[Famous-Q] Faber 200-bar SMA timing
publicmade in Claude Code
@djgambhir1000PEPEUSDT · Binance USD-M perpetual · 4h · 2023-06-07 → 2026-09-01 · 7,088 bars in 2.7ms
Underperformed the market. Holding 1000PEPEUSDT returned +231.65% over the same period, against this strategy’s +212.66%.
The rules
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1000PEPEUSDT with every trade
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Month by month
15 of 40 months up · best +94.1% Mar 2024 · worst −17.0% Apr 2024 · 3 losing months in a row at worst
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | · | · | · | · | · | +7.6% | −2.8% | −2.1% | +1.7% | +12.4% | −5.0% | −3.9% | +6.8% |
| 2024 | −3.5% | +36.9% | +94.1% | −17.0% | +29.7% | −10.9% | −0.7% | −4.6% | +7.3% | −2.9% | +25.2% | +0.9% | +206.4% |
| 2025 | −3.1% | 0.0% | −0.9% | +0.6% | +7.2% | −3.4% | +1.2% | −2.5% | −2.1% | −2.2% | 0.0% | −0.9% | −6.4% |
| 2026 | +2.4% | −1.8% | −2.0% | +0.4% | −0.1% | 0.0% | −2.0% | +5.5% | −0.1% | · | · | · | +2.1% |
Training · validation · out-of-sample
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Risk-adjusted
- Sharpe
- 1.06
- Sortino
- 1.78
- Calmar
- 1.31
- Return ÷ max drawdown
- 6.61
- CAGR
- +42.26%
- Exposure
- 41.5%
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Costs and mechanics
- Fees paid
- −$586.25
- Funding
- −$2,614.90
- Liquidations
- 0
- Warmup bars(the market’s first candles)
- 199
- Benchmark(buy and hold)
- +231.65%
Monte Carlo
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All 91 trades
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How this was run
Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.
The period asked for began 2022-01-01, and the archive has too little 1000PEPEUSDT history before then to warm up on, so the test starts at 2023-06-07: the first candle with every indicator ready.