DUCKQUANT / THE QUANT & AI DIRECTORY
Public strategy research
Compare measured returns, risk and cost sensitivity. Explore the rule and evidence behind every result.
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.
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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 | Net Sharpe | 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% | 1.30 | 100.76% | 8.66% | 78.96% | 132 | 52.12% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 2 | 125.36% | 50.04% | -20.13% | 1.26 | 98.18% | 13.38% | 117.39% | 24 | 67.03% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 3 | 75.41% | 32.39% | -16.55% | 1.24 | 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% | 1.20 | 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% | 1.16 | 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% | 1.15 | 117.18% | -9.15% | 74.46% | 82 | 54.58% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 7 | 98.10% | 40.68% | -25.48% | 1.15 | 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% | 1.12 | 80.88% | 6.57% | 82.64% | 36 | 54.31% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 9 | 107.33% | 43.92% | -33.80% | 1.09 | 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% | 1.05 | 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% | 1.05 | 73.76% | 7.35% | 75.66% | 40 | 58.69% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 12 | 78.78% | 33.66% | -20.25% | 1.03 | 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% | 1.02 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 1.00 | 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% | 0.99 | 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% | 0.98 | 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% | 0.96 | 68.17% | 0.91% | 47.39% | 94 | 54.04% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 25 | 77.61% | 33.22% | -25.04% | 0.93 | 69.47% | 4.81% | 69.80% | 30 | 61.83% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 26 | 72.59% | 31.32% | -28.10% | 0.91 | 39.12% | 23.68% | 66.48% | 24 | 67.85% |
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 27 | 42.93% | 19.52% | -19.04% | 0.91 | 0.00% | 42.93% | 42.07% | 4 | 24.21% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 28 | 65.88% | 28.75% | -40.01% | 0.89 | 49.03% | 11.31% | 61.46% | 18 | 55.40% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 29 | 57.96% | 25.64% | -22.36% | 0.88 | 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% | 0.88 | 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% | 0.88 | 115.14% | -19.48% | 72.20% | 6 | 72.91% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 32 | 66.41% | 28.96% | -26.42% | 0.87 | 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% | 0.86 | 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% | 0.86 | 61.64% | 1.93% | 25.77% | 180 | 50.07% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 35 | 55.15% | 24.52% | -34.11% | 0.82 | 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% | 0.81 | 51.22% | 10.38% | 64.93% | 10 | 78.80% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 37 | 68.37% | 29.71% | -31.96% | 0.80 | 81.85% | -7.69% | 66.86% | 6 | 88.51% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 38 | 37.66% | 17.30% | -20.07% | 0.79 | 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% | 0.77 | 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% | 0.74 | 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% | 0.74 | 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% | 0.73 | 87.58% | -17.11% | 54.09% | 8 | 71.96% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 43 | 46.35% | 20.94% | -34.85% | 0.73 | 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% | 0.70 | 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% | 0.68 | 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% | 0.65 | 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% | 0.65 | 58.68% | -11.15% | 38.47% | 12 | 59.23% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 48 | 27.93% | 13.09% | -26.03% | 0.63 | 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% | 0.63 | 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% | 0.62 | 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% | 0.61 | 37.70% | -5.01% | 26.56% | 22 | 44.87% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 52 | 28.03% | 13.13% | -20.56% | 0.60 | 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% | 0.59 | 86.19% | -27.98% | 27.43% | 34 | 54.86% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 54 | 36.35% | 16.74% | -37.34% | 0.57 | 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% | 0.56 | 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% | 0.56 | 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% | 0.56 | 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% | 0.55 | 54.64% | -15.34% | 24.42% | 34 | 54.58% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 59 | 17.97% | 8.60% | -11.62% | 0.53 | 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% | 