Research · updated 2026-06-07 15:16 UTC · LIVE from the research pipeline · generated, never hand-edited

Strategy Leaderboard

Every strategy we have ever measured — ranked in one tournament, including the dead ones, with their causes of death. A strategy is ALIVE only if it beats a random-entry null distribution matched to its own behavior (≥ 0.95 percentile) with a real sample (≥ 30 trades). Failures are diagnosed (signal / costs / fills) and rescued where execution can fix them — never hand-waved. Every row carries its exact parameters, and every credited edge is frozen as a spec we re-run on independent compute to prove the books still reproduce.

ALIVE

beats a matched random-entry null (percentile >= 0.95) with positive Sharpe and >= 30 trades

122

WATCH

one gate short of ALIVE

UNGATED

measured, gates not yet run — recorded, never decreed dead

DEAD

gates ran and failed; cause recorded and kept forever

the bar to clear — buy & hold, same full window as every row

buy & hold = buy at the first bar of the dataset, hold to the last — the same full window every strategy on that symbol is measured over (not a calendar year). It is the bar to clear, shown apart: it cannot 'beat random' because it IS the drift random entries are matched to.

ALIVE — beat their matched random null

Candidates, not promises: at a 95% bar across all probes, some survivors are expected by chance — which is why edges are promoted only with independent confirmation (the CONFIRMED tag) and held in a correlation-managed book.'beats random' = the share of 400 random strategies — matched to this strategy's own trade count, holding period and long/short mix — that it outperformed. 100% = better than all of them; 50% = indistinguishable from luck; near 0% = reliably WRONG (which is information too).

