% |
| FMZ money-flow oscillator — daily long/cashPrice / volume confirmation · FMZPublished variant | 33 | 36.21% | 16.68% | -43.32% | Unscored | -2.74% | 40.05% | 20.44% | 82 | 45.96% |
| RSI of ROC — daily rule variantMomentum · FMZPublished variant | 34 | 33.57% | 15.55% | -43.62% | Unscored | 5.73% | 26.34% | 32.77% | 4 | 62.11% |
| Buy and holdPassive reference · DuckQuant referenceTransparent baselineShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| MACDStrategy — daily signal variantMomentum · FreqtradePublished variantShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| Quickie — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| Strategy001 — daily signal variantTrend following · FreqtradePublished variantShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| SwingHighToSky — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| Freqtrade MACD/CCI — signal adapterMomentum · FreqtradePublished variantShared execution path · 5 peer(s) | 35 | 29.84% | 13.93% | -63.75% | Unscored | 45.84% | -11.24% | 29.45% | 2 | 100.00% |
| Bollinger RSI OBV — daily rule variantPrice / volume confirmation · FMZPublished variant | 41 | 32.09% | 14.91% | -46.08% | Unscored | 17.12% | 12.78% | 22.18% | 52 | 44.46% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 42 | 26.22% | 12.33% | -48.88% | Unscored | 18.86% | 6.19% | 16.05% | 56 | 47.74% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 43 | 25.64% | 12.07% | -35.98% | Unscored | -1.34% | 27.34% | 23.40% | 12 | 36.80% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 44 | 22.86% | 10.83% | -45.26% | Unscored | 45.84% | -16.01% | 22.13% | 4 | 81.81% |
| FMZ MA21 crossover — daily long/cashTrend following · FMZPublished variant | 45 | 24.68% | 11.64% | -44.89% | Unscored | 37.05% | -9.02% | 13.27% | 64 | 43.23% |
| 3EMA pullback zone — daily rule variantTrend pullback · FMZPublished variant | 46 | 23.20% | 10.98% | -51.53% | Unscored | 10.75% | 10.91% | 22.10% | 6 | 66.21% |
| Chandelier reversal reference — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 47 | 23.11% | 10.94% | -53.26% | Unscored | -3.45% | 27.51% | 16.99% | 34 | 41.86% |
| Aroon crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 48 | 19.61% | 9.35% | -52.35% | Unscored | -25.00% | 59.49% | 14.34% | 30 | 46.37% |
| CCI / EMA / RSI Cross — daily rule variantMomentum · FMZPublished variant | 49 | 16.81% | 8.07% | -25.19% | Unscored | 2.93% | 13.49% | 13.36% | 20 | 17.65% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 50 | 18.70% | 8.94% | -50.39% | Unscored | -5.46% | 25.55% | 12.46% | 36 | 46.10% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 51 | 16.86% | 8.09% | -50.04% | Unscored | 7.26% | 8.95% | 11.05% | 34 | 50.34% |
| Lambert CCI trend — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 52 | 15.33% | 7.38% | -35.87% | Unscored | 22.02% | -5.48% | 4.78% | 64 | 20.25% |
| CMF EMA delayed cross — daily rule variantPrice / volume confirmation · FMZPublished variant | 53 | 11.78% | 5.72% | -53.79% | Unscored | 5.99% | 5.47% | 10.78% | 6 | 61.15% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 54 | 12.77% | 6.18% | -26.64% | Unscored | -8.90% | 23.41% | 8.13% | 28 | 11.90% |
| FMZ Williams reversal — daily long/cashOscillator / pattern reversal · FMZPublished variant | 55 | 9.47% | 4.62% | -59.34% | Unscored | 53.00% | -28.45% | -5.49% | 98 | 46.92% |
| Keltner channel crossing — daily rule variantBreakout / volatility expansion · FMZPublished variant | 56 | 10.93% | 5.32% | -49.53% | Unscored | 4.16% | 6.50% | 6.05% | 30 | 45.96% |
| Crabel NR7 expansion — daily referenceBreakout / volatility expansion · Classic rule documentationDocumented strategy reference | 57 | 10.68% | 5.20% | -55.41% | Unscored | -34.95% | 69.64% | 3.93% | 42 | 45.69% |