0.53 | 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% | 0.52 | 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% | 0.52 | 31.02% | -3.08% | 11.28% | 88 | 52.80% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 63 | 21.91% | 10.40% | -32.28% | 0.50 | 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% | 0.48 | 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% | 0.48 | 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% | 0.47 | 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% | 0.47 | 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% | 0.47 | 14.76% | 3.52% | 16.33% | 14 | 22.44% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 69 | 16.68% | 8.01% | -20.07% | 0.46 | 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% | 0.45 | 49.53% | -18.03% | 21.84% | 6 | 77.29% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 71 | 22.48% | 10.65% | -37.67% | 0.45 | 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% | 0.43 | 47.22% | -18.99% | 13.68% | 32 | 47.88% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 73 | 17.83% | 8.54% | -20.93% | 0.43 | 14.15% | 3.22% | 16.77% | 6 | 31.19% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 74 | 17.47% | 8.37% | -38.01% | 0.43 | 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% | 0.41 | 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% | 0.40 | 36.09% | -14.21% | 5.74% | 66 | 47.47% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 77 | 16.39% | 7.87% | -38.41% | 0.40 | 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% | 0.37 | 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% | 0.36 | 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% | 0.34 | 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% | 0.32 | 17.05% | -5.36% | 9.79% | 6 | 45.69% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 82 | 10.63% | 5.17% | -36.78% | 0.32 | 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% | 0.32 | 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% | 0.31 | 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% | 0.26 | 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% | 0.26 | 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% | 0.24 | 0.23% | 5.90% | 5.19% | 6 | 25.58% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 88 | 5.06% | 2.50% | -40.72% | 0.24 | 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% | 0.18 | 28.80% | -22.13% | -11.31% | 82 | 55.13% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 90 | -3.44% | -1.73% | -35.68% | 0.11 | 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% | -0.28 | 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% | -0.28 | 0.00% | -6.00% | -6.28% | 2 | 5.88% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 93 | -8.59% | -4.38% | -11.49% | -0.42 | 0.00% | -8.59% | -8.86% | 2 | 6.29% |
| Dual Stochastics — daily rule variantMomentum · FMZPublished variant | 94 | -4.91% | -2.48% | -8.07% | -0.44 | -4.91% | 0.00% | -5.20% | 2 | 2.33% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 95 | -8.32% | -4.24% | -11.88% | -0.69 | 0.00% | -8.32% | -8.87% | 4 | 2.33% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 96 | -8.88% | -4.54% | -11.49% | -0.88 | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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 | Net Sharpe | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 1 | 62.02% | 27.25% | -5.55% | 2.56 | 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% | 2.23 | 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% | 2.23 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 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% | 2.16 | 24.13% | 61.79% | 101.95% | 4 | 91.24% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 16 | 101.86% | 42.01% | -10.13% | 2.10 | 26.10% | 58.24% | 100.66% | 4 | 99.80% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 17 | 89.51% | 37.60% | -10.13% | 2.00 | 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% | 2.00 | 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% | 2.00 | 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% | 1.94 | 11.52% | 61.79% | 81.98% | 2 | 77.69% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 21 | 32.11% | 14.92% | -2.95% | 1.94 | 12.00% | 16.60% | 28.98% | 16 | 27.09% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 22 | 84.51% | 35.78% | -10.60% | 1.91 | 25.66% | 46.83% | 82.86% | 6 | 87.65% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 23 | 81.46% | 34.65% | -10.66% | 1.87 | 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% | 1.86 | 23.20% | 47.60% | 80.76% | 4 | 88.45% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 25 | 63.58% | 27.86% | -10.13% | 1.74 | 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% | 1.72 | 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% | 1.66 | 14.04% | 47.87% | 65.13% | 14 | 83.07% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 28 | 52.61% | 23.50% | -8.27% | 1.65 | 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% | 