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OTT Backtest Results

Generated: 29 Mar 26 20:27
OTT Period: 10 | OTT Percent: 3.0 | Source: Open | MA Type: VAR
Ticker Trades Win Rate Avg Return Total Return Avg Duration Buy & Hold Max DD (OTT) Max DD (B&H)
Crypto
BTCUSD 3 0% -9.2% -27.5% 10d -19.6% -25.1% -49.7%
ETHUSD 4 25% +5.0% +20.0% 29d +9.3% -28.9% -62.3%
SOLUSD 5 20% -7.1% -35.4% 18d -34.4% -32.3% -68.6%
Indices
SPXNo trades+14.1%--12.1%
QQQNo trades+20.5%--12.6%
MAGSNo trades+22.2%--18.5%
Stocks
ALAB 2 0% -18.1% -36.3% 21d +85.0% -33.4% -56.4%
TSMNo trades+100.2%--17.0%
AMD 2 50% -9.3% -18.6% 32d +95.7% -24.1% -27.8%
AVGONo trades+79.2%--26.9%
TSLA 2 50% +11.5% +22.9% 78d +37.3% -5.1% -26.1%
PLTR 2 50% -4.3% -8.6% 51d +66.6% -10.3% -37.8%
GOOGNo trades+76.0%--20.6%
NVDA 2 0% -3.5% -7.0% 6d +52.8% -6.9% -19.1%
ASML 1 100% +80.5% +80.5% 196d +94.8% 0.0% -16.0%
MU 2 50% +97.2% +194.5% 110d +305.2% -19.1% -27.0%
MRVL 2 50% -4.4% -8.9% 38d +53.4% -18.5% -26.4%
MSFTNo trades-5.1%--33.9%
META 2 0% -11.5% -23.1% 33d -8.6% -21.8% -33.3%
Crypto
BTCUSD 1 100% +2.5% +2.5% 115d -19.6% 0.0% -49.7%
ETHUSDNo trades+9.3%--62.3%
SOLUSDNo trades-34.4%--68.6%
Indices
SPXNo trades+14.1%--12.1%
QQQ 1 0% -2.5% -2.5% 113d +20.5% -2.5% -12.6%
MAGS 1 0% -4.4% -4.4% 80d +22.2% -4.4% -18.5%
Stocks
ALAB 1 0% -17.2% -17.2% 92d +85.0% -17.2% -56.4%
TSMNo trades+100.2%--17.0%
AMD 1 100% +13.4% +13.4% 126d +95.7% 0.0% -27.8%
AVGONo trades+79.2%--26.9%
TSLANo trades+37.3%--26.1%
PLTR 1 100% +3.8% +3.8% 133d +66.6% 0.0% -37.8%
GOOGNo trades+76.0%--20.6%
NVDA 2 50% -0.8% -1.5% 66d +52.8% -4.8% -19.1%
ASML 1 100% +80.2% +80.2% 208d +94.8% 0.0% -16.0%
MU 2 50% +114.8% +229.7% 120d +305.2% -19.1% -27.0%
MRVLNo trades+53.4%--26.4%
MSFTNo trades-5.1%--33.9%
METANo trades-8.6%--33.3%
Crypto
BTCUSD 2 50% -1.8% -3.6% 173d -19.6% -34.6% -49.7%
ETHUSD 1 100% +9.3% +9.3% 365d +9.3% 0.0% -62.3%
SOLUSD 1 0% -34.4% -34.4% 365d -34.4% -34.4% -68.6%
Indices
SPX 1 100% +14.1% +14.1% 364d +14.1% 0.0% -12.1%
QQQ 2 50% +13.5% +26.9% 178d +20.5% 0.0% -12.6%
MAGS 2 50% +15.5% +31.1% 164d +22.2% -5.0% -18.5%
Stocks
ALAB 2 50% +69.3% +138.6% 181d +85.0% -22.3% -56.4%
TSM 1 100% +100.2% +100.2% 364d +100.2% 0.0% -17.0%
AMD 1 100% +86.5% +86.5% 314d +95.7% 0.0% -27.8%
AVGO 1 100% +79.2% +79.2% 364d +79.2% 0.0% -26.9%
TSLA 1 100% +37.3% +37.3% 364d +37.3% 0.0% -26.1%
PLTR 2 50% +43.6% +87.2% 178d +66.6% -9.1% -37.8%
GOOG 2 50% +46.0% +92.1% 164d +76.0% -2.5% -20.6%
NVDA 3 33% +20.9% +62.6% 99d +52.8% -4.4% -19.1%
ASML 1 100% +103.0% +103.0% 346d +94.8% 0.0% -16.0%
MU 2 50% +161.3% +322.5% 178d +305.2% -19.1% -27.0%
