DOT1hmedium riskBest: accumulate+wait

Band Fader · Bollinger + RSI · DOT (1h)

Published July 19, 2026 · Last re-tested August 25, 2026

Band Fader — A Bollinger-band and RSI combination system · Short on DOT (1h). Discovered by Anny's quant engine and validated out of sample with CFO regime analysis. Performance is re-backtested daily against live market data, so the figures shown here always reflect the current market. Best performance in accumulate+wait regime.

Deploy with AnnyShort strategy — requires a futures account. Anny will guide you through setup.

Performance Metrics

What these numbers mean
Sharpe ratio≥ 0.5

Return earned per unit of risk taken — not just return.

Maximum drawdown≤ 35%

The deepest loss you would have had to sit through.

Out-of-sample

How it did on the last fifth of history, which the search was never allowed to see.

Trade count≥ 30

At least 30 closed trades, so nothing earns its place on a lucky handful.

Total Return
+18.31%
Sharpe Ratio
0.72
Win Rate
39.00%
Max Drawdown
14.61%
Trade Count
41
Profit Factor
1.27
Avg Return/Trade
0.51%
Avg Hold (bars)
28

Out-of-Sample Validation

Tested on unseen data to verify the strategy is not curve-fitted.

OOS Return
-4.07%
OOS Win Rate
30.00%
OOS Sharpe
-0.54
Degradation
100.00%

Statistical Confidence

How likely the edge is real — out-of-sample statistical confidence, consistency across time, and a comparison to simply holding the asset.

OOS Confidence
70%
Profitable Folds
2/4
vs Buy & Hold
-80.54%
Strategies Tested
752

Return range (90% confidence): -28.56% ··· 12.85% ··· 78.27%

Backtest includes trading fees and slippage, assumes full-capital sequential compounding, and does not model futures funding costs on shorts.

Measured against our floors
Trade count41Sharpe ratio0.72Maximum drawdown14.61%Win rate39% below our published floor

With Leverage (Futures) — Projection

This is a short strategy — it trades on futures only, so there is no spot version of these trades. The projection applies leverage to the simulated short PnL; funding costs are not modeled. Losses are amplified exactly as much as gains — compare the drawdown, not just the return.

2× leverage

Projected Return
+29.21%
Projected Max Drawdown
-27.46%
Win Rate
39%
Liquidation Distance
49.5%

3× leverage

Projected Return
+30.82%
Projected Max Drawdown
-38.72%
Win Rate
39%
Liquidation Distance
32.83%

Projection from spot trades — excludes funding fees and assumes the stop-loss fills at its level. The stop sits well inside the liquidation distance at these levels, but leveraged futures can lose your full margin. Not financial advice.

Equity Curve

Equity curve-11%+2%+14%+26%+39%last 90d
Lifetime +18.3%·Last 90d +2.1%Degrading

Strategy Rules

Entry TriggerPRICE ••••
Confirmation 1REGIME ••••
Confirmation 2RSI (1 setting) ••••
Stop Losspercent ••••
Take Profitpercent ••••

CFO Regime Breakdown

Anny's CFO Line divides market conditions into three regimes. Accumulate means the trend is bullish — ideal for long entries. Distribute means bearish — better to avoid or short. Wait means the trend is unclear. This breakdown shows how the strategy performed in each regime, helping you understand when it works best.

Accumulate 26%
Wait 24%

This strategy performs best during accumulate+wait — consider using the regime filter to only enter trades when the CFO Line signals accumulate+wait.

RegimeReturnTradesWin Rate
Wait12.04%2040%
Accumulate8.93%2138.1%
Distribute0%00%
_best_combo20.97%4139%

Trade History (41 trades)

EntryExitReturnRegime
8/21/20268/22/2026-3.11%Accumulate
8/21/20268/21/2026-3.11%Accumulate
8/20/20268/20/2026-3.11%Accumulate
8/19/20268/20/2026-3.11%Wait
8/1/20268/3/2026-3.11%Wait
7/26/20267/27/2026+6.17%Wait
7/21/20267/24/2026+6.17%Wait
7/10/20267/10/2026-3.11%Wait
7/3/20267/6/2026-3.11%Accumulate
6/15/20266/18/2026+6.17%Accumulate

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Past performance does not guarantee future results. All strategies involve risk of loss.