1.65 | 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% | 1.60 | 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% | 1.57 | 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% | 1.55 | 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% | 1.54 | 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% | 1.52 | 6.92% | 50.36% | 50.50% | 44 | 77.09% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 35 | 59.30% | 26.17% | -11.38% | 1.51 | 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% | 1.50 | 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% | 1.49 | 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% | 1.47 | 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% | 1.44 | 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% | 1.43 | 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% | 1.41 | 9.51% | 38.83% | 43.61% | 38 | 74.70% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 42 | 48.43% | 21.80% | -12.62% | 1.41 | 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% | 1.40 | 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% | 1.37 | 10.97% | 34.44% | 37.57% | 54 | 74.10% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 45 | 41.39% | 18.88% | -10.39% | 1.32 | 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% | 1.29 | 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% | 1.28 | 10.03% | 31.42% | 30.97% | 66 | 72.31% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 48 | 36.27% | 16.71% | -12.51% | 1.27 | 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% | 1.27 | 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% | 1.27 | 12.17% | 28.10% | 38.19% | 26 | 71.71% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 51 | 42.94% | 19.53% | -14.52% | 1.26 | 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% | 1.23 | 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% | 1.22 | 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% | 1.20 | 5.35% | 30.50% | 30.25% | 36 | 61.16% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 55 | 34.33% | 15.88% | -10.98% | 1.17 | 9.08% | 23.14% | 29.19% | 26 | 51.00% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 56 | 14.70% | 7.09% | -3.81% | 1.16 | 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% | 1.13 | 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% | 1.11 | 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% | 1.10 | 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% | 1.10 | 6.65% | 28.31% | 23.94% | 66 | 72.71% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 61 | 33.04% | 15.32% | -18.86% | 1.06 | 15.12% | 15.57% | 28.33% | 24 | 63.35% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 62 | 22.00% | 10.44% | -10.13% | 1.06 | -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% | 1.03 | 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% | 0.99 | 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% | 0.97 | 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% | 0.92 | 0.08% | 25.34% | 17.07% | 46 | 54.78% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 67 | 27.71% | 12.99% | -12.62% | 0.92 | 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% | 0.91 | 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% | 0.87 | -5.16% | 32.19% | 9.82% | 96 | 72.11% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 70 | 22.63% | 10.72% | -12.04% | 0.85 | -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% | 0.84 | 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% | 0.83 | 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% | 0.79 | 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% | 0.73 | 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% | 0.72 | -1.02% | 14.86% | 2.05% | 72 | 33.07% |
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 76 | 4.62% | 2.28% | -3.81% | 0.71 | 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% | 0.69 | 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% | 0.58 | 3.96% | 0.00% | 3.65% | 2 | 10.56% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 79 | 1.73% | 0.86% | -0.68% | 0.57 | 0.00% | 1.73% | 1.43% | 2 | 0.40% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 80 | 13.99% | 6.75% | -10.13% | 0.57 | 3.23% | 10.42% | 12.29% | 10 | 35.66% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 81 | 0.90% | 0.45% | -2.10% | 0.23 | 1.37% | -0.47% | -0.31% | 8 | 2.39% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 82 | 1.29% | 0.64% | -9.24% | 0.11 | 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% | -0.11 | 4.97% | -8.63% | -8.03% | 28 | 39.24% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 84 | -0.77% | -0.39% | -1.96% | -0.13 | 1.22% | -1.96% | -1.66% | 6 | 1.39% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 85 | -1.34% | -0.67% | -1.96% | -0.22 | 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% | -0.25 | -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% | -0.25 | -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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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 | Net Sharpe | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 1 | 32.08% | 14.90% | -5.43% | 1.84 | 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% | 1.66 | 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% | 1.62 | 26.29% | 26.38% | 60.09% | 4 | 84.66% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 4 | 46.06% | 20.82% | -12.14% | 1.44 | 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% | 1.39 | 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% | 1.38 | 26.29% | 18.23% | 49.76% | 4 | 88.45% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 7 | 39.42% | 18.05% | -15.07% | 1.32 | 18.20% | 17.95% | 31.30% | 40 | 69.12% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 8 | 48.04% | 21.64% | -13.52% | 1.26 | 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% | 1.26 | 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% | 1.25 | 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% | 1.24 | 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% | 1.24 | 6.72% | 0.00% | 6.40% | 2 | 2.99% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 13 | 38.30% | 17.57% | -10.85% | 1.24 | 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% | 1.15 | 16.59% | 15.34% | 30.89% | 24 | 81.87% |
| SmoothScalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 15 | 31.70% | 14.74% | -7.06% | 1.14 | 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% | 1.12 | 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% | 1.12 | 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% | 1.12 | 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% | 1.12 | 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% | 1.12 | 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% | 1.12 | 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% | 1.03 | 16.05% | 10.95% | 19.82% | 48 | 73.31% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 23 | 28.20% | 13.20% | -8.62% | 1.03 | 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% | 0.99 | 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% | 0.98 | 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% | 0.97 | 26.29% | 4.77% | 32.74% | 4 | 82.07% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 27 | 29.58% | 13.82% | -13.60% | 0.96 | 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% | 0.94 | 26.29% | 10.77% | 40.28% | 4 | 91.24% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 29 | 30.91% | 14.39% | -13.40% | 0.92 | 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% | 0.91 | 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% | 0.91 | 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% | 0.89 | 8.25% | 14.33% | 19.76% | 22 | 69.72% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 33 | 34.23% | 15.84% | -22.75% | 0.88 | 11.16% | 19.68% | 33.03% | 6 | 77.89% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 34 | 35.06% | 16.19% | -22.69% | 0.88 | 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% | 0.88 | 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% | 0.85 | 4.90% | 17.35% | 14.21% | 50 | 70.72% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 37 | 22.57% | 10.70% | -11.03% | 0.83 | 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% | 0.82 | 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% | 0.81 | 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% | 0.80 | 4.27% | 21.25% | 16.24% | 56 | 57.57% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 41 | 19.41% | 9.26% | -8.31% | 0.79 | 12.08% | 6.54% | 17.64% | 10 | 9.36% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 42 | 27.45% | 12.88% | -19.38% | 0.78 | 9.89% | 14.95% | 24.06% | 18 | 46.02% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 43 | 25.00% | 11.79% | -19.80% | 0.77 | 13.92% | 9.73% | 20.95% | 22 | 57.97% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 44 | 24.37% | 11.50% | -17.98% | 0.75 | 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% | 0.75 | 9.20% | 0.00% | 8.54% | 4 | 7.17% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 46 | 22.10% | 10.48% | -18.50% | 0.75 | 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% | 0.74 | 0.00% | 7.78% | 6.82% | 6 | 12.95% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 48 | 28.58% | 13.37% | -22.63% | 0.73 | 26.29% | 0.84% | 27.81% | 4 | 90.44% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 49 | 19.86% | 9.47% | -10.76% | 0.73 | 5.72% | 13.38% | 11.20% | 50 | 23.31% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 50 | 18.80% | 8.98% | -15.66% | 0.71 | 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% | 0.67 | 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% | 0.66 | 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% | 0.65 | 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% | 0.64 | 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% | 0.63 | 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% | 0.63 | 