BNB4hhigh riskPremium

Momentum Rider · MACD · BNB (4h)

Published July 4, 2026

Momentum Rider — A MACD momentum system · Long on BNB (4h). +48.46% return over the test period with 45.90% win rate and 1.58 profit factor. Sharpe ratio: 1.30. Max drawdown: 30.50%.

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Performance Metrics

Total Return
+48.46%
Sharpe Ratio
1.30
Win Rate
45.90%
Max Drawdown
30.50%
Trade Count
37
Profit Factor
1.58
Avg Return/Trade
1.31%
Avg Hold (bars)
37

Out-of-Sample Validation

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

OOS Return
5.50%
OOS Win Rate
33.30%
OOS Sharpe
0.93
Degradation
33.09%

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

Equity Curve

Equity curve-4%+17%+38%+59%+80%

Strategy Rules

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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 12%
Wait 15%
Distribute 23%
RegimeReturnTradesWin Rate
Wait25.73%1154.5%
Accumulate22.14%955.6%
Distribute0.59%1735.3%
_best_combo48.46%3745.9%

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