SOL4hmedium riskBest: AccumulatePremium

Momentum Rider · MACD · SOL (4h)

Published July 5, 2026 · Last re-tested August 25, 2026

Momentum Rider — A MACD momentum system · Long on SOL (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. Best performance in accumulate+wait regime.

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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
+2.74%
Sharpe Ratio
0.23
Win Rate
37.50%
Max Drawdown
18.38%
Trade Count
32
Profit Factor
1.09
Avg Return/Trade
0.18%
Avg Hold (bars)
12

Out-of-Sample Validation

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

OOS Return
-2.53%
OOS Win Rate
33.30%
OOS Sharpe
-0.31
Degradation
100.00%

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 count32Sharpe ratio0.23 below our published floorMaximum drawdown18.38%Win rate37.5% below our published floor

Equity Curve

Equity curve-6%-1%+5%+10%+15%last 90d
Lifetime +2.7%·Last 90d -2.7%Degrading

Strategy Rules

Entry TriggerMACD (3 settings) ••••
Confirmation 1REGIME ••••
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 16%
Wait 68%

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

RegimeReturnTradesWin Rate
Wait-2.12%2634.6%
Accumulate7.8%650%
Distribute0%00%
_best_combo7.8%650%

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