| Moving Momentum — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 58 | 8.56% | 4.19% | -46.05% | Unscored | 36.45% | -20.68% | 7.59% | 6 | 59.92% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 59 | 0.47% | 0.23% | -64.79% | Unscored | 60.88% | -37.55% | -3.95% | 30 | 62.11% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 60 | 6.73% | 3.31% | -37.94% | Unscored | -2.10% | 8.70% | 2.34% | 28 | 31.19% |
| Vortex crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 61 | 3.13% | 1.55% | -55.86% | Unscored | 6.36% | -3.03% | -7.98% | 76 | 47.06% |
| TRIX signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 62 | 1.46% | 0.73% | -51.43% | Unscored | 21.27% | -16.33% | -3.87% | 36 | 44.87% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 63 | -5.00% | -2.53% | -58.15% | Unscored | 43.69% | -34.09% | -8.64% | 26 | 61.42% |
| Tenkan/Kijun crossover — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 64 | -4.44% | -2.24% | -58.55% | Unscored | -33.35% | 43.37% | -9.19% | 34 | 45.14% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 65 | -7.68% | -3.91% | -52.76% | Unscored | -17.79% | 12.29% | -9.60% | 14 | 56.09% |
| Pring KST crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 66 | -6.38% | -3.24% | -56.62% | Unscored | 38.60% | -32.45% | -11.84% | 40 | 46.51% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 67 | -3.47% | -1.75% | -53.31% | Unscored | -18.14% | 17.92% | -6.32% | 20 | 41.86% |
| Turtle close-price breakout — daily rule variantBreakout / volatility expansion · FMZPublished variant | 68 | -2.63% | -1.32% | -48.59% | Unscored | -4.09% | 1.52% | -7.47% | 34 | 34.61% |
| PPO signal crossover — daily referenceMomentum · Classic rule documentationIndicator-rule reference | 69 | -10.47% | -5.37% | -56.23% | Unscored | 42.20% | -37.04% | -18.66% | 64 | 47.06% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 70 | -15.12% | -7.86% | -61.51% | Unscored | 3.04% | -17.87% | -15.88% | 6 | 62.79% |
| MFI / MA body reversal — daily rule variantPrice / volume confirmation · FMZPublished variant | 71 | -14.24% | -7.38% | -57.70% | Unscored | 46.77% | -41.74% | -15.00% | 6 | 57.73% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 72 | -9.69% | -4.96% | -41.96% | Unscored | 1.87% | -11.35% | -10.50% | 6 | 34.75% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 73 | -7.28% | -3.71% | -41.96% | Unscored | -2.10% | -5.58% | -10.56% | 24 | 30.37% |
| Published two-horizon momentum — daily rule variantMomentum · FMZPublished variant | 74 | -12.82% | -6.62% | -48.02% | Unscored | 24.95% | -30.23% | -24.51% | 96 | 47.20% |
| Williams VIX Fix / Stochastic — daily rule variantOscillator / pattern reversal · FMZPublished variant | 75 | -10.84% | -5.57% | -60.04% | Unscored | 24.93% | -28.85% | -12.69% | 14 | 38.85% |
| Wilder RSI recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 76 | -12.15% | -6.26% | -47.42% | Unscored | 3.61% | -15.21% | -12.94% | 6 | 35.84% |
| OBV signal crossover — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 77 | -20.44% | -10.79% | -61.53% | Unscored | 31.52% | -39.51% | -33.34% | 118 | 45.55% |
| Bollinger lower-band recovery — daily referenceMean reversion · Classic rule documentationIndicator-rule reference | 78 | -11.27% | -5.80% | -32.63% | Unscored | -11.98% | 0.50% | -14.92% | 28 | 26.81% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 79 | -36.84% | -20.50% | -63.38% | Unscored | 13.74% | -44.63% | -39.44% | 28 | 77.56% |
| Chaikin Money Flow regime — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 80 | -31.56% | -17.25% | -76.99% | Unscored | -9.92% | -24.02% | -41.45% | 104 | 66.48% |