#	strategy	symbol	sharpe	sortino	$1k →	vs B&H	max DD	trades	win	beats random
▸ 1	flow_accel_f20_s250_k200__eqstop20	SOLUSDT	+0.89	+1.28	$38,086	0.75×	38%	437	55%	100%
▸ 2	donchian_breakout_20__gate50A	BTCUSDT	+0.53	+0.37	$2,177	0.28×	34%	175	55%	100%
▸ 3	flow_accel_f20_s250_k200	SOLUSDT	+0.80	+1.13	$164,586	3.22×	83%	1405	52%	100%
▸ 4	flow_accel_f50_s250_k100__gate50A	BTCUSDT	+0.81	+1.15	$12,288	1.57×	38%	759	53%	100%
▸ 5	rsi_continuation_14_30_70__gate50A	BTCUSDT	+0.57	+0.29	$2,239	0.29×	34%	54	57%	100%
▸ 6	donchian_breakout_20__gate50L	BTCUSDT	+0.29	+0.26	$1,842	0.24×	48%	275	50%	100%
▸ 7	rsi_reversion_14_30_70	EURUSD	+0.12	+0.07	$1,021	—	6%	69	56%	100%
▸ 8	flow_accel_f20_s100_k50__gate50L	ETHUSDT	+0.67	+0.95	$32,070	2.93×	61%	1466	52%	99%
▸ 9	flow_accel_f20_s250_k200__gate50L	SOLUSDT	+0.62	+0.88	$50,940	1.00×	81%	1369	52%	99%
▸ 10	flow_accel_f50_s250_k100__gate50L	BTCUSDT	+0.61	+0.86	$11,181	1.43×	53%	1183	51%	99%
▸ 11	donchian_breakout_40__gate50A	BTCUSDT	+0.56	+0.35	$2,133	0.27×	37%	132	55%	99%
▸ 12	rsi_continuation_14_30_70__vt20	BTCUSDT	+0.73	+0.54	$3,034	0.39×	24%	74	54%	99%
▸ 13	flow_accel_f20_s100_k50__eqstop20	ETHUSDT	+0.71	+1.00	$8,568	0.78×	38%	447	52%	99%
▸ 14	rsi_continuation_14_30_70__gate50L	BTCUSDT	+0.37	+0.22	$1,911	0.24×	36%	74	54%	99%
▸ 15	rsi_continuation_14_30_70	BTCUSDT	+0.37	+0.22	$1,911	0.24×	36%	74	54%	99%
▸ 16	flow_accel_f50_s250_k100	BTCUSDT	+0.56	+0.79	$9,440	1.21×	60%	1213	51%	99%
▸ 17	donchian_breakout_55__gate50A	SOLUSDT	+0.73	+0.33	$5,662	0.11×	46%	75	52%	99%
▸ 18	donchian_breakout_20__vt20	BTCUSDT	+0.68	+0.72	$4,200	0.54×	35%	288	49%	99%
▸ 19	donchian_breakout_20	BTCUSDT	+0.24	+0.22	$1,665	0.21×	49%	288	49%	99%
▸ 20	ts_momentum_20__gate50L	SOLUSDT	+0.95	+1.43	$362,541	7.10×	76%	170	45%	98%
▸ 21	donchian_breakout_40__gate50A	SOLUSDT	+0.74	+0.36	$6,112	0.12×	49%	88	50%	98%
▸ 22	donchian_breakout_55__vt20	BTCUSDT	+0.67	+0.55	$3,177	0.41×	40%	172	52%	98%
▸ 23	donchian_breakout_55__gate50L	BTCUSDT	+0.32	+0.23	$1,745	0.22×	55%	172	52%	98%
▸ 24	donchian_breakout_55	BTCUSDT	+0.32	+0.23	$1,745	0.22×	55%	172	52%	98%
▸ 25	flow_accel_f20_s100_k50	ETHUSDT	+0.48	+0.68	$12,201	1.11×	80%	1481	50%	98%
▸ 26	ts_momentum_20	SOLUSDT	+0.78	+1.20	$148,737	2.91×	85%	212	46%	98%
▸ 27	ts_momentum_20__vt20	SOLUSDT	+0.72	+1.18	$9,603	0.19×	62%	212	46%	98%
▸ 28	donchian_breakout_40__vt20	BTCUSDT	+0.71	+0.66	$4,043	0.52×	39%	206	50%	97%
▸ 29	donchian_breakout_55__gate50A	BTCUSDT	+0.46	+0.28	$1,735	0.22×	39%	117	56%	97%
▸ 30	donchian_breakout_40__gate50L	BTCUSDT	+0.29	+0.22	$1,754	0.22×	55%	206	50%	97%
▸ 31	donchian_breakout_40	BTCUSDT	+0.29	+0.22	$1,754	0.22×	55%	206	50%	97%
▸ 32	ts_momentum_20__gate50A	SOLUSDT	+1.19	+1.38	$223,837	4.38×	69%	124	45%	97%
▸ 33	ts_momentum_100__gate50L	BTCUSDT	+0.55	+0.72	$6,260	0.80×	58%	82	50%	97%
▸ 34	donchian_breakout_55__vt20	ETHUSDT	+0.98	+0.81	$4,718	0.43×	26%	159	50%	96%
▸ 35	donchian_breakout_55__gate50L	ETHUSDT	+0.61	+0.41	$3,853	0.35×	42%	159	50%	96%
▸ 36	donchian_breakout_55	ETHUSDT	+0.61	+0.41	$3,853	0.35×	42%	159	50%	96%
▸ 37	ts_momentum_100CONFIRMED	BTCUSDT	+0.40	+0.56	$4,246	0.54×	75%	64	52%	96%
▸ 38	ts_momentum_100__vt20	BTCUSDT	+0.34	+0.47	$3,272	0.42×	74%	64	52%	96%
▸ 39	donchian_breakout_55__vt20	SOLUSDT	+0.90	+0.66	$4,005	0.08×	26%	129	50%	96%
▸ 40	ts_momentum_100__gate50L	SOLUSDT	+0.80	+1.07	$85,844	1.68×	81%	78	47%	96%
▸ 41	donchian_breakout_55__gate50L	SOLUSDT	+0.71	+0.47	$11,411	0.22×	50%	129	50%	96%
▸ 42	donchian_breakout_55	SOLUSDT	+0.71	+0.47	$11,411	0.22×	50%	129	50%	96%
▸ 43	donchian_breakout_40__vt20	SOLUSDT	+0.82	+0.65	$3,805	0.07×	31%	159	48%	95%
▸ 44	donchian_breakout_40__gate50L	SOLUSDT	+0.58	+0.40	$7,855	0.15×	64%	159	48%	95%
▸ 45	donchian_breakout_40	SOLUSDT	+0.58	+0.40	$7,855	0.15×	64%	159	48%	95%
▸ 46	ts_momentum_100CONFIRMED	SOLUSDT	+0.80	+1.16	$124,973	2.45×	78%	74	49%	95%
▸ 47	ts_momentum_100__vt20	SOLUSDT	+0.69	+1.04	$8,287	0.16×	57%	74	49%	95%

