DOT4hhigh riskBest: wait+distributePremium

Structure Slider · Market Structure · DOT (4h)

Published August 6, 2026 · Last re-tested September 30, 2026

Structure Slider — A market-structure (BOS/CHOCH) system · Short on DOT (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. Best performance in wait+distribute regime.

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
+195.72%
Sharpe Ratio
1.20
Win Rate
40.50%
Max Drawdown
37.20%
Trade Count
37
Profit Factor
2.02
Avg Return/Trade
3.73%
Avg Hold (bars)
48

Out-of-Sample Validation

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

OOS Return
30.63%
OOS Win Rate
44.40%
OOS Sharpe
1.50
Degradation
OOS improved

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
79%
Profitable Folds
3/4
vs Buy & Hold
-87.01%
Strategies Tested
890

Return range (90% confidence): 23.12% ··· 281.2% ··· 1116.48%

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 count37Sharpe ratio1.20Maximum drawdown37.2% — below our published floorWin rate40.5%

Equity Curve

Equity curve-11%+49%+109%+170%+230%last 90d
Lifetime +195.7%·Last 90d +64.0%

Strategy Rules

Entry TriggerSWING_STRUCTURE (1 setting) ••••
Confirmation 1REGIME ••••
Stop Lossatr ••••
Take Profitrisk_reward ••••

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.

Accumulate 12%
Wait 29%
Distribute 15%

This strategy performs best during wait+distribute — consider using the regime filter to only enter trades when the CFO Line signals wait+distribute.

RegimeReturnTradesWin Rate
Wait62.26%1942.1%
Accumulate-3.24%825%
Distribute78.95%1050%
_best_combo141.21%2944.8%

Ready to deploy?

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