ETH · Cycle Alignment, Combined preset 4h chart
Longs when the weekly and monthly cycles both turn to rising while the monthly cycle is below 80; exit when both fall again or on a 2 x daily-ATR trailing stop. Up to two adds of half the base size when the 3-day cycle turns up from below 35 above the average entry, each with a fixed 1.5 ATR stop. Shorts when the 3-day cycle crosses below 70 while the weekly cycle is above 70 and price is below the daily SMA200; exit when the 3-day cycle turns up. Full equity per trade.
Data: binance ETHUSDT (UTC), 19828 chart bars since 2017-08-17 04:00 · live since 2026-09-06 09:26 (0.1 days) · sleeve capital 10,000 · commission per side 0.1%
Position
flat
last close 2,501.70
Pending at next open
none
last bar 2026-09-06 08:00
Forward equity
10,000
+0.00% · 0 closed
Forward vs backtest expectation
–
needs closed forward trades
Statistics
| Metric | Backtest | Forward (simulated) |
|---|---|---|
| Window | 2018-10-12 04:00 → 2026-09-06 08:00 (7.9 y) | 2026-09-06 09:26 → 2026-09-06 08:00 (0.1 d) |
| Closed trades (long / short) | 27 (18 / 9) | 0 ( / ) |
| Trades per year | 3.4 | – |
| Win rate | 59.3% | –% |
| Profit factor (ex best trade) | 4.29 (3.64) | – (–) |
| Long PF / short PF | 7.21 / 1.66 | – / – |
| Expectancy per trade (% of equity) | +7.75% | – |
| Average win / loss | +17.1% / -5.8% | – / – |
| Payoff ratio | 2.95 | – |
| Best / worst trade | +41.2% / -14.5% | – / – |
| Longest losing streak | 3 | |
| Median / mean hold (hours) | 336 / 320 | – / – |
| Exit reasons | stop 24 signal 3 | |
| Net return | +471.9% | – |
| Asset change over the window | +1155.7% | – |
| CAGR | +24.7% | – |
| Max drawdown (mark-to-market) | 25.0% | –% |
| Current drawdown | 12.1% | –% |
| Sharpe / Sortino (daily, annualised) | 0.99 / 0.59 | – / – |
| Calmar | 0.99 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 08:00)
- 3D cycle
- 90.01
- daily ATR
- 97.13
- aligned up
- yes
- daily SMA200
- 2,037.08
- weekly cycle
- 96.69
- monthly cycle
- 58.34
- parameters
- tf1=3D tf2=1W tf3=1M atr_tf=1D ma_len=200 atr_mult=2.0 bd_level=70 leverage=1.0 pyr_adds=2 pyr_size=50 pyr_stop=1.5 slow_max=80 pyr_level=35 allow_long=True allow_short=True exit_breaks=2
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | -14.5 | 0.0 | 0.0 | -14.5 | |||||||||
| 2019 | 8.0 | 42.8 | -6.4 | -10.2 | 30.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 12.5 | 0.0 | 90.0 |
| 2020 | 0.0 | 40.2 | 0.0 | 11.9 | -3.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 52.2 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 5.1 | 0.0 | 5.1 |
| 2022 | 0.0 | 0.0 | 0.0 | 2.3 | 0.0 | 0.0 | 0.0 | 10.0 | -6.3 | 16.6 | -4.8 | 0.0 | 17.0 |
| 2023 | 0.0 | -9.7 | 3.9 | 8.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 5.8 | 7.2 |
| 2024 | 0.0 | 33.5 | 5.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.7 | 39.2 |
| 2025 | 0.0 | -7.3 | 0.0 | 0.0 | 0.8 | -5.9 | 21.7 | -3.8 | 0.0 | 0.0 | 0.0 | 0.0 | 2.9 |
| 2026 | 18.5 | 10.9 | 0.0 | 0.0 | -1.9 | 0.0 | 0.0 | -5.1 | 0.0 | 22.5 |
Capture of the asset's ten largest months (backtest) · system avg +9.7%, positive in 4/10
| Month | 2019-05 | 2020-04 | 2020-07 | 2020-11 | 2021-01 | 2022-06 | 2022-07 | 2024-02 | 2024-11 | 2025-07 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +66% | +55% | +54% | +60% | +78% | -45% | +57% | +46% | +47% | +49% |
