Last price bar: 2026-11-10
Strategy leaderboard
The top 10 of 72 systematic strategies on each of 10 markets, ranked by Arena Score for the last 12 months and the last five years. Arena Score compares a strategy only with the other strategies on the same market and window; strategies that were almost never in the market are not ranked. Data as of 2026-11-10.
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Markets: SPY · GLD · USO · EURUSD=X · DBC · SLV · DBA · UNG · BTC-USD · ETH-USD
SPDR S&P 500 (SPY)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-16 Connors RSI | 98.4 | 13.6% | 2.48 | -1.6% |
| 2 | CAL-01 Turn of Month | 87.6 | 10.1% | 1.46 | -3.7% |
| 3 | MR-10 Stochastic Oscillator Reversion | 86.2 | 12.5% | 1.53 | -7.5% |
| 4 | MR-06 Z-Score Mean Reversion | 81.2 | 10.5% | 1.37 | -6.6% |
| 5 | TREND-05 Dual Moving Average | 78.6 | 11.2% | 0.96 | -8.9% |
| 6 | TREND-13 Triple Moving Average | 77.5 | 11.2% | 0.96 | -8.9% |
| 7 | MOM-01 Time-Series Momentum | 77.0 | 11.2% | 0.96 | -8.9% |
| 8 | MR-05 CCI Mean Reversion | 76.3 | 13.3% | 1.36 | -8.3% |
| 9 | MOM-11 Momentum Crash Protection | 76.2 | 11.2% | 0.96 | -8.9% |
| 10 | MR-12 Money Flow Index Reversion | 75.8 | 9.2% | 1.68 | -3.8% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-16 Connors RSI | 94.8 | 7.9% | 1.03 | -7.6% |
| 2 | MACRO-01 Cross-Asset Momentum | 85.8 | 11.3% | 1.04 | -20.4% |
| 3 | EVENT-01 Trend + Macro Filter | 85.6 | 9.7% | 0.89 | -12.6% |
| 4 | TREND-20 Vortex Indicator | 83.1 | 9.4% | 0.89 | -13.0% |
| 5 | FACTOR-05 Multi-Factor Composite | 83.0 | 10.8% | 0.75 | -19.4% |
| 6 | MR-06 Z-Score Mean Reversion | 79.7 | 7.7% | 0.86 | -10.4% |
| 7 | MR-10 Stochastic Oscillator Reversion | 78.5 | 7.7% | 0.66 | -15.8% |
| 8 | TREND-05 Dual Moving Average | 78.4 | 9.3% | 0.71 | -18.8% |
| 9 | MR-01 RSI Mean Reversion | 76.6 | 5.2% | 0.77 | -7.2% |
| 10 | MOM-10 Accelerating Momentum | 75.8 | 7.8% | 0.81 | -14.6% |
SPDR Gold Shares (GLD)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-01 RSI Mean Reversion | 92.5 | 15.4% | 1.80 | -6.0% |
| 2 | VOL-13 Volatility Regime Strategy | 82.7 | 5.8% | 0.76 | -10.5% |
| 3 | MR-06 Z-Score Mean Reversion | 82.5 | 5.6% | 0.52 | -8.0% |
| 4 | RISK-03 Stop Loss Overlay | 82.5 | 19.4% | 1.06 | -13.9% |
| 5 | TREND-16 Aroon Indicator | 82.2 | 16.7% | 0.98 | -13.9% |
| 6 | REG-10 HMM Regime Detection | 81.4 | 18.1% | 0.93 | -13.9% |
| 7 | TREND-10 Ichimoku Cloud | 77.1 | 13.9% | 0.77 | -13.9% |
| 8 | TREND-18 Coppock Curve | 75.0 | 16.3% | 0.81 | -15.8% |
