SUI1hhigh riskBest: wait+distributePremium

Structure Slider · Market Structure · SUI (1h)

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

Structure Slider — A market-structure (BOS/CHOCH) system · Short on SUI (1h). 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
+126.99%
Sharpe Ratio
1.86
Win Rate
45.90%
Max Drawdown
18.56%
Trade Count
61
Profit Factor
1.80
Avg Return/Trade
1.52%
Avg Hold (bars)
44

Out-of-Sample Validation

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

OOS Return
6.80%
OOS Win Rate
50.00%
OOS Sharpe
1.68
Degradation
14.29%

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
80%
Profitable Folds
3/4
vs Buy & Hold
-76.81%
Strategies Tested
395

Return range (90% confidence): -34.65% ··· 30.19% ··· 179.98%

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 count61Sharpe ratio1.86Maximum drawdown18.56%Win rate45.9%

Equity Curve

Equity curve-17%+20%+57%+94%+131%last 90d
Lifetime +127.0%·Last 90d +39.7%

Strategy Rules

Entry TriggerSWING_STRUCTURE (1 setting) ••••
Confirmation 1REGIME ••••
Confirmation 2EMA (1 setting) ••••
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.

Wait 31%
Distribute 19%

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
Wait69.85%3850%
Accumulate0%00%
Distribute23.16%2339.1%
_best_combo93.01%6145.9%

Ready to deploy?

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