| Chaikin A/D oscillator — daily referencePrice / volume confirmation · Classic rule documentationIndicator-rule reference | 81 | -29.67% | -16.11% | -69.43% | Unscored | 17.29% | -40.04% | -38.55% | 90 | 60.88% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 82 | -20.97% | -11.09% | -55.54% | Unscored | -23.78% | 3.69% | -22.15% | 10 | 40.08% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 83 | -32.82% | -18.01% | -66.02% | Unscored | -6.48% | -28.38% | -34.41% | 16 | 52.12% |
| Ultimate Oscillator recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 84 | -11.49% | -5.91% | -37.07% | Unscored | -11.49% | 0.00% | -11.76% | 2 | 10.94% |
| Slow Stochastic recovery — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 85 | -31.11% | -16.98% | -57.58% | Unscored | 29.52% | -46.81% | -32.54% | 14 | 39.53% |
| Causal DPO reversal — daily referenceOscillator / pattern reversal · Classic rule documentationIndicator-rule reference | 86 | -41.37% | -23.40% | -70.08% | Unscored | -33.35% | -12.04% | -53.33% | 152 | 49.11% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 87 | -42.60% | -24.21% | -61.84% | Unscored | -8.59% | -37.40% | -44.46% | 22 | 54.17% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 88 | -13.20% | -6.82% | -22.65% | Unscored | 0.00% | -13.20% | -13.97% | 6 | 3.28% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 89 | -13.40% | -6.93% | -24.87% | Unscored | 2.54% | -15.54% | -14.17% | 6 | 3.69% |
| EMA21/55/200 with RSI exit — daily rule variantTrend following · FMZPublished variant | 90 | -29.35% | -15.93% | -58.33% | Unscored | -0.55% | -28.96% | -29.77% | 4 | 16.69% |
| Published Alligator SMA stack — daily rule variantTrend following · FMZPublished variant | 91 | -48.38% | -28.12% | -72.55% | Unscored | 5.12% | -51.04% | -48.84% | 6 | 66.35% |
| FMZ EMA50/200 + MACD — daily long/cashMomentum · FMZPublished variant | 92 | -44.94% | -25.77% | -69.37% | Unscored | -3.63% | -43.04% | -45.43% | 6 | 57.05% |
| Swing Hull / EMA / RSI — daily rule variantTrend pullback · FMZPublished variant | 93 | -51.64% | -30.43% | -67.25% | Unscored | 2.78% | -53.09% | -52.36% | 10 | 53.08% |
| Parabolic SAR reversal — daily referenceTrend following · Classic rule documentationIndicator-rule reference | 94 | -63.07% | -39.19% | -72.70% | Unscored | -29.05% | -47.94% | -66.65% | 68 | 46.79% |
| CCI Correction — daily referenceTrend pullback · Classic rule documentationDocumented strategy reference | 95 | -74.90% | -49.86% | -77.77% | Unscored | -31.04% | -63.61% | -75.13% | 6 | 38.17% |
| Dual Stochastics — daily rule variantMomentum · FMZPublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Stochastic + RSI Double — daily rule variantOscillator / pattern reversal · FMZPublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy003 — daily signal variantMean reversion · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
| Strategy005 — daily signal variantOscillator / pattern reversal · FreqtradePublished variantShared execution path · 4 peer(s) | Unranked | 0.00% | 0.00% | 0.00% | Unscored | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
No strategies match these filters.
Try reducing the minimum order count or relaxing the risk limits.
Asset and return conventions
ETF bars follow the US trading calendar, raw traded prices and accrued/paid cash dividends without automatic reinvestment. Sharpe annualizes 252 ETF sessions or 365 crypto days; CAGR uses elapsed calendar days. USD and USDT are not FX-normalized.
Maximum drawdown is negative; “higher first” shows smaller losses first. No trades or undefined Sharpe stays unranked. Different rules can share the same execution path during this sample.