| 9 | SEAS-01 Monthly Seasonality | 72.1 | 14.2% | 0.81 | -19.2% |
| 10 | REG-01 Regime Switch | 70.1 | 13.9% | 1.17 | -10.3% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | VOL-13 Volatility Regime Strategy | 89.3 | 10.7% | 1.17 | -10.5% |
| 2 | RISK-03 Stop Loss Overlay | 83.7 | 16.2% | 1.06 | -13.9% |
| 3 | REG-01 Regime Switch | 79.8 | 17.0% | 1.18 | -17.7% |
| 4 | RP-01 Volatility Target | 77.6 | 10.7% | 1.10 | -14.8% |
| 5 | TREND-18 Coppock Curve | 75.2 | 13.7% | 0.94 | -16.7% |
| 6 | SEAS-01 Monthly Seasonality | 73.2 | 14.1% | 1.01 | -19.2% |
| 7 | TREND-10 Ichimoku Cloud | 73.1 | 12.4% | 0.91 | -13.9% |
| 8 | RISK-01 Drawdown Control | 72.0 | 16.2% | 1.00 | -24.4% |
| 9 | MR-01 RSI Mean Reversion | 71.1 | 4.8% | 0.91 | -6.0% |
| 10 | MOM-10 Accelerating Momentum | 69.8 | 12.9% | 0.88 | -20.5% |
United States Oil Fund (USO)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | TREND-15 Darvas Box | 87.7 | 110.5% | 1.80 | -21.6% |
| 2 | SAR-01 Parabolic SAR | 83.0 | 94.0% | 1.85 | -13.4% |
| 3 | TREND-17 Chandelier Exit | 81.4 | 83.6% | 1.63 | -15.0% |
| 4 | TREND-18 Coppock Curve | 80.8 | 88.8% | 1.61 | -19.1% |
| 5 | HMA-01 HMA Crossover | 78.7 | 79.9% | 1.74 | -19.6% |
| 6 | RP-01 Volatility Target | 78.5 | 16.8% | 1.54 | -6.1% |
| 7 | REG-10 HMM Regime Detection | 77.6 | 81.2% | 1.57 | -18.6% |
| 8 | TREND-02 Donchian Breakout | 77.4 | 80.5% | 1.62 | -16.5% |
| 9 | TREND-16 Aroon Indicator | 75.8 | 64.0% | 1.39 | -24.6% |
| 10 | TREND-20 Vortex Indicator | 73.5 | 74.5% | 1.47 | -17.9% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-05 CCI Mean Reversion | 87.2 | 26.5% | 1.36 | -19.0% |
| 2 | MR-03 Kalman Filter Mean Reversion | 86.9 | 23.5% | 1.30 | -13.1% |
| 3 | MOM-06 Residual Momentum | 86.3 | 24.0% | 0.92 | -27.5% |
| 4 | MR-11 Williams %R Reversion | 82.3 | 25.8% | 1.07 | -28.7% |
| 5 | MR-10 Stochastic Oscillator Reversion | 79.9 | 21.6% | 0.99 | -28.7% |
| 6 | REG-10 HMM Regime Detection | 79.2 | 15.5% | 0.67 | -28.8% |
| 7 | MR-06 Z-Score Mean Reversion | 74.6 | 8.0% | 0.81 | -10.7% |
| 8 | MR-01 RSI Mean Reversion | 74.6 | 9.1% | 0.99 | -8.4% |
| 9 | RP-01 Volatility Target | 74.4 | 5.8% | 0.59 | -10.8% |
| 10 | MR-16 Connors RSI | 73.9 | 9.1% | 0.73 | -15.7% |
EUR/USD (EURUSD=X)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | COMBO-02 MACD + RSI Filter | 93.4 | 4.9% | 1.30 | -2.6% |
| 2 | TREND-14 Linear Regression Channel | 90.2 | 6.1% | 1.33 | -1.8% |
| 3 | MR-15 Ultimate Oscillator | 88.2 | 1.6% | 0.51 | -3.4% |