WATCH — one gate short

Positive but below the random-null bar, or insufficient sample. Includes the 50-day trend regimes: proven de-risking in dollars, timing not yet proven beyond drift.

#	strategy	symbol	sharpe	sortino	$1k →	vs B&H	max DD	trades	win	beats random
▸ 1	ts_momentum_100__eqstop20	SOLUSDT	+0.52	+0.34	$6,583	0.13×	51%	22	64%	100%
▸ 2	donchian_breakout_20__eqstop20	BTCUSDT	-0.07	-0.04	$911	0.12×	53%	109	57%	99%
▸ 3	bollinger_continuation_20_2	ETHUSDT	-0.23	-0.12	$620	0.06×	54%	131	51%	99%
▸ 4	donchian_breakout_10	BTCUSDT	-0.02	-0.02	$947	0.12×	55%	408	48%	99%
▸ 5	donchian_breakout_40__eqstop20	SOLUSDT	-0.08	-0.03	$815	0.02×	69%	81	46%	98%
▸ 6	supertrend_flips_30_3_h720	XAUUSD	+0.17	+0.27	$1,184	0.34×	30%	1027	49%	96%
▸ 7	supertrend_flips_p30_h720	XAUUSD	-0.33	-0.47	$708	0.20×	51%	1027	47%	96%
▸ 8	donchian_breakout_40	ETHUSDT	+0.20	+0.13	$1,644	0.15×	57%	190	48%	95%
▸ 9	flow_accel_f20_s100_k50__gate50A	ETHUSDT	+0.40	+0.56	$4,695	0.43×	57%	950	50%	94%
▸ 10	ts_momentum_50	ETHUSDT	+0.68	+0.93	$29,118	2.66×	74%	105	44%	94%
▸ 11	flow_accel_f20_s250_k200	ETHUSDT	+0.26	+0.37	$3,817	0.35×	61%	1455	50%	94%
▸ 12	regime_150d_long_flat	GBPUSD	+0.14	+0.15	$1,061	—	8%	37	30%	94%
▸ 13	bollinger_continuation_20_2	BTCUSDT	+0.13	+0.07	$1,224	0.16×	34%	126	49%	94%
▸ 14	donchian_breakout_55__gate50A	ETHUSDT	+0.77	+0.48	$3,431	0.31×	25%	106	50%	94%
▸ 15	donchian_breakout_40__eqstop20	BTCUSDT	+0.34	+0.12	$1,512	0.19×	22%	47	55%	94%
▸ 16	ts_momentum_100__gate50A	BTCUSDT	+0.64	+0.69	$5,170	0.66×	56%	92	58%	93%
▸ 17	rsi_continuation_14_30_70	ETHUSDT	+0.28	+0.14	$1,894	0.17×	39%	70	51%	93%
▸ 18	regime_100d_long_flat	GBPUSD	+0.16	+0.16	$1,065	—	7%	45	38%	93%
▸ 19	regime_100d_long_flat	XAUUSD	+0.68	+0.66	$2,149	0.62×	25%	45	47%	93%
▸ 20	flow_accel_f50_s250_k100__eqstop20	BTCUSDT	+0.29	+0.41	$2,273	0.29×	79%	625	50%	93%

… and 95 more WATCH rows in the full records.