MRVL 1 100% +53.4% +53.4% 364d +53.4% 0.0% -26.4%
MSFT 1 0% -5.1% -5.1% 364d -5.1% -5.1% -33.9%
META 1 0% -8.6% -8.6% 364d -8.6% -8.6% -33.3%
Crypto
BTCUSD 7 29% +3.0% +21.1% 47d -5.0% -25.1% -49.7%
ETHUSD 9 33% +5.7% +51.5% 29d -43.1% -28.9% -63.2%
SOLUSD 11 27% -4.9% -54.1% 24d -57.5% -48.4% -70.3%
Indices
SPX 2 100% +10.1% +20.3% 260d +21.2% 0.0% -18.9%
QQQ 3 67% +7.7% +23.0% 168d +28.1% -4.9% -22.8%
MAGS 3 67% +13.8% +41.4% 152d +44.8% -3.0% -29.9%
Stocks
ALAB 4 50% +54.4% +217.7% 80d +51.6% -33.4% -63.7%
TSM 1 100% +11.7% +11.7% 191d +146.5% 0.0% -36.8%
AMD 6 33% -1.1% -6.7% 42d +11.9% -36.9% -57.5%
AVGO 4 50% +17.1% +68.2% 98d +131.5% -20.0% -41.1%
TSLA 8 38% +5.6% +45.0% 39d +105.8% -15.9% -53.8%
PLTR 5 80% +39.6% +197.8% 81d +521.7% -10.3% -40.6%
GOOG 2 100% +45.5% +91.0% 210d +81.3% 0.0% -29.4%
NVDA 7 29% -0.3% -2.3% 50d +85.5% -41.2% -36.9%
ASML 4 75% +18.6% +74.2% 94d +36.5% -5.1% -45.5%
MU 8 25% +21.3% +170.0% 50d +205.0% -42.2% -57.6%
MRVL 6 50% +6.6% +39.7% 59d +34.7% -27.3% -60.8%
MSFT 4 25% +1.9% +7.7% 62d -13.9% -11.8% -33.9%
META 4 50% +4.6% +18.2% 104d +9.0% -21.8% -34.2%
Crypto
BTCUSD 4 50% +15.9% +63.8% 103d -5.0% -10.7% -49.7%
ETHUSD 4 25% +23.0% +91.9% 99d -43.1% -12.8% -63.2%
SOLUSD 5 60% +10.1% +50.7% 71d -57.5% -15.5% -70.3%
Indices
SPX 1 100% +5.7% +5.7% 224d +21.2% 0.0% -18.9%
QQQ 2 100% +14.2% +28.3% 262d +28.1% 0.0% -22.8%
MAGS 2 100% +23.4% +46.8% 250d +44.8% 0.0% -29.9%
Stocks
ALAB 4 50% +57.7% +230.8% 87d +51.6% -32.0% -63.7%
TSM 1 100% +15.7% +15.7% 219d +146.5% 0.0% -36.8%
AMD 3 33% +3.0% +9.1% 174d +11.9% -13.9% -57.5%
AVGO 2 100% +52.8% +105.6% 224d +131.5% 0.0% -41.1%
TSLA 4 50% +31.3% +125.1% 136d +105.8% -22.9% -53.8%
PLTR 4 75% +76.8% +307.4% 122d +521.7% -7.3% -40.6%
GOOG 2 100% +42.7% +85.4% 252d +81.3% 0.0% -29.4%
NVDA 4 50% +6.4% +25.7% 119d +85.5% -7.9% -36.9%
ASML 1 100% +57.7% +57.7% 511d +36.5% 0.0% -45.5%
MU 3 67% +77.1% +231.3% 192d +205.0% -19.1% -57.6%
MRVL 4 50% +17.5% +69.9% 114d +34.7% -11.1% -60.8%
MSFT 1 100% +15.9% +15.9% 477d -13.9% 0.0% -33.9%
META 2 100% +19.9% +39.8% 212d +9.0% 0.0% -34.2%
Crypto
BTCUSD 5 40% +1.1% +5.3% 134d -5.0% -46.2% -49.7%
ETHUSD 5 20% -7.4% -36.9% 137d -43.1% -52.7% -63.2%
SOLUSD 6 50% -13.0% -78.1% 114d -57.5% -65.9% -70.3%
Indices
SPX 2 100% +13.9% +27.8% 351d +21.2% 0.0% -18.9%
QQQ 3 67% +13.1% +39.4% 237d +28.1% 0.0% -22.8%
MAGS 3 67% +20.7% +62.0% 228d +44.8% -5.0% -29.9%
Stocks
ALAB 5 40% +24.4% +122.0% 126d +51.6% -38.6% -63.7%
TSM 2 100% +63.9% +127.9% 364d +146.5% 0.0% -36.8%
AMD 3 33% -3.6% -10.9% 210d +11.9% -13.7% -57.5%
AVGO 3 67% +42.6% +127.9% 226d +131.5% -2.2% -41.1%
