SUI4hhigh riskPremium

Overshoot Fader · Bollinger %B · SUI (4h)

Published August 6, 2026 · Last re-tested September 29, 2026

Overshoot Fader — A Bollinger %B position system · Short on SUI (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.

Deploy with AnnyShort strategy — requires a futures account. Anny will guide you through setup.

Performance Metrics

What these numbers mean
Sharpe ratio≥ 0.5

Return earned per unit of risk taken — not just return.

Maximum drawdown≤ 35%

The deepest loss you would have had to sit through.

Out-of-sample

How it did on the last fifth of history, which the search was never allowed to see.

Trade count≥ 30

At least 30 closed trades, so nothing earns its place on a lucky handful.

Total Return
+340.73%
Sharpe Ratio
1.50
Win Rate
48.10%
Max Drawdown
24.35%
Trade Count
52
Profit Factor
2.65
Avg Return/Trade
3.44%
Avg Hold (bars)
19

Out-of-Sample Validation

Tested on unseen data to verify the strategy is not curve-fitted.

OOS Return
5.67%
OOS Win Rate
45.50%
OOS Sharpe
0.56
Degradation
66.27%

Statistical Confidence

How likely the edge is real — out-of-sample statistical confidence, consistency across time, and a comparison to simply holding the asset.

OOS Confidence
68%
Profitable Folds
3/4
vs Buy & Hold
-21.75%
Strategies Tested
845

Return range (90% confidence): 22.15% ··· 240.87% ··· 1071.84%

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

Measured against our floors
Trade count52Sharpe ratio1.50Maximum drawdown24.35%Win rate48.1%

Equity Curve

Equity curve+0%+107%+215%+322%+429%last 90d
Lifetime +340.7%·Last 90d +41.7%Degrading

Strategy Rules

Entry TriggerBB_PERCENT_B (2 settings) ••••
Confirmation 1REGIME ••••
Stop Lossatr ••••
Take Profitrisk_reward ••••
Trailing Stopconfigured ••••

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 30%
RegimeReturnTradesWin Rate
Wait128.27%3148.4%
Accumulate10.45%1136.4%
Distribute40.16%1060%
_best_combo178.88%5248.1%

Ready to deploy?

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