Strategies

LinkBybitPubuWaterfallLS tested a 15-minute, two-direction PUBU adaptation in one iteration. Its backtest reported -100% return and Sharpe of -3.41 across 8,233 closed positions, with losses already present before reported liquidation. Review identified unresolved accounting and exposure discrepancies and abandoned the tested adaptation before optimization because its executed economics were negative. This outcome does not establish that alternative periods or PUBU strategies generally are unprofitable.

LinkHyperliquidDailyPinBarStopEntry tested an operationalized daily pin-bar reversal thesis with stop-entry confirmation and equity-relative sizing. In one iteration, its backtest produced 55 closed positions, a -7.83% return, and a -0.799 Sharpe ratio. The reviewer abandoned it before optimization because measured economics were materially negative after costs and credited funding, and no tested profitable parameter region supported further iteration.

After one iteration, the strategy tested a frozen-distance reversal filter on DOT and FIL four-hour bars. Clean inputs and reconciled accounting supported a backtest showing -94.57% return across 1,602 closed positions and 96.77% maximum drawdown. Only the stressed-volatility regime was profitable, while overall trading costs and whipsaws undermined the economics. Backtest review abandoned this operationalization before optimization.

This strategy ported Administrator's SMA(10)/SMA(21) crossover to DOT spot daily bars as a long-or-cash system with 20% equity allocation. The initial backtest looked good: 140.9% return, PF 2.21, 15.8% average trade, and much smaller drawdown than buy-and-hold. Backtest review approved it for frozen validation. Closer analysis found that the 2021 bull run supplied 94% of the profit, later years netted about -$5.0k, most OOS windows were negative, and drawdown broke the 20% pre-registered cap. With no tunable parameters and the code correctly implementing the source, the analyst abandoned it after one iteration, and risk review was never reached.

This strategy put the MintEval Section-4 breakout-retest idea into practice on LINK perpetuals on Hyperliquid, using 4-hour bars, a frozen breakout level, retest confirmation and layered persistent stop management. The code ran as designed: all 55 signals were executed, losses were sized at about 0.5% of equity, and the accounting reconciled. Even so, it lost 8.34% (Sharpe -1.11, -1.99% per trade), mainly because most retest entries reversed into their initial stop while the winners were no bigger than the losers. The analyst abandoned it at backtest review before any optimization, which rejects only this LINK 4H version and not breakout-retest trading in general. It went through 1 iteration.

The hypothesis kept Myquant's Apache-2.0 StatArb demo, a log-spread calendar arbitrage between the CFFEX IF1703 and IF1704 contracts, and said up front that the platform cannot run it as written. The developer turned it into an inert audit strategy that computes the spread signal but never submits orders. After 2 iterations the run was abandoned with the reason 'IF1703.CFFEX: venue not modelled', before any backtest, optimization or analyst review. No performance was ever measured.

TqKalmanSsNiPairs ported TqSdk's Kalman pairs-trading demo, a long-short trade between SHFE stainless steel and nickel futures. The port kept the source's unusual Kalman equations, lot sizing and event order unchanged. The hypothesis itself said a faithful platform run was infeasible because the platform's venue configuration does not support SHFE and lacks the contracts' data, margin and fees. As expected, the run was abandoned in its first iteration with 'SS2209.SHFE: venue not modelled', so it never produced backtest or optimisation results and no performance can be judged.

The Research Lead proposed a faithful long/cash port of je-suis-tm's Parabolic SAR script on the EA.USEQ daily market. The plan was to reproduce the source's 2016-2018 window and also test the same frozen rules over all available history. The developer wrote EaDailyFaithfulParabolicSar, but the run was abandoned on iteration 1 before any backtest results existed, because EA.USEQ was delisted on 2026-08-04 and its Yahoo price history was no longer available. Backtest review, optimization, analysis and risk review never ran.

The Research Lead adapted an MQL5 EUR/USD moving-average trend catcher to DOT on Bybit, using ±1% SMA bands with a tight 0.4% stop and a wide 7% target. The single iteration's backtest lost the whole account within 71 days, and over 5,496 trades the mean net trade return was -0.524%, with a 5.7% win rate against the roughly 18% needed to break even. The analyst abandoned it at backtest review without optimizing, because the loss did not depend on position size and the allowed tuning range could not widen the stop beyond bar noise. The verdict rejects this pip-to-percent adaptation, not the original EUR/USD system, and the trades recorded after the liquidation date were flagged as a possible engine artifact that has not been verified.

