ETH4hmedium risk
High-Return ETH MACD Momentum (Short) (4h)
Published July 3, 2026
MACD Momentum (Short) strategy on ETH. +56.45% return over the test period with 42.2% win rate and 1.45 profit factor. Sharpe ratio: 1.38. Max drawdown: 24.75%. Best performance in accumulate regime.
Deploy with AnnyAnny will guide you through setup
Performance Metrics
Total Return
+39.38%
Sharpe Ratio
1.38
Win Rate
42.20%
Max Drawdown
24.75%
Trade Count
64
Profit Factor
1.45
Avg Return/Trade
0.80%
Avg Hold (bars)
13
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
-33.08%
Equity Curve
Strategy Rules
Entry TriggerMACD histogram crosses_below 0
Stop Losspercent 3%
Take Profitpercent 6%
CFO Regime Breakdown
Wait 25%
Distribute 17%
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 15.05% | 25 | 40% |
| Accumulate | 12.24% | 8 | 50% |
| Distribute | 12.09% | 17 | 41.2% |
| _best_combo | 39.38% | 50 | 42% |
Trade History (50 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 10/7/2025 | 10/10/2025 | +6.17% | Wait |
| 10/15/2025 | 10/17/2025 | +6.17% | Distribute |
| 10/21/2025 | 10/21/2025 | -3.11% | Wait |
| 10/21/2025 | 10/24/2025 | -3.11% | Wait |
| 10/28/2025 | 10/29/2025 | +6.17% | Accumulate |
| 11/3/2025 | 11/4/2025 | +6.17% | Distribute |
| 11/11/2025 | 11/12/2025 | -3.11% | Distribute |
| 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 |
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Deploy with AnnyPast performance does not guarantee future results. All strategies involve risk of loss.