| 4 | TREND-20 Vortex Indicator | 84.3 | 2.6% | 0.72 | -2.2% |
| 5 | SAR-01 Parabolic SAR | 82.1 | 3.0% | 0.80 | -2.6% |
| 6 | VOL-01 Volatility Breakout | 79.9 | 1.4% | 0.72 | -1.0% |
| 7 | MR-03 Kalman Filter Mean Reversion | 74.4 | 0.5% | 0.14 | -2.9% |
| 8 | RISK-04 Trailing Stop Strategy | 73.8 | 0.9% | 0.26 | -2.2% |
| 9 | COMBO-04 Trend + Mean Reversion Hybrid | 72.9 | 0.3% | 0.15 | -1.7% |
| 10 | SEAS-01 Monthly Seasonality | 72.5 | 2.2% | 0.49 | -4.8% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | SAR-01 Parabolic SAR | 95.8 | 7.1% | 1.22 | -3.1% |
| 2 | TREND-20 Vortex Indicator | 95.5 | 7.2% | 1.29 | -3.6% |
| 3 | MR-15 Ultimate Oscillator | 86.4 | 1.1% | 0.33 | -3.8% |
| 4 | MOM-01 Time-Series Momentum | 77.8 | 0.9% | 0.19 | -6.8% |
| 5 | TREND-18 Coppock Curve | 75.6 | 1.3% | 0.25 | -10.5% |
| 6 | TREND-17 Chandelier Exit | 72.3 | 0.9% | 0.19 | -9.3% |
| 7 | SEAS-01 Monthly Seasonality | 72.0 | 1.7% | 0.32 | -10.4% |
| 8 | COMBO-04 Trend + Mean Reversion Hybrid | 71.8 | 0.3% | 0.14 | -4.5% |
| 9 | TREND-16 Aroon Indicator | 71.3 | 2.0% | 0.46 | -8.4% |
| 10 | ADX-01 ADX Trend Filter | 70.9 | 1.5% | 0.42 | -4.5% |
Invesco DB Commodity Index (DBC)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | HMA-01 HMA Crossover | 89.3 | 47.2% | 2.53 | -9.1% |
| 2 | COMBO-02 MACD + RSI Filter | 88.1 | 27.1% | 2.72 | -3.6% |
| 3 | TREND-17 Chandelier Exit | 86.5 | 44.3% | 2.16 | -6.4% |
| 4 | TREND-15 Darvas Box | 81.2 | 44.2% | 2.04 | -8.0% |
| 5 | RISK-04 Trailing Stop Strategy | 78.4 | 35.2% | 1.79 | -6.5% |
| 6 | TREND-02 Donchian Breakout | 78.2 | 37.5% | 1.95 | -7.0% |
| 7 | RISK-03 Stop Loss Overlay | 75.5 | 41.1% | 1.93 | -10.9% |
| 8 | SAR-01 Parabolic SAR | 73.8 | 39.1% | 2.26 | -9.6% |
| 9 | TREND-20 Vortex Indicator | 73.0 | 36.9% | 1.88 | -8.9% |
| 10 | TREND-05 Dual Moving Average | 72.5 | 37.4% | 1.65 | -16.5% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | HMA-01 HMA Crossover | 86.9 | 10.6% | 0.79 | -18.8% |
| 2 | VOL-10 Volatility Risk Premium | 83.7 | 12.6% | 1.07 | -17.5% |
| 3 | MR-03 Kalman Filter Mean Reversion | 80.9 | 9.5% | 1.05 | -8.9% |
| 4 | MR-11 Williams %R Reversion | 80.2 | 9.9% | 0.79 | -14.1% |
| 5 | RISK-04 Trailing Stop Strategy | 79.6 | 8.6% | 0.61 | -16.9% |
| 6 | COMBO-02 MACD + RSI Filter | 78.5 | 5.3% | 0.62 | -17.0% |
| 7 | TREND-02 Donchian Breakout | 78.1 | 9.7% | 0.79 | -22.5% |
| 8 | MR-06 Z-Score Mean Reversion | 77.6 | 5.6% | 0.81 | -5.1% |