DEAD — with causes, kept forever

The part most services hide. A dead strategy stays on the board with its cause so it is never silently re-sold — to you, or to ourselves.

#	strategy	symbol	sharpe	sortino	$1k →	vs B&H	max DD	trades	win	beats random
▸ 1	ts_momentum_20	EURUSD	-0.20	-0.28	$902	—	16%	227	35%	93%
▸ 2	flow_accel_btc_winner_h360	BTCUSDT	-0.07	-0.10	$766	0.10×	84%	2195	49%	92%
▸ 3	regime_30d_long_flat	EURUSD	-0.17	-0.19	$937	—	19%	96	33%	92%
▸ 4	regime_30d_long_flat	GBPUSD	-0.14	-0.15	$942	—	17%	96	37%	86%
▸ 5	ts_momentum_100	GBPUSD	-0.09	-0.12	$948	—	30%	94	32%	86%
▸ 6	bollinger_reversion_20_2	XAUUSD	-0.30	-0.18	$843	0.24×	20%	133	48%	86%
▸ 7	bollinger_continuation_20_2	EURUSD	-0.79	-0.45	$855	—	17%	141	35%	86%
▸ 8	ts_momentum_20	GBPUSD	-0.12	-0.17	$930	—	20%	203	35%	83%
▸ 9	regime_50d_long_flat	EURUSD	-0.01	-0.01	$996	—	12%	72	29%	82%
▸ 10	regime_100d_long_flat	EURUSD	-0.10	-0.11	$965	—	11%	59	31%	80%
▸ 11	regime_70d_long_flat	GBPUSD	-0.20	-0.20	$924	—	16%	64	33%	80%
▸ 12	supertrend_long_only	XAUUSD	+0.08	—	$1,062	0.31×	37%	775	—	79%
▸ 13	rsi_continuation_14_30_70	GBPJPY	-0.09	-0.05	$978	—	10%	69	36%	79%
▸ 14	donchian_breakout_20	EURUSD	-1.09	-0.88	$751	—	27%	259	36%	79%
▸ 15	ts_momentum_50	GBPUSD	-0.37	-0.52	$790	—	30%	151	31%	78%
▸ 16	regime_50d_long_flat	GBPUSD	-0.09	-0.09	$965	—	18%	70	29%	76%
▸ 17	flow_accel_f20_s250_k200	BTCUSDT	-0.06	-0.09	$779	0.10×	85%	1245	48%	74%
▸ 18	ts_momentum_200	GBPJPY	-0.17	-0.22	$889	—	21%	84	48%	73%
▸ 19	regime_20d_long_flat	GBPUSD	-0.21	-0.23	$914	—	14%	126	33%	73%
▸ 20	regime_200d_long_flat	EURUSD	-0.01	-0.01	$996	—	13%	36	28%	70%
▸ 21	trend_filter_200	EURUSD	-0.01	-0.01	$996	—	13%	36	28%	70%
▸ 22	flow_accel_sol_winner_h360	SOLUSDT	-0.20	-0.28	$303	0.01×	98%	2586	50%	70%
▸ 23	bollinger_reversion_20_2	GBPJPY	-0.11	-0.06	$975	—	8%	136	40%	69%
▸ 24	ts_momentum_100__eqstop20	BTCUSDT	-0.03	-0.02	$939	0.12×	72%	16	25%	68%
▸ 25	flow_accel_f50_s250_k100	ETHUSDT	-0.09	-0.13	$637	0.06×	90%	1410	49%	68%
▸ 26	ts_momentum_150	EURUSD	-0.04	-0.05	$980	—	23%	62	36%	65%
▸ 27	regime_70d_long_flat	EURUSD	-0.10	-0.12	$963	—	10%	67	28%	65%
▸ 28	bollinger_continuation_20_2	GBPJPY	-1.04	-0.58	$782	—	24%	136	38%	63%
▸ 29	bollinger_reversion_20_2	GBPUSD	-0.94	-0.44	$782	—	23%	120	44%	63%
▸ 30	flow_accel_f20_s100_k50	SOLUSDT	-0.09	-0.12	$568	0.01×	87%	1433	50%	62%