TSLA 5 40% +23.8% +119.0% 133d +105.8% -18.4% -53.8%
PLTR 5 80% +74.6% +373.2% 138d +521.7% -9.1% -40.6%
GOOG 3 67% +30.7% +92.2% 229d +81.3% -2.5% -29.4%
NVDA 5 40% +16.9% +84.3% 122d +85.5% -6.9% -36.9%
ASML 1 100% +42.3% +42.3% 711d +36.5% 0.0% -45.5%
MU 3 33% +62.5% +187.6% 233d +205.0% -19.1% -57.6%
MRVL 5 60% +13.9% +69.7% 133d +34.7% -22.1% -60.8%
MSFT 2 50% -1.5% -3.0% 360d -13.9% -25.3% -33.9%
META 3 67% +11.0% +33.0% 232d +9.0% -21.0% -34.2%
Crypto
BTCUSD 21 38% +3.5% +73.3% 43d +15.0% -40.8% -76.6%
ETHUSD 23 48% +5.0% +114.4% 35d +9.8% -44.6% -79.4%
SOLUSD 26 38% +19.7% +512.3% 31d +333.7% -68.8% -96.3%
Indices
SPX 7 71% +4.6% +32.1% 164d +60.4% -12.4% -25.4%
QQQ 10 40% +5.8% +58.5% 117d +83.5% -15.9% -35.1%
MAGS 5 60% +14.8% +73.9% 146d +132.8% -9.6% -29.9%
Stocks
ALAB 4 50% +54.4% +217.7% 80d +81.3% -33.4% -63.7%
TSM 10 70% +6.7% +67.3% 80d +210.3% -7.6% -56.5%
AMD 20 35% +1.1% +22.0% 39d +161.8% -49.2% -65.4%
AVGO 11 55% +14.2% +155.9% 93d +603.2% -20.0% -41.1%
TSLA 19 42% +6.7% +126.7% 50d +77.6% -22.3% -73.6%
PLTR 17 41% +10.8% +182.8% 55d +558.4% -48.1% -79.1%
GOOG 11 45% +8.6% +94.6% 94d +168.5% -28.6% -44.6%
NVDA 18 33% +14.9% +269.1% 61d +1197.0% -41.2% -66.3%
ASML 15 53% +6.1% +91.2% 61d +124.4% -14.8% -56.9%
MU 19 32% +8.5% +162.1% 57d +322.8% -50.2% -57.6%
MRVL 16 38% +1.0% +16.4% 46d +108.1% -37.3% -61.9%
MSFT 11 45% +2.8% +30.8% 80d +58.1% -22.8% -37.1%
META 10 40% +19.5% +194.5% 101d +82.2% -21.8% -76.7%
Crypto
BTCUSD 10 60% +17.6% +175.7% 129d +15.0% -53.6% -76.6%
ETHUSD 10 50% +16.7% +167.1% 138d +9.8% -53.3% -79.4%
SOLUSD 11 64% +57.6% +633.2% 130d +333.7% -89.5% -96.3%
Indices
SPX 4 75% +6.9% +27.4% 324d +60.4% -6.3% -25.4%
QQQ 7 71% +7.8% +54.5% 212d +83.5% -3.3% -35.1%
MAGS 4 75% +21.7% +86.9% 207d +132.8% -3.8% -29.9%
Stocks
ALAB 4 50% +57.7% +230.8% 87d +81.3% -32.0% -63.7%
TSM 7 71% +7.9% +55.5% 177d +210.3% -27.6% -56.5%
AMD 12 42% +5.4% +64.8% 111d +161.8% -28.7% -65.4%
AVGO 11 73% +17.2% +189.7% 131d +603.2% -14.7% -41.1%
TSLA 12 42% +5.4% +65.0% 124d +77.6% -38.8% -73.6%
PLTR 10 50% +22.3% +223.3% 155d +558.4% -43.0% -79.1%
GOOG 7 57% +14.3% +99.9% 196d +168.5% -17.1% -44.6%
NVDA 11 45% +21.8% +239.5% 137d +1197.0% -18.0% -66.3%
ASML 8 62% +8.2% +65.3% 172d +124.4% -30.1% -56.9%
MU 9 44% +27.3% +246.0% 181d +322.8% -34.5% -57.6%
MRVL 11 36% +5.8% +63.5% 119d +108.1% -28.5% -61.9%
MSFT 6 83% +9.5% +56.8% 224d +58.1% -2.2% -37.1%
META 5 60% +13.8% +69.0% 270d +82.2% -16.6% -76.7%
Crypto
BTCUSD 11 64% +7.4% +81.4% 154d +15.0% -63.8% -76.6%
ETHUSD 11 64% +10.6% +116.3% 157d +9.8% -62.2% -79.4%