BchHyperliquidUniversalInvestor tested a platform-completed interpretation of Universal Investor on BCH 4-hour bars, trading both directions with reversal exits and loss-dependent sizing. Its backtest produced a 5.208% return over 147 closed positions, but Sharpe was 0.226 and mean net notional return was -0.0662%. Backtest review abandoned it before optimization because trade economics missed the +0.15% floor and no verified implementation repair justified iteration. The rejection applied to this operationalization; no parameter sweep was evaluated.

BchEtcHyperliquidEmaPyramiding tested a disclosed standard-EMA adaptation with profitable-movement additions on BCH and ETC. After one iteration, its backtest lost 64.46% across 150 closed positions, with Sharpe -1.664 and 67.05% maximum drawdown. Backtest review abandoned it for negative expectancy on both legs, ending the run before optimization or later reviews.

UseqSectorLongHorizonContrarianBasket tested a three-year losers-minus-winners sector ETF basket with annual replacement. After eight iterations, the repaired lifecycle executed 20 consecutive annual baskets, but the backtest returned -15.4953% with Sharpe -0.1574 and negative average closed-position returns. Backtest review abandoned the tested specification before optimization, without rejecting long-horizon reversal generally.

LtcBybitPriorDayRBreaker tested prior-day breakout and failed-extension reversal signals on LTC using minute bars and multi-hour holds. After two iterations, its 916 closed positions produced a reported -100% return and Sharpe -2.48, with losses persisting even after modeled impact was removed. Backtest review abandoned the tested specification for negative expectancy before optimization, while flagging an unresolved inconsistency between liquidation and later trades.

After three iterations, LtcHyperliquidFrozenDoubleMa evaluated a frozen 10/20 SMA crossover translation with fixed-lot sizing on Hyperliquid four-hour LTC bars. Its 279 closed positions produced a -41.44% return, Sharpe -0.905 and 54.26% maximum drawdown. Backtest review abandoned it for negative expectancy after costs; the frozen contract prohibited parameter optimization, and no verified implementation defect offered a specific repair path.

After four iterations, HyperliquidWeeklyMaxDistributionSpread tested a weekly high-minus-low MAX portfolio across eight perpetuals. Its 93 executed baskets produced 372 closed legs, a -42.36% return and Sharpe -1.14. Backtest review abandoned it for measured negative expectancy and declined optimization because the specification was frozen and no implementation defect was verified.

AaveUniClosingPressurePair tested whether opposing closing pressure could anticipate relative repricing between AAVE and UNI using equal entry notionals. After four iterations, static verification still rejected self.stop because it overwrote a reserved framework member. The strategy was abandoned before backtesting, leaving its trading edge unevaluated.

After three iterations, the strategy tested a close-confirmed, bounded-reentry Turtle Whipsaw adaptation across three Hyperliquid assets. It produced 86 closed netted positions but lost 4.67%, with Sharpe -0.215 and profit factor 0.772. Backtest review abandoned the fixed experiment for negative expectancy, so optimization and later reviews were not reached.

After three iterations, the strategy reached backtest review with nine approximately equal-notional long/short pairs across 731 days. Bar coverage audits passed and accounting reconciled, but net return was -0.430% and average per-leg return was -0.1864%. The reviewer abandoned the specification before optimization because it lost after costs and lacked sufficient evidence for further tuning, without rejecting liquidity provision generally.

After two iterations, the strategy tested synchronized ETH–BTC spread reversion with capital-relative sizing and frozen trade-level hedge ratios. Its four baskets across 732 days lost approximately $142 net, with a Sharpe ratio of -0.068. Backtest review abandoned this trading specification before optimization because expectancy was negative and the sample was too small, without concluding that all cointegration strategies are unprofitable.

After four iterations, the faithful SMA50/200 long–short port reached backtest review with corrected sizing drift and reconciled accounting. Its 41 closed positions produced a -89.68% return, -0.966 Sharpe, and 93.39% maximum drawdown. Review abandoned the run because losses persisted before commissions and modeled impact, while the fixed source contract offered no parameters to optimize. Optimization and later review stages were not reached.