DOT StochRSI Short · Regime-Sized
Published August 27, 2026 · Last re-tested September 29, 2026
StochRSI exhaustion entries on DOT, short-side, with position size scaled by Bitcoin's weekly Anny Line regime (full size only when the market phase favors the trade). ATR-based stop, 2R target, 12-bar time stop. Selection window: 180.2% over 53 trades, 64% win rate, max drawdown 11.0%. Independent hold-out window (2022-04-09 to 2024-06-17, never used in selection): 108.0% return, Sharpe 1.09, max drawdown 27.9%. Past performance, including backtested performance, does not predict future results.
Performance Metrics
What these numbers mean
Return earned per unit of risk taken — not just return.
The deepest loss you would have had to sit through.
How it did on the last fifth of history, which the search was never allowed to see.
At least 30 closed trades, so nothing earns its place on a lucky handful.
Out-of-Sample Validation
Tested on unseen data to verify the strategy is not curve-fitted.
Backtest includes trading fees and slippage, assumes full-capital sequential compounding, and does not model futures funding costs on shorts.
Equity Curve
Strategy Rules
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.
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 44.96% | 8 | 62.5% |
| Accumulate | 11.09% | 6 | 66.7% |
| Distribute | 156.73% | 39 | 59% |
| _best_combo | 212.78% | 53 | 60.4% |
Trade History (53 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 9/16/2026 | 9/21/2026 | -15.32% | Accumulate |
| 8/27/2026 | 9/7/2026 | -11.99% | Distribute |
| 8/17/2026 | 8/20/2026 | -8.4% | Distribute |
| 7/21/2026 | 8/3/2026 | +2.69% | Distribute |
| 7/6/2026 | 7/19/2026 | +7.95% | Distribute |
| 6/20/2026 | 7/3/2026 | +9.88% | Distribute |
| 6/7/2026 | 6/20/2026 | +0.21% | Distribute |
| 5/23/2026 | 6/5/2026 | +38.89% | Distribute |
| 5/8/2026 | 5/21/2026 | +6.16% | Distribute |
| 5/2/2026 | 5/8/2026 | -10.73% | Distribute |
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Past performance does not guarantee future results. All strategies involve risk of loss.