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% | 0.61 | 21.68% | -1.36% | 18.60% | 8 | 47.61% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 58 | 13.03% | 6.31% | -12.43% | 0.57 | 9.90% | 2.85% | 5.81% | 44 | 58.17% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 59 | 14.24% | 6.87% | -17.06% | 0.57 | 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% | 0.56 | 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% | 0.56 | 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% | 0.54 | 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% | 0.50 | 12.82% | 0.86% | 11.76% | 12 | 24.70% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 64 | 2.56% | 1.27% | -1.60% | 0.49 | 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% | 0.47 | 4.36% | 7.56% | 10.58% | 10 | 26.49% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 66 | 6.90% | 3.39% | -5.61% | 0.38 | 3.59% | 3.20% | 5.63% | 8 | 1.79% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 67 | 7.39% | 3.62% | -14.41% | 0.38 | -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% | 0.37 | 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% | 0.37 | 0.00% | 8.14% | 7.81% | 2 | 8.96% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 70 | 8.63% | 4.22% | -18.37% | 0.35 | 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% | 0.35 | 9.62% | -0.45% | 7.50% | 10 | 30.88% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 72 | 6.79% | 3.34% | -13.54% | 0.33 | 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% | 0.31 | 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% | 0.29 | 3.18% | 2.86% | -2.12% | 54 | 70.32% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 75 | 4.96% | 2.45% | -8.31% | 0.27 | 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% | 0.23 | 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% | 0.23 | 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% | 0.21 | 0.49% | 2.47% | -6.45% | 64 | 25.50% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 79 | 3.18% | 1.58% | -9.18% | 0.19 | 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% | 0.15 | -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% | 0.12 | 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% | 0.10 | 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% | 0.09 | -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% | 0.02 | 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% | -0.05 | -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% | -0.06 | 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% | -0.06 | 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% | -0.09 | 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% | -0.17 | 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% | -0.20 | 2.43% | -4.90% | -5.47% | 20 | 6.77% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 91 | -5.99% | -3.04% | -12.33% | -0.25 | -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% | -0.30 | -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% | -0.54 | -1.45% | -13.06% | -18.83% | 36 | 42.23% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 94 | -12.69% | -6.55% | -19.98% | -0.56 | 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% | -1.60 | -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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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 | Net Sharpe | 2024 restarted | 2025 restarted | Double cost | Orders | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|
| CMCWinner — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 1 | 226.25% | 80.48% | -20.90% | 1.68 | 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% | 1.62 | 68.46% | 75.77% | 193.45% | 6 | 29.96% |
| Smarter MACD — daily rule variantMomentum · FMZPublished variant | 3 | 190.66% | 70.36% | -20.90% | 1.60 | 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% | 1.48 | 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% | 1.38 | 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% | 1.32 | 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% | 1.21 | 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% | 1.03 | 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% | 0.97 | 33.34% | 51.73% | 83.79% | 64 | 45.96% |
| 90-day momentumMomentum · DuckQuant referenceTransparent baseline | 10 | 104.22% | 42.84% | -42.70% | 0.94 | 83.64% | 10.87% | 98.18% | 20 | 60.19% |
| TechnicalExampleStrategy — daily signal variantMean reversion · FreqtradePublished variant | 11 | 75.75% | 32.52% | -33.07% | 0.91 | 52.71% | 14.74% | 50.82% | 102 | 33.38% |
| ADXMomentum — daily signal variantMomentum · FreqtradePublished variant | 12 | 93.54% | 39.06% | -31.97% | 0.91 | 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% | 0.89 | -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% | 0.87 | 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% | 0.85 | 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% | 0.77 | 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% | 0.77 | 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% | 0.76 | 68.14% | -2.33% | 50.54% | 58 | 45.14% |
