ETH Williams %R Long · Regime-Confirmed · 50%
Diterbitkan 26 Oktober 2026 · Pengujian ulang terakhir 4 November 2026
Williams %R long entries on ETH, long-side, entries only while the coin's REGIME confirmation is constructive (REGIME>0). Position size 50% of allocation per entry. ATR-based stop, 2R target. Selection window: 36.9% over 44 trades, 43% win rate, max drawdown 22.9%. Independent hold-out window (2022-09-16 to 2024-10-05, never used in selection): 27.6% return, Sharpe 0.73, max drawdown 15.6%. Past performance, including backtested performance, does not predict future results. Longs overstate net expectancy by roughly funding (~11%/yr typical perpetual); REGIME>0 is a BTC-beta gate.
Metrik Kinerja
What these numbers mean
Return earned per unit of risk taken — not just return.
The deepest loss you would have had to sit through.
How it did on the last fifth of history, which the search was never allowed to see.
At least 30 closed trades, so nothing earns its place on a lucky handful.
Validasi Out-of-Sample
Diuji pada data yang belum pernah dilihat untuk memverifikasi strategi tidak over-fitted. Degradasi rendah mengonfirmasi ketahanan.
Backtest mencakup biaya trading dan slippage, mengasumsikan penggabungan berurutan dengan modal penuh, dan tidak memodelkan biaya pendanaan futures pada posisi short.
Kurva Ekuitas
Aturan Strategi
Analisis Rezim CFO
CFO Line milik Anny membagi kondisi pasar menjadi tiga rezim. Akumulasi berarti tren bullish — ideal untuk entry long. Distribusi berarti bearish — lebih baik dihindari atau short. Tunggu berarti tren belum jelas. Rincian ini menunjukkan performa strategi di setiap rezim, membantu Anda memahami kapan ia bekerja paling baik.
Strategi ini bekerja paling baik saat accumulate+wait — pertimbangkan filter rezim agar hanya masuk ketika CFO Line memberi sinyal accumulate+wait.
| Rezim | Return | Trade | Win Rate |
|---|---|---|---|
| Tunggu | 23.58% | 26 | 34.6% |
| Akumulasi | 55.76% | 18 | 55.6% |
| Distribusi | 0% | 0 | 0% |
| _best_combo | 79.34% | 44 | 43.2% |
| _btc_interval | -% | - | -% |
Riwayat Trade (44 trade)
| Masuk | Keluar | Return | Rezim |
|---|---|---|---|
| 9/23/2026 | 10/7/2026 | -4.33% | Akumulasi |
| 9/28/2026 | 10/7/2026 | -3.08% | Tunggu |
| 8/29/2026 | 9/11/2026 | +8.32% | Akumulasi |
| 8/28/2026 | 9/11/2026 | +9.08% | Akumulasi |
| 7/16/2026 | 8/19/2026 | +7.43% | Akumulasi |
| 7/23/2026 | 8/1/2026 | -3.41% | Akumulasi |
| 7/6/2026 | 7/14/2026 | +7.26% | Akumulasi |
| 7/8/2026 | 7/14/2026 | +8.83% | Akumulasi |
| 4/19/2026 | 4/29/2026 | -4.03% | Akumulasi |
| 4/12/2026 | 4/14/2026 | +8.45% | Akumulasi |
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