▸ 31	ts_momentum_20	XAUUSD	-0.03	-0.04	$957	0.28×	30%	222	35%	62%
▸ 32	ts_momentum_200	EURUSD	-0.47	-0.62	$782	—	35%	91	30%	61%
▸ 33	supertrend_flips_p10_h720	XAUUSD	-0.96	-1.35	$367	0.11×	64%	1053	46%	58%
▸ 34	donchian_breakout_10	XAUUSD	-0.39	-0.37	$742	0.21×	40%	382	43%	57%
▸ 35	donchian_breakout_55	EURUSD	-0.54	-0.35	$900	—	12%	139	36%	57%
▸ 36	donchian_breakout_40	EURUSD	-0.60	-0.43	$881	—	14%	170	35%	56%
▸ 37	regime_200d_long_flat	GBPUSD	-0.02	-0.02	$993	—	10%	33	30%	55%
▸ 38	trend_filter_200	GBPUSD	-0.02	-0.02	$993	—	10%	33	30%	55%
▸ 39	bh_monthly_cycle	GBPUSD	-0.07	-0.10	$955	—	24%	86	54%	55%
▸ 40	rsi_continuation_14_30_70	GBPUSD	-0.25	-0.13	$936	—	11%	61	34%	55%
▸ 41	regime_20d_long_flat	EURUSD	-0.37	-0.40	$870	—	17%	128	34%	55%
▸ 42	rsi_reversion_14_30_70	GBPUSD	-0.21	-0.09	$946	—	12%	61	46%	54%
▸ 43	rsi_reversion_14_30_70	GBPJPY	-0.44	-0.21	$891	—	17%	69	48%	52%
▸ 44	bollinger_continuation_20_2	XAUUSD	-0.17	-0.08	$910	0.26×	24%	133	41%	52%
▸ 45	bollinger_reversion_20_2	SOLUSDT	-0.15	-0.08	$604	0.01×	82%	126	51%	51%
▸ 46	bh_monthly_cycle	EURUSD	-0.13	-0.19	$933	—	22%	87	46%	50%
▸ 47	ts_momentum_50	GBPJPY	-0.07	-0.10	$954	—	26%	138	33%	49%
▸ 48	supertrend_flips_p100_h720	XAUUSD	-1.01	-1.42	$352	0.10×	71%	1034	44%	47%
▸ 49	bollinger_reversion_20_2	EURUSD	-0.63	-0.36	$882	—	13%	141	38%	47%
▸ 50	sma_cross_50_200	GBPUSD	+0.00	+0.00	$1,000	—	19%	13	46%	46%
▸ 51	donchian_breakout_10	EURUSD	-1.36	-1.33	$637	—	37%	379	36%	43%
▸ 52	macd_cross_12_26_9	GBPJPY	-0.14	-0.21	$905	—	32%	178	34%	43%
▸ 53	donchian_breakout_55	GBPUSD	-0.14	-0.10	$964	—	15%	149	34%	38%
▸ 54	ts_momentum_150	GBPUSD	-0.48	-0.62	$740	—	33%	86	36%	37%
▸ 55	ts_momentum_200	GBPUSD	-0.58	-0.78	$699	—	37%	80	34%	36%
▸ 56	flow_accel_btc_winner_h120	BTCUSDT	-1.59	-2.25	$5	0.00×	100%	4745	46%	36%
▸ 57	ts_momentum_50	EURUSD	-0.71	-1.04	$689	—	33%	174	31%	35%
▸ 58	ts_momentum_20	GBPJPY	-0.05	-0.07	$966	—	22%	203	30%	35%
▸ 59	macd_cross_12_26_9	GBPUSD	-0.63	-0.87	$670	—	35%	189	40%	33%
▸ 60	donchian_breakout_10	GBPUSD	-1.25	-1.28	$622	—	44%	381	35%	33%
▸ 61	donchian_breakout_40	GBPUSD	-0.39	-0.30	$898	—	20%	178	35%	31%
▸ 62	flow_accel_f20_s100_k50	BTCUSDT	-0.50	-0.70	$127	0.02×	98%	1281	46%	30%
▸ 63	flow_accel_f50_s250_k100	SOLUSDT	-0.45	-0.63	$59	0.00×	99%	1367	48%	29%
