ADA4hmedium riskBest: wait+distribute
High-Return ADA MACD Momentum (Short) (4h)
Published July 5, 2026
MACD Momentum (Short) strategy on ADA. +75.18% return over the test period with 43.1% win rate and 1.5 profit factor. Sharpe ratio: 1.61. Max drawdown: 20.11%. Best performance in wait regime.
Performance Metrics
Total Return
+70.38%
Sharpe Ratio
1.61
Win Rate
43.10%
Max Drawdown
20.11%
Trade Count
72
Profit Factor
1.50
Avg Return/Trade
0.89%
Avg Hold (bars)
9
Out-of-Sample Validation
Tested on unseen data to verify the strategy is not curve-fitted. Low degradation confirms robustness.
OOS Return
11.60%
OOS Win Rate
50.00%
OOS Sharpe
1.73
Degradation
Equity Curve
Strategy Rules
Entry TriggerMACD histogram crosses_below 0
Stop Losspercent 3%
Take Profitpercent 6%
CFO Regime Breakdown
Wait 23%
Distribute 25%
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 61.5% | 22 | 63.6% |
| Accumulate | -3.16% | 4 | 25% |
| Distribute | 8.88% | 24 | 37.5% |
| _best_combo | 70.38% | 46 | 50% |
Trade History (50 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 10/15/2025 | 10/17/2025 | +6.17% | Distribute |
| 10/22/2025 | 10/24/2025 | -3.11% | Distribute |
| 10/28/2025 | 10/30/2025 | +6.17% | Wait |
| 11/3/2025 | 11/3/2025 | +6.17% | Distribute |
| 11/11/2025 | 11/12/2025 | +6.17% | Wait |
| 11/16/2025 | 11/17/2025 | -3.11% | Distribute |
| 11/17/2025 | 11/18/2025 | -3.11% | Distribute |
| 11/19/2025 | 11/19/2025 | -3.11% | Distribute |
| 11/20/2025 | 11/21/2025 | +6.17% | Distribute |
| 11/28/2025 | 12/1/2025 | +6.17% | Distribute |
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Deploy with AnnyPast performance does not guarantee future results. All strategies involve risk of loss.
