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Momentum Rider · MACD · BNB (4h)

Published July 4, 2026

Momentum Rider — A MACD momentum system · Long on BNB (4h). Discovered by Anny's quant engine and validated out of sample with CFO regime analysis. Performance is re-backtested daily against live market data, so the figures shown here always reflect the current market.

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Performance Metrics

Total Return
+16.19%
Sharpe Ratio
0.60
Win Rate
40.00%
Max Drawdown
30.50%
Trade Count
35
Profit Factor
1.24
Avg Return/Trade
0.60%
Avg Hold (bars)
41

Out-of-Sample Validation

Tested on unseen data to verify the strategy is not curve-fitted. Low degradation confirms robustness.

OOS Return
2.17%
OOS Win Rate
40.00%
OOS Sharpe
0.51
Degradation
17.74%

Backtest includes trading fees and slippage, assumes full-capital sequential compounding, and does not model futures funding costs on shorts.

Equity Curve

Equity curve-11%-1%+8%+18%+28%last 90d
Lifetime +16.2%·Last 90d +14.0%

Strategy Rules

Entry TriggerMACD (3 settings) ••••
Stop Losspercent ••••
Take Profitpercent ••••

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.

Wait 19%
Distribute 24%
RegimeReturnTradesWin Rate
Wait17.35%1346.2%
Accumulate2.99%540%
Distribute0.59%1735.3%
_best_combo20.93%3540%

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Past performance does not guarantee future results. All strategies involve risk of loss.