BNB4hhigh riskBest: wait+distributePremium

Momentum Rider · MACD · BNB (4h)

Published July 4, 2026 · Last re-tested September 14, 2026

Momentum Rider — A MACD momentum system · Long on BNB (4h). 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.

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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
+20.21%
Sharpe Ratio
0.70
Win Rate
40.00%
Max Drawdown
29.57%
Trade Count
35
Profit Factor
1.28
Avg Return/Trade
0.70%
Avg Hold (bars)
40

Out-of-Sample Validation

Tested on unseen data to verify the strategy is not curve-fitted. Low degradation confirms robustness.

OOS Return
25.59%
OOS Win Rate
100.00%
OOS Sharpe
3.88
Degradation
OOS improved

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 count35Sharpe ratio0.70Maximum drawdown29.57%Win rate40%

Equity Curve

Equity curve-19%-9%+1%+10%+20%last 90d
Lifetime +20.2%·Last 90d +19.6%

Strategy Rules

Entry TriggerMACD (3 settings) ••••
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.

Wait 13%
Distribute 32%

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

RegimeReturnTradesWin Rate
Wait27.15%862.5%
Accumulate-4.72%728.6%
Distribute1.93%2035%
_best_combo29.08%2842.9%

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