Research status — Not yet OOS-validated. Do not use for live trading.
51.7%
break-even 40.8% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 39.45%
Percentage of trades that were profitable
1.55
re-measured (top 10 coins · 1H · 2026-10-06): 1.13
Gross profit / gross loss ratio
38.5%
Largest peak-to-trough decline
50 coins · updated 2026-05-04
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
No live tracking — measured, not guaranteed
Card re-measured: 2026-10-06 · 1,123 trades analyzed
Overview
Ichimoku Kinko Hyo (“equilibrium chart at a glance”) is a multi-component indicator that paints a forward-projected “cloud” (Kumo) from price-range midpoints. This preset enters SHORT when price is trading below the cloud AND the Tenkan-sen (9) crosses below the Kijun-sen (26), confirming downside momentum against a bearish structural backdrop.
Original 2026-05-04 sweep (1,680 combinations × 50 coins, IS/OOS split) selected SL 15% / TP 15% and reported WR 51.7% and PF 1.55. A fresh out-of-sample re-test on 2026-06-28 (product engine, regime-robustness + 5-axis adversarial kill) found the SHORT result to be bear-beta — profit driven by a falling market, not a regime-independent cloud edge. The backtest is reproducible; we no longer present this as a confirmed live directional edge.
How It Works
- Cloud filter — price must be below both Senkou Span A and B (the cloud bottom)
- Tenkan/Kijun cross — short-term (9-period) midpoint crosses below medium-term (26-period) midpoint
- Entry — SHORT on the next bar’s open after the cross is confirmed
- Exit (2026-05-04 sweep setting) — TP 15% / SL 15% / 12-bar (2-day on 4H) timeout. The Simulate button runs the preset instead: TP 15% / SL 3% / 48-bar (8-day on 4H) timeout.
Why It Works (Thesis)
Crypto downtrends are often multi-week. The cloud catches regime; the Tenkan/Kijun cross catches timing. Combining them filters out bear-trap countertrends that break simpler moving-average systems.
With a symmetric 15%/15% structure, the original result was WR-based: a 51.7% win rate. At the time the IS→OOS increase in profitable coin count (38→40 of 50) looked like evidence the edge was not regime-specific. The 2026-06-28 re-test reverses that read: both the IS and OOS windows were falling markets, so a SHORT book wins on direction. Decomposed against regime, the cloud-plus-cross filter does not show a standalone edge — treat this thesis as unconfirmed.
Results (2-year backtest, IS/OOS split, measured 2026-05-04)
| Metric | IS (May24–May25) | OOS (May25–May26) | Combined |
|---|---|---|---|
| Total trades | 725 | 900 | 1,625 |
| Win rate | ~52% | ~52% | 51.7% |
| Profit factor | 2.07 | 1.83 | 1.55 |
| Coins profitable | 38/50 | 40/50 | — |
IS PF (2.07) is higher than OOS (1.83). These original numbers are reproducible, but the 2026-06-28 re-test attributes the profit in both periods to bear-beta rather than a regime-independent edge — so they are not evidence of a confirmed directional edge.
Caveats
- Failed fresh out-of-sample regime-robustness (2026-06-28). The earlier “not regime-specific” claim was reversed — the SHORT result is bear-beta. Status downgraded from verified to testing for this reason.
- Symmetric 15%/15% means a losing trade is as large as a winning one — capital management is critical.
- Not live-tracked on OKX. Backtest only — “verified” would mean the backtest is reproducible, not that the live directional edge is confirmed.
- 4H signals fire less frequently than 1H variants. Expect about one signal per coin every 22 days (1,625 trades / 50 coins / 2 years).