| Strategy004 — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 19 | 37.63% | 17.29% | -22.65% | 0.74 | 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% | 0.73 | 51.26% | 12.77% | 68.54% | 8 | 80.03% |
| Freqtrade Awesome/MACD — signal adapterMomentum · FreqtradePublished variant | 21 | 69.04% | 29.97% | -63.20% | 0.73 | 50.59% | 11.92% | 67.53% | 6 | 77.70% |
| FMZ Hull55 — daily long/cashTrend following · FMZPublished variant | 22 | 57.78% | 25.57% | -40.77% | 0.72 | -5.51% | 66.97% | 50.38% | 32 | 41.72% |
| EMA20 Stochastic — daily rule variantTrend pullback · FMZPublished variant | 23 | 42.91% | 19.51% | -30.63% | 0.67 | 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% | 0.62 | 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% | 0.61 | -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% | 0.60 | 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% | 0.60 | 73.94% | -18.12% | 38.21% | 22 | 59.23% |
| Freqtrade Average — signal adapterTrend following · FreqtradePublished variant | 28 | 39.29% | 17.99% | -50.50% | 0.58 | -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% | 0.58 | -13.90% | 61.12% | 31.03% | 38 | 44.05% |
| Freqtrade Rockwell MACD — signal adapterMomentum · FreqtradePublished variant | 30 | 32.38% | 15.03% | -37.06% | 0.56 | 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% | 0.56 | 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% | 0.55 | 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% | 0.55 | -2.74% | 40.05% | 20.44% | 82 | 45.96% |
| RSI of ROC — daily rule variantMomentum · FMZPublished variant | 34 | 33.57% | 15.55% | -43.62% | 0.54 | 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% | 0.53 | 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% | 0.53 | 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% | 0.53 | 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% | 0.53 | 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% | 0.53 | 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% | 0.53 | 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% | 0.52 | 17.12% | 12.78% | 22.18% | 52 | 44.46% |
| Ehlers Fisher level — daily rule variantMomentum · FMZPublished variant | 42 | 26.22% | 12.33% | -48.88% | 0.48 | 18.86% | 6.19% | 16.05% | 56 | 47.74% |
| HLHB — daily signal variantMomentum · FreqtradePublished variant | 43 | 25.64% | 12.07% | -35.98% | 0.47 | -1.34% | 27.34% | 23.40% | 12 | 36.80% |
| Matrix Series oscillator — daily rule variantMomentum · FMZPublished variant | 44 | 22.86% | 10.83% | -45.26% | 0.47 | 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% | 0.46 | 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% | 0.46 | 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% | 0.45 | -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% | 0.42 | -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% | 0.41 | 2.93% | 13.49% | 13.36% | 20 | 17.65% |
| Donchian distance oscillator — daily rule variantMomentum · FMZPublished variant | 50 | 18.70% | 8.94% | -50.39% | 0.41 | -5.46% | 25.55% | 12.46% | 36 | 46.10% |
| Momentum 2.0 — daily rule variantMomentum · FMZPublished variant | 51 | 16.86% | 8.09% | -50.04% | 0.40 | 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% | 0.39 | 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% | 0.37 | 5.99% | 5.47% | 10.78% | 6 | 61.15% |
| Bollinger / EMA9 — daily rule variantMean reversion · FMZPublished variant | 54 | 12.77% | 6.18% | -26.64% | 0.35 | -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% | 0.34 | 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% | 0.34 | 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% | 0.34 | -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% | 0.34 | 36.45% | -20.68% | 7.59% | 6 | 59.92% |
| Bollinger Awesome Alert — daily rule variantMomentum · FMZPublished variant | 59 | 0.47% | 0.23% | -64.79% | 0.29 | 60.88% | -37.55% | -3.95% | 30 | 62.11% |
| CombinedBinHAndCluc — daily signal variantMean reversion · FreqtradePublished variant | 60 | 6.73% | 3.31% | -37.94% | 0.28 | -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% | 0.27 | 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% | 0.25 | 21.27% | -16.33% | -3.87% | 36 | 44.87% |
| Bandtastic — daily signal variantMean reversion · FreqtradePublished variant | 63 | -5.00% | -2.53% | -58.15% | 0.23 | 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% | 0.18 | -33.35% | 43.37% | -9.19% | 34 | 45.14% |
| RedK Momentum Bars — daily rule variantMomentum · FMZPublished variant | 65 | -7.68% | -3.91% | -52.76% | 0.17 | -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% | 0.17 | 38.60% | -32.45% | -11.84% | 40 | 46.51% |
| FMZ SuperTrend — daily long/cashTrend following · FMZPublished variant | 67 | -3.47% | -1.75% | -53.31% | 0.17 | -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% | 0.16 | -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% | 0.12 | 42.20% | -37.04% | -18.66% | 64 | 47.06% |