| 9 | MR-10 Stochastic Oscillator Reversion | 76.5 | 7.6% | 0.68 | -14.4% |
| 10 | MR-02 Bollinger Band Reversion | 74.9 | 5.8% | 0.81 | -6.7% |
iShares Silver Trust (SLV)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | VOL-01 Volatility Breakout | 85.8 | 28.4% | 1.36 | -10.6% |
| 2 | RISK-01 Drawdown Control | 77.5 | 49.3% | 1.30 | -35.6% |
| 3 | TREND-20 Vortex Indicator | 76.8 | 43.2% | 1.09 | -43.3% |
| 4 | MR-01 RSI Mean Reversion | 76.6 | 25.3% | 1.18 | -9.8% |
| 5 | TREND-10 Ichimoku Cloud | 76.5 | 68.4% | 1.41 | -36.8% |
| 6 | TREND-16 Aroon Indicator | 75.1 | 56.2% | 1.21 | -36.8% |
| 7 | SEAS-01 Monthly Seasonality | 73.5 | 52.2% | 1.14 | -42.5% |
| 8 | EVENT-01 Trend + Macro Filter | 73.0 | 38.8% | 0.98 | -36.0% |
| 9 | RP-01 Volatility Target | 72.6 | 6.9% | 0.73 | -13.6% |
| 10 | MOM-11 Momentum Crash Protection | 72.2 | 61.1% | 1.50 | -30.1% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | RP-01 Volatility Target | 86.1 | 6.6% | 0.72 | -13.6% |
| 2 | TREND-17 Chandelier Exit | 83.4 | 17.1% | 0.71 | -41.5% |
| 3 | MOM-03 52-Week High Momentum | 83.3 | 23.5% | 0.89 | -32.2% |
| 4 | VOL-01 Volatility Breakout | 81.3 | 9.4% | 0.78 | -15.1% |
| 5 | TREND-20 Vortex Indicator | 78.3 | 15.4% | 0.65 | -43.3% |
| 6 | RISK-04 Trailing Stop Strategy | 76.6 | 14.2% | 0.62 | -39.6% |
| 7 | EVENT-01 Trend + Macro Filter | 76.5 | 16.1% | 0.65 | -36.0% |
| 8 | VOL-13 Volatility Regime Strategy | 75.0 | 8.6% | 0.59 | -18.9% |
| 9 | REG-01 Regime Switch | 74.9 | 9.5% | 0.84 | -14.6% |
| 10 | RISK-01 Drawdown Control | 74.9 | 16.6% | 0.71 | -35.6% |
Invesco DB Agriculture (DBA)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | SEAS-01 Monthly Seasonality | 93.4 | 7.2% | 1.44 | -3.5% |
| 2 | REG-14 Volatility Regime Switch | 84.7 | 9.8% | 1.40 | -7.6% |
| 3 | SAR-01 Parabolic SAR | 80.4 | 7.0% | 0.88 | -4.3% |
| 4 | TREND-10 Ichimoku Cloud | 77.2 | 7.2% | 0.95 | -4.6% |
| 5 | TREND-17 Chandelier Exit | 75.5 | 7.5% | 0.90 | -5.5% |
| 6 | TREND-18 Coppock Curve | 75.2 | 7.8% | 0.90 | -5.4% |
| 7 | VOL-13 Volatility Regime Strategy | 72.5 | 6.1% | 1.08 | -4.4% |
| 8 | COMBO-01 Bollinger-Keltner Squeeze | 71.7 | 4.8% | 0.85 | -2.5% |
| 9 | RP-01 Volatility Target | 71.2 | 8.6% | 0.91 | -10.0% |
| 10 | COMBO-02 MACD + RSI Filter | 70.8 | 6.4% | 0.99 | -5.0% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | REG-14 Volatility Regime Switch | 87.1 | 7.8% | 0.92 | -10.5% |
| 2 | RP-01 Volatility Target | 86.9 | 9.4% | 0.90 | -10.0% |
| 3 | SEAS-01 Monthly Seasonality | 83.8 | 9.1% | 1.01 | -11.0% |