| System | +30.2% | +11.9% | +0.0% | +0.0% | +0.0% | +0.0% | +0.0% | +33.5% | +0.0% | +21.7% |
Forward trades (append-only ledger, 0 rows)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds | Sleeve equity | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| no forward trades yet | |||||||||||
Backtest trades (last 27)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-02 04:00 | 2026-08-19 12:00 | short | 1,877.44 | 1,972.79 | 100% | -5.28% | -5.28% | stop | 0 |
| 2026-08-01 04:00 | 2026-08-02 04:00 | long | 1,869.88 | 1,877.44 | 100% | +0.20% | +0.20% | signal | 0 |
| 2026-05-01 04:00 | 2026-05-13 12:00 | long | 2,282.87 | 2,244.44 | 100% | -1.88% | -1.88% | stop | 0 |
| 2026-01-22 04:00 | 2026-02-15 04:00 | short | 3,013.41 | 2,058.94 | 100% | +31.51% | +31.51% | signal | 0 |
| 2025-07-14 04:00 | 2025-08-01 16:00 | long | 3,037.35 | 3,561.31 | 100% | +17.03% | +17.03% | stop | 0 |
| 2025-05-24 04:00 | 2025-06-09 20:00 | short | 2,550.00 | 2,675.87 | 100% | -5.14% | -5.14% | stop | 0 |
| 2025-02-17 04:00 | 2025-02-24 20:00 | long | 2,671.89 | 2,480.80 | 100% | -7.34% | -7.34% | stop | 0 |
| 2024-12-01 04:00 | 2024-12-09 20:00 | long | 3,707.00 | 3,687.00 | 100% | -0.74% | -0.74% | stop | 0 |
| 2024-02-12 04:00 | 2024-03-05 16:00 | long | 2,500.13 | 3,512.55 | 100% | +40.25% | +40.25% | stop | 0 |
| 2023-12-01 04:00 | 2023-12-11 00:00 | long | 2,092.20 | 2,216.93 | 100% | +5.76% | +5.76% | stop | 0 |
| 2023-03-20 04:00 | 2023-04-19 08:00 | long | 1,751.41 | 1,971.22 | 100% | +12.34% | +12.34% | stop | 0 |
| 2023-02-20 04:00 | 2023-02-25 20:00 | long | 1,684.39 | 1,566.22 | 100% | -7.21% | -7.21% | stop | 0 |
| 2023-02-01 04:00 | 2023-02-09 20:00 | long | 1,584.62 | 1,544.56 | 100% | -2.73% | -2.73% | stop | 0 |
| 2022-10-24 04:00 | 2022-11-08 04:00 | long | 1,348.07 | 1,498.96 | 100% | +10.98% | +10.98% | stop | 0 |
| 2022-08-20 04:00 | 2022-09-06 00:00 | short | 1,627.65 | 1,659.87 | 100% | -2.18% | -2.18% | stop | 0 |
| 2022-08-01 04:00 | 2022-08-19 04:00 | long | 1,691.78 | 1,785.22 | 100% | +5.32% | +5.32% | stop | 0 |
| 2022-04-10 04:00 | 2022-04-21 12:00 | short | 3,257.33 | 3,174.62 | 100% | +2.34% | +2.34% | stop | 0 |
| 2021-11-01 04:00 | 2021-11-16 00:00 | long | 4,191.50 | 4,413.21 | 100% | +5.08% | +5.08% | stop | 0 |
| 2020-04-20 04:00 | 2020-05-04 04:00 | long | 183.97 | 200.20 | 100% | +8.61% | +8.61% | stop | 0 |
| 2020-02-01 04:00 | 2020-02-16 00:00 | long | 183.46 | 257.56 | 100% | +40.15% | +40.15% | stop | 0 |
| 2019-11-19 04:00 | 2019-11-27 16:00 | short | 177.15 | 154.62 | 100% | +12.53% | +12.53% | stop | 0 |
| 2019-05-13 04:00 | 2019-05-17 00:00 | long | 189.64 | 247.40 | 100% | +30.23% | +30.23% | stop | 0 |
| 2019-04-08 04:00 | 2019-04-11 08:00 | long | 179.87 | 161.85 | 100% | -10.21% | -10.21% | stop | 0 |
| 2019-03-03 04:00 | 2019-03-16 04:00 | short | 133.59 | 141.84 | 100% | -6.38% | -6.38% | stop | 0 |
| 2019-02-01 04:00 | 2019-02-24 12:00 | long | 104.93 | 148.41 | 100% | +41.20% | +41.20% | stop | 0 |
| 2019-01-14 04:00 | 2019-02-01 04:00 | short | 115.87 | 104.93 | 100% | +9.25% | +9.25% | signal | 0 |
| 2018-10-13 04:00 | 2018-10-15 04:00 | short | 198.19 | 226.48 | 100% | -14.49% | -14.49% | stop | 0 |