ETH Williams %R Long · Regime-Confirmed · 50%
Published October 26, 2026 · Last re-tested November 13, 2026
Williams %R long entries on ETH, long-side, entries only while the coin's REGIME confirmation is constructive (REGIME>0). Position size 50% of allocation per entry. ATR-based stop, 2R target. Selection window: 36.9% over 44 trades, 43% win rate, max drawdown 22.9%. Independent hold-out window (2022-09-16 to 2024-10-05, never used in selection): 27.6% return, Sharpe 0.73, max drawdown 15.6%. Past performance, including backtested performance, does not predict future results. Longs overstate net expectancy by roughly funding (~11%/yr typical perpetual); REGIME>0 is a BTC-beta gate.
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. Low degradation confirms robustness.
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.
This strategy performs best during accumulate+wait — consider using the regime filter to only enter trades when the CFO Line signals accumulate+wait.
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 19.08% | 25 | 36% |
| Accumulate | 52.11% | 19 | 52.6% |
| Distribute | 0% | 0 | 0% |
| _best_combo | 71.19% | 44 | 43.2% |
| _btc_interval | -% | - | -% |
Trade History (44 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 9/23/2026 | 10/7/2026 | -4.35% | Accumulate |
| 9/28/2026 | 10/7/2026 | -3.11% | Accumulate |
| 8/29/2026 | 9/11/2026 | +8.29% | Accumulate |
| 8/28/2026 | 9/11/2026 | +9.05% | Accumulate |
| 7/16/2026 | 8/19/2026 | +7.39% | Accumulate |
| 7/23/2026 | 8/1/2026 | -3.44% | Accumulate |
| 7/6/2026 | 7/14/2026 | +7.22% | Accumulate |
| 7/8/2026 | 7/14/2026 | +8.79% | Accumulate |
| 4/19/2026 | 4/29/2026 | -4.05% | Accumulate |
| 4/12/2026 | 4/14/2026 | +8.42% | Accumulate |
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Past performance does not guarantee future results. All strategies involve risk of loss.