▸ 64	ts_momentum_100	GBPJPY	-0.39	-0.50	$764	—	34%	89	34%	25%
▸ 65	supertrend_flips_100_3_h720	XAGUSD	-0.60	-0.69	$276	—	84%	1089	49%	17%
▸ 66	flow_accel_sol_winner_h1440	SOLUSDT	-0.51	-0.72	$34	0.00×	100%	737	47%	16%
▸ 67	rsi_reversion_14_30_70	XAUUSD	-0.38	-0.26	$782	0.23×	34%	80	38%	16%
▸ 68	donchian_breakout_20	GBPUSD	-0.74	-0.67	$793	—	27%	259	32%	16%
▸ 69	macd_cross_12_26_9	XAUUSD	-0.32	-0.40	$667	0.19×	39%	188	34%	14%
▸ 70	sma_cross_50_200	GBPJPY	-0.12	-0.16	$921	—	21%	14	29%	14%
▸ 71	macd_cross_12_26_9	EURUSD	-0.45	-0.65	$788	—	26%	186	34%	13%
▸ 72	donchian_breakout_55	GBPJPY	-0.29	-0.22	$918	—	14%	163	36%	12%
▸ 73	rsi_reversion_14_30_70	SOLUSDT	-0.44	-0.24	$246	0.00×	87%	63	49%	12%
▸ 74	flow_accel_sol_winner_h120	SOLUSDT	-1.61	-2.29	$0	—	100%	6030	47%	11%
▸ 75	bollinger_reversion_20_2	BTCUSDT	-0.28	-0.14	$635	0.08×	61%	126	49%	9%
▸ 76	ema_cross_12_26	GBPJPY	-0.48	-0.64	$712	—	39%	84	29%	8%
▸ 77	donchian_breakout_40	GBPJPY	-0.52	-0.41	$847	—	18%	193	36%	8%
▸ 78	ts_momentum_150	GBPJPY	-0.42	-0.52	$747	—	33%	72	36%	7%
▸ 79	rsi_reversion_14_30_70	ETHUSDT	-0.34	-0.18	$459	0.04×	63%	70	46%	6%
▸ 80	donchian_breakout_10	GBPJPY	-0.67	-0.72	$748	—	29%	390	37%	6%
▸ 81	donchian_breakout_20	GBPJPY	-0.61	-0.57	$799	—	22%	280	36%	4%
▸ 82	rsi_reversion_14_30_70	BTCUSDT	-0.46	-0.24	$451	0.06×	74%	74	39%	1%
▸ 83	rsi_continuation_14_30_70	EURUSD	-0.95	-0.44	$853	—	16%	69	25%	0%
▸ 84	proxy_qqq_decile_stale_daily	BTC/ETH/SOL	-0.37	-0.53	$795	—	45%	270	46%	—
▸ 85	proxy_qqq_decile_lag_4h	BTC/ETH/SOL	-0.57	-0.81	$676	—	47%	362	45%	—
▸ 86	proxy_qqq_decile_lag_1h	BTC/ETH/SOL	-0.76	-1.07	$604	—	46%	357	41%	—
▸ 87	proxy_qqq_decile_fresh_5m	BTC/ETH/SOL	-0.96	-1.36	$530	—	53%	363	44%	—

UNGATED — measured, not yet judged

68 historical measurements whose validation gates have not run. The board records; it does not decree.

Methodology, in one paragraph

Identical engine for every strategy (central causality shift, gap-aware fills, a cost menu instead of one assumed cost). Verdicts come from gates calibrated both ways — a planted real edge must fire them, pure noise must not. Parameter grids are judged with deflated Sharpe and the probability of backtest overfitting, never by their best cell. Past performance is not indicative of future results; nothing here is financial advice. See the risk disclaimer.