[Famous-Q] Turtle System 2 (55/20)
publicmade in Claude Code
@djgambhir1000BONKUSDT · Binance USD-M perpetual · 4h · 2023-12-01 → 2026-09-01 · 6,028 bars in 38.3ms
Filled at the signal candle’s close. A signal is only known once its candle closes, so live orders fill later, at a different price. This flatters the result; the realistic setting is the next candle’s open.
The rules
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1000BONKUSDT with every trade
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Month by month
16 of 34 months up · best +29.2% Dec 2023 · worst −4.1% Mar 2026 · 5 losing months in a row at worst
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | · | · | · | · | · | · | · | · | · | · | · | +29.2% | +29.2% |
| 2024 | +0.3% | +8.4% | +0.2% | +2.4% | −2.1% | −0.1% | −3.8% | +2.1% | −0.0% | −3.8% | +9.8% | −1.0% | +11.9% |
| 2025 | −2.4% | +3.8% | +1.2% | +2.9% | −0.8% | −3.3% | +19.0% | −2.1% | −0.4% | −2.2% | −0.5% | −0.0% | +14.0% |
| 2026 | +10.4% | −1.9% | −4.1% | −3.1% | +1.3% | +2.0% | +0.6% | +3.3% | 0.0% | · | · | · | +8.1% |
Training · validation · out-of-sample
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Risk-adjusted
- Sharpe
- 1.01
- Sortino
- 1.62
- Calmar
- 1.14
- Return ÷ max drawdown
- 3.80
- CAGR
- +23.40%
- Exposure
- 54.3%
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
- −$212.75
- Funding
- −$459.29
- Liquidations
- 0
- Warmup bars(the market’s first candles)
- 54
- Benchmark(buy and hold)
- -22.69%
Monte Carlo
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All 92 trades
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How this was run
Orders filled at the close of the candle that gave the signal, a price that was already gone by the time the signal was known — so these results are optimistic. 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 1000BONKUSDT history before then to warm up on, so the test starts at 2023-12-01: the first candle with every indicator ready.