| 4 | TREND-20 Vortex Indicator | 78.2 | 6.7% | 0.68 | -11.9% |
| 5 | RISK-01 Drawdown Control | 77.0 | 8.3% | 0.67 | -16.2% |
| 6 | TREND-13 Triple Moving Average | 75.4 | 8.4% | 0.69 | -15.9% |
| 7 | REG-01 Regime Switch | 75.0 | 7.3% | 0.64 | -14.5% |
| 8 | RISK-03 Stop Loss Overlay | 73.4 | 5.8% | 0.61 | -13.4% |
| 9 | SAR-01 Parabolic SAR | 73.4 | 6.2% | 0.67 | -18.3% |
| 10 | MOM-03 52-Week High Momentum | 73.2 | 8.4% | 0.67 | -16.3% |
United States Natural Gas (UNG)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-01 RSI Mean Reversion | 94.8 | 33.8% | 1.26 | -12.1% |
| 2 | COMBO-02 MACD + RSI Filter | 88.8 | 17.5% | 0.73 | -16.5% |
| 3 | MR-15 Ultimate Oscillator | 86.5 | 17.8% | 0.66 | -17.9% |
| 4 | MR-13 TRIX Reversion | 85.6 | 19.7% | 0.73 | -22.0% |
| 5 | MR-12 Money Flow Index Reversion | 83.8 | 16.5% | 0.62 | -23.2% |
| 6 | MR-11 Williams %R Reversion | 82.3 | 6.2% | 0.34 | -22.3% |
| 7 | MR-03 Kalman Filter Mean Reversion | 81.0 | 5.6% | 0.33 | -13.1% |
| 8 | MR-05 CCI Mean Reversion | 79.6 | -1.3% | 0.11 | -22.4% |
| 9 | VOL-13 Volatility Regime Strategy | 78.8 | 2.0% | 0.26 | -21.6% |
| 10 | TAIL-01 Crisis Alpha | 75.1 | -7.9% | 0.13 | -43.7% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-01 RSI Mean Reversion | 86.0 | 2.7% | 0.23 | -46.3% |
| 2 | TAIL-01 Crisis Alpha | 84.7 | -3.7% | 0.26 | -75.9% |
| 3 | VOL-13 Volatility Regime Strategy | 84.4 | 2.3% | 0.22 | -50.2% |
| 4 | MR-07 Hurst-Filtered Mean Reversion | 83.4 | -1.5% | 0.08 | -39.4% |
| 5 | REG-10 HMM Regime Detection | 80.5 | -1.1% | 0.21 | -66.8% |
| 6 | MR-02 Bollinger Band Reversion | 77.4 | 0.0% | 0.08 | -27.7% |
| 7 | MOM-11 Momentum Crash Protection | 75.3 | -0.7% | 0.07 | -33.6% |
| 8 | MR-11 Williams %R Reversion | 70.4 | -7.1% | 0.04 | -75.4% |
| 9 | TREND-05 Dual Moving Average | 68.9 | -4.0% | 0.06 | -49.7% |
| 10 | TREND-14 Linear Regression Channel | 68.7 | -9.5% | 0.05 | -66.1% |
Bitcoin (BTC-USD)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-16 Connors RSI | 91.8 | 22.8% | 0.87 | -15.3% |
| 2 | TREND-10 Ichimoku Cloud | 87.2 | 12.0% | 0.61 | -7.0% |
| 3 | COMBO-02 MACD + RSI Filter | 87.0 | 17.5% | 0.64 | -12.1% |
| 4 | TREND-14 Linear Regression Channel | 86.0 | 42.5% | 0.90 | -19.3% |
| 5 | RISK-03 Stop Loss Overlay | 83.5 | 13.6% | 0.52 | -16.8% |
| 6 | REG-14 Volatility Regime Switch | 81.9 | 11.7% | 0.48 | -19.2% |
| 7 | KC-01 Keltner Channel Breakout | 79.5 | 7.4% | 0.43 | -9.4% |
| 8 | VOL-10 Volatility Risk Premium | 77.8 | 6.0% | 0.44 | -8.0% |
