We Ran 52 Strategies for 1 Year. Here's the Data.
52 strategies. 572 coins. 365 days of data. No cherry-picking.
The Top 3 (1-Year)
| Rank | Strategy | Direction | Win Rate | Profit Factor | Return | MDD | Sharpe |
|---|---|---|---|---|---|---|---|
| 1 | Ichimoku 4H | SHORT | 54.36% | 1.49 | +12.57% | 6.02% | 1.66 |
| 2 | MACD Cross 4H | SHORT | 57.58% | 1.19 | +14.37% | 16.42% | 1.05 |
| 3 | BB Squeeze 1H | SHORT | 52.55% | 1.05 | +2.58% | 10.92% | 0.22 |
Ichimoku 4H wins on risk-adjusted return. Sharpe 1.66, MDD only 6.02%. MACD Cross has a higher raw return (+14.37%) but the drawdown is nearly 3x worse.
The Bottom 3
| Rank | Strategy | Direction | Win Rate | PF | Return | MDD |
|---|---|---|---|---|---|---|
| 1 | BB Squeeze 6H | SHORT | 28.51% | 0.38 | -12.73% | 13.49% |
| 2 | BB Squeeze 4H | SHORT | 40.22% | 0.68 | -6.36% | 7.12% |
| 3 | MA Cross LONG 6H | LONG | 41.13% | 0.70 | -2.63% | 4.27% |
Same strategy (BB Squeeze), different timeframe, opposite result. 1H works. 6H doesn’t. Timeframe matters more than the indicator itself.
The Weekly Consistency Leaders
These stayed in the top 3 for the most days over the past week:
| Strategy | Days in Top | Sharpe | MDD |
|---|---|---|---|
| Keltner Squeeze 1H | 5 | 1.02 | 9.29% |
| Keltner Squeeze 4H | 4 | 1.49 | 4.49% |
| Ichimoku 4H | 4 | 1.66 | 6.02% |
The Numbers That Matter
- 15 out of 52 strategies had a win rate above 50% over 1 year. That’s 29%.
- Every strategy in the top 3 is SHORT. The market rewarded shorts over this period.
- The gap between #1 (Sharpe 1.66) and #3 (Sharpe 0.22) is massive. Rank alone doesn’t tell the story.
- MDD range: 4.49% (Keltner 4H) to 16.42% (MACD Cross 4H). Risk profiles vary wildly even among winners.
30-Day Snapshot (Recent Regime)
The market shifted. Over the last 30 days, the top performers flipped to LONG:
| Strategy | Direction | Win Rate | PF | Sharpe |
|---|---|---|---|---|
| SuperTrend LONG 1H | LONG | 58.10% | 1.95 | 6.48 |
| Keltner Squeeze LONG 1H | LONG | 61.89% | 1.99 | 3.03 |
| BB Squeeze LONG 1H | LONG | 62.08% | 1.93 | 4.60 |
23 of 41 active strategies beat 50% win rate in the last 30 days. The regime changed.
So What
No single strategy works in all conditions. The 1-year winners are all shorts. The 30-day winners are all longs. Picking the “best strategy” without knowing the current market regime is guessing.
The data updates daily. Run your own test on the PRUVIQ Simulator.
Ready to test strategies yourself?
Simulate trading strategies on 570+ coins with 2+ years of data. Free.