| SMA 50 / 200Trend following · DuckQuant referenceTransparent baseline | 70 | -15.12% | -7.86% | -61.51% | 0.11 | 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% | 0.11 | 46.77% | -41.74% | -15.00% | 6 | 57.73% |
| Freqtrade BB/RSI — signal adapterMean reversion · FreqtradePublished variant | 72 | -9.69% | -4.96% | -41.96% | 0.10 | 1.87% | -11.35% | -10.50% | 6 | 34.75% |
| ClucMay72018 — daily signal variantMean reversion · FreqtradePublished variant | 73 | -7.28% | -3.71% | -41.96% | 0.10 | -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% | 0.09 | 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% | 0.08 | 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% | 0.08 | 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% | -0.03 | 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% | -0.04 | -11.98% | 0.50% | -14.92% | 28 | 26.81% |
| Freqtrade Simple — signal adapterMomentum · FreqtradePublished variant | 79 | -36.84% | -20.50% | -63.38% | -0.04 | 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% | -0.05 | -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% | -0.05 | 17.29% | -40.04% | -38.55% | 90 | 60.88% |
| DMI DPO Guard — daily rule variantMomentum · FMZPublished variant | 82 | -20.97% | -11.09% | -55.54% | -0.09 | -23.78% | 3.69% | -22.15% | 10 | 40.08% |
| EMASkipPump — daily signal variantMean reversion · FreqtradePublished variant | 83 | -32.82% | -18.01% | -66.02% | -0.11 | -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% | -0.16 | -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% | -0.22 | 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% | -0.25 | -33.35% | -12.04% | -53.33% | 152 | 49.11% |
| Freqtrade ADX/SMA — signal adapterTrend following · FreqtradePublished variant | 87 | -42.60% | -24.21% | -61.84% | -0.29 | -8.59% | -37.40% | -44.46% | 22 | 54.17% |
| Scalp — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 88 | -13.20% | -6.82% | -22.65% | -0.29 | 0.00% | -13.20% | -13.97% | 6 | 3.28% |
| CofiBitStrategy — daily signal variantOscillator / pattern reversal · FreqtradePublished variant | 89 | -13.40% | -6.93% | -24.87% | -0.30 | 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% | -0.30 | -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% | -0.30 | 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% | -0.34 | -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% | -0.41 | 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% | -0.95 | -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% | -1.34 | -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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 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% | N/A | 0.00% | 0.00% | 0.00% | 0 | 0.00% |
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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.
Evaluation protocol
- Bitcoin and supplementary Ethereum: official Binance spot archives, 2022–2025, monthly ZIPs verified against published SHA256. Gold and Nasdaq-100: GLD and QQQ ETF raw daily OHLCV from Nasdaq, independently cross-checked against Yahoo for the retained Jun 2021–2025 window. Crypto warms up in 2022–2023; ETFs in Jun 2021–2023. Source response digests are local integrity hashes, not issuer-published checksums.
- Signals on completed bars execute at the next available asset-session open. Every strategy starts the evaluation in cash and liquidates at the final close, with costs. Short signals become cash, never borrowed short positions.
- Fractional units, all-in available-cash targets, no leverage or cash interest. ETF dividends accrue for prior-close holders on ex-date and settle on official payment date; paid cash is not automatically reinvested. ETF prices are raw, without back-adjusted future factors. Reviewed ETF snapshots contain no split events. No funding, taxes, lot-size constraints or order-book simulation. Fee/slippage are modeled assumptions.
- Daily close equity includes unrealized gains. Maximum drawdown uses the running daily equity peak, including initial capital and final liquidation. Sharpe uses sample daily return volatility, zero risk-free rate; Sharpe annualizes 365 crypto days or 252 ETF sessions. CAGR uses actual calendar elapsed days, 731 for the two-year window. USD and USDT are not FX-normalized. Orders count entries and exits.
- Common risk/execution rules replace source-platform protections where stated; original exchange, timeframe and portfolio allocation are not replicated. EMA starts from the first observation; warm-up reduces but does not certify identical platform indicators.
- Three primary assets (Bitcoin, GLD gold ETF and QQQ Nasdaq-100 ETF), supplementary ETH and two historical years do not establish robustness. No backtest is a live return or independently sealed test.
Source snapshots: asset definitions, Binance public data documentation. Engine dq-daily-multiasset-1.3; generated 2026-10-25T04:00:44.435928+00:00.