| 9 | MR-14 Detrended Price Oscillator | 77.4 | 11.0% | 0.52 | -16.9% |
| 10 | TREND-12 MACD Strategy | 75.8 | 8.3% | 0.35 | -15.9% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | RISK-03 Stop Loss Overlay | 83.7 | 20.8% | 0.60 | -52.9% |
| 2 | RISK-01 Drawdown Control | 82.3 | 14.6% | 0.47 | -35.8% |
| 3 | KC-01 Keltner Channel Breakout | 81.9 | 14.6% | 0.53 | -32.9% |
| 4 | RP-01 Volatility Target | 80.5 | 6.3% | 0.40 | -21.6% |
| 5 | MOM-10 Accelerating Momentum | 79.6 | 13.7% | 0.47 | -30.7% |
| 6 | TREND-17 Chandelier Exit | 78.4 | 15.0% | 0.47 | -36.0% |
| 7 | MR-15 Ultimate Oscillator | 78.0 | 12.7% | 0.47 | -34.3% |
| 8 | REG-14 Volatility Regime Switch | 77.2 | 10.6% | 0.39 | -54.4% |
| 9 | MOM-03 52-Week High Momentum | 76.3 | 12.6% | 0.43 | -47.0% |
| 10 | TREND-12 MACD Strategy | 72.9 | 10.6% | 0.38 | -48.0% |
Ethereum (ETH-USD)
Last 12 months
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | TREND-14 Linear Regression Channel | 91.8 | 97.5% | 1.55 | -17.2% |
| 2 | RISK-03 Stop Loss Overlay | 89.0 | 34.1% | 0.82 | -21.3% |
| 3 | COMBO-02 MACD + RSI Filter | 86.0 | 29.1% | 0.77 | -18.9% |
| 4 | TREND-18 Coppock Curve | 82.3 | 23.7% | 0.61 | -20.9% |
| 5 | SAR-01 Parabolic SAR | 81.9 | 13.3% | 0.42 | -22.3% |
| 6 | VOL-01 Volatility Breakout | 80.9 | 13.3% | 0.51 | -15.0% |
| 7 | MR-16 Connors RSI | 79.8 | 8.1% | 0.34 | -18.5% |
| 8 | TREND-10 Ichimoku Cloud | 79.1 | 4.0% | 0.25 | -12.0% |
| 9 | TREND-12 MACD Strategy | 77.1 | 3.1% | 0.23 | -22.8% |
| 10 | TREND-17 Chandelier Exit | 76.0 | 4.9% | 0.26 | -23.3% |
Last 5 years
| # | Strategy | Score | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|
| 1 | MR-01 RSI Mean Reversion | 86.1 | 12.2% | 0.46 | -38.0% |
| 2 | RISK-04 Trailing Stop Strategy | 84.5 | 15.0% | 0.43 | -42.5% |
| 3 | RISK-03 Stop Loss Overlay | 83.4 | 18.1% | 0.49 | -49.5% |
| 4 | COMBO-04 Trend + Mean Reversion Hybrid | 83.4 | 11.6% | 0.57 | -14.1% |
| 5 | VOL-01 Volatility Breakout | 81.1 | 7.1% | 0.34 | -36.6% |
| 6 | REG-14 Volatility Regime Switch | 80.8 | 8.9% | 0.33 | -56.7% |
| 7 | MR-12 Money Flow Index Reversion | 79.8 | 11.2% | 0.40 | -42.9% |
| 8 | TREND-20 Vortex Indicator | 79.0 | 6.6% | 0.30 | -48.6% |
| 9 | TREND-12 MACD Strategy | 78.9 | 3.9% | 0.25 | -55.3% |
| 10 | SUPER-01 Supertrend | 75.6 | 7.3% | 0.30 | -55.0% |
Backtests on daily data with walk-forward optimization, before trading costs. Past results do not predict future returns; this is not investment advice.