SOLUSD 12 67% +99.6% +1195.0% 145d +333.7% -88.6% -96.3%
Indices
SPX 5 80% +10.7% +53.7% 347d +60.4% -0.3% -25.4%
QQQ 8 75% +10.7% +85.8% 217d +83.5% -1.8% -35.1%
MAGS 5 80% +25.4% +127.2% 202d +132.8% -5.0% -29.9%
Stocks
ALAB 5 40% +28.8% +143.9% 127d +81.3% -38.6% -63.7%
TSM 8 75% +21.2% +169.2% 216d +210.3% -25.9% -56.5%
AMD 12 58% +12.5% +150.5% 134d +161.8% -29.5% -65.4%
AVGO 12 75% +17.0% +203.8% 139d +603.2% -2.7% -41.1%
TSLA 13 54% +7.5% +97.6% 130d +77.6% -24.1% -73.6%
PLTR 11 73% +21.9% +240.9% 156d +558.4% -31.6% -79.1%
GOOG 8 75% +18.8% +150.4% 212d +168.5% -5.4% -44.6%
NVDA 12 50% +32.9% +394.4% 135d +1197.0% -20.3% -66.3%
ASML 8 62% +10.4% +83.1% 210d +124.4% -9.7% -56.9%
MU 9 33% +21.5% +193.7% 192d +322.8% -33.0% -57.6%
MRVL 12 42% +10.0% +120.4% 138d +108.1% -22.1% -61.9%
MSFT 7 86% +9.4% +66.1% 241d +58.1% -25.3% -37.1%
META 6 50% +13.9% +83.4% 287d +82.2% -21.0% -76.7%

Crypto 4-Year Cycle (200 Week SMA)

Buy when price drops below 200 week SMA (and at -10%, -20%, -30% levels). Sell when price crosses back above. Uses max available history.
Ticker Trades Win Rate Avg Return Total Return Avg Duration Buy & Hold Max DD (Strat) Max DD (B&H)
BTCUSD 10 100% +1284.6% +12845.6% 1000d +795.2% 0.0% -75.1%
Entry: -10% 31 Aug 15 → 6 Nov 17 +2380.8% $240 → $5950 798d
Entry: -20% 31 Aug 15 → 6 Nov 17 +2380.8% $240 → $5950 798d
Entry: -30% 31 Aug 15 → 6 Nov 17 +2380.8% $240 → $5950 798d
Entry: window% 8 Oct 18 → 4 Oct 21 +770.6% $6291 → $54772 1092d
Entry: -10% 3 Dec 18 → 4 Oct 21 +1415.4% $3614 → $54772 1036d
Entry: -20% 10 Dec 18 → 4 Oct 21 +1583.8% $3253 → $54772 1029d
Entry: -10% 13 Jun 22 → 1 Sep 25 +440.9% $20553 → $111168 1176d
Entry: -20% 13 Jun 22 → 1 Sep 25 +440.9% $20553 → $111168 1176d
Entry: window% 3 Oct 22 → 1 Sep 25 +471.7% $19446 → $111168 1064d
Entry: -30% 7 Nov 22 → 1 Sep 25 +579.8% $16353 → $111168 1029d
ETHUSD 7 100% +2103.6% +14725.1% 1021d -41.4% 0.0% -76.8%
Entry: window% 3 Dec 18 → 4 Oct 21 +3500.8% $95 → $3426 1036d
Entry: -10% 3 Dec 18 → 4 Oct 21 +3500.8% $95 → $3426 1036d
Entry: -20% 3 Dec 18 → 4 Oct 21 +3500.8% $95 → $3426 1036d
Entry: -30% 3 Dec 18 → 4 Oct 21 +3500.8% $95 → $3426 1036d
Entry: window% 5 Dec 22 → 1 Sep 25 +240.6% $1264 → $4305 1001d
Entry: -10% 5 Dec 22 → 1 Sep 25 +240.6% $1264 → $4305 1001d
Entry: -20% 5 Dec 22 → 1 Sep 25 +240.6% $1264 → $4305 1001d
SOLUSD 4 100% +1437.6% +5750.5% 1001d -23.9% 0.0% -67.7%
Entry: window% 5 Dec 22 → 1 Sep 25 +1437.6% $13 → $206 1001d
Entry: -10% 5 Dec 22 → 1 Sep 25 +1437.6% $13 → $206 1001d
Entry: -20% 5 Dec 22 → 1 Sep 25 +1437.6% $13 → $206 1001d
Entry: -30% 5 Dec 22 → 1 Sep 25 +1437.6% $13 → $206 1001d