[Famous-Q] Time-series momentum (90-bar)
publicmade in Claude Code
@djgambhir1000PEPEUSDT · Binance USD-M perpetual · 12h · 2023-06-19 → 2026-09-01 · 2,340 bars in 1.6ms
Underperformed the market. Holding 1000PEPEUSDT returned +269.67% over the same period, against this strategy’s +1.76%.
The rules
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
1000PEPEUSDT with every trade
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Month by month
21 of 40 months up · best +79.9% Mar 2024 · worst −36.4% 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 | · | · | · | · | · | −17.5% | −9.9% | +6.0% | +0.2% | −0.1% | −2.1% | +4.0% | −19.7% |
| 2024 | +2.6% | +16.4% | +79.9% | −36.4% | +19.0% | −9.5% | −20.9% | +3.8% | +3.3% | −4.7% | +31.1% | −5.1% | +47.8% |
| 2025 | +4.3% | +7.4% | +0.8% | +5.8% | +8.9% | −10.7% | −11.1% | +1.9% | −5.7% | +6.5% | +4.5% | +1.1% | +11.8% |
| 2026 | −7.0% | −8.8% | +1.0% | −1.0% | −6.4% | +8.0% | −6.2% | −4.1% | −0.4% | · | · | · | −23.2% |
Training · validation · out-of-sample
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Risk-adjusted
- Sharpe
- 0.22
- Sortino
- 0.35
- Calmar
- 0.01
- Return ÷ max drawdown
- 0.03
- CAGR
- +0.55%
- Exposure
- 96.9%
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
- −$188.23
- Funding
- −$1,397.34
- Liquidations
- 0
- Warmup bars(the market’s first candles)
- 90
- Benchmark(buy and hold)
- +269.67%
Monte Carlo
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
All 72 trades
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
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 2023-06-19: the first candle with every indicator ready.