Shared backtest
momentum strategy · XRP/USDT, LINK/USDT, ADA/USDT, ETH/USDT, SOL/USDT
by Noon Barbari ResearchHOUSE · 4h
Return
-7.08%
Sharpe
-0.01
Max DD
+30.40%
Trades
773
Free tier · no credit card · paper-trade in minutes
Equity curve
Performance
Return-7.08%
Sharpe-0.01
Max drawdown+30.40%
Trades773
Win rate—
Validation
C
Score 73/100
Looks mixed. 1 red flag(s), 1 amber, 7 green.
Robustness checks · 2 flagged
- OOS fell off a cliffOut-of-sample per-trade PnL dropped to -17% of in-sample ($+1.19/trade IS → $-0.20/trade OOS). Classic overfit signature.Re-fit on a different window or simplify the rule tree, then re-test OOS.
- Heavy drawdownMax drawdown of 30.4% is on the heavy side. Make sure your risk budget can absorb it.Consider tighter risk per trade or a volatility filter.
Overfit / fragility grade computed by Noon Barbari's 10-check validator.
Verified result
Server-verified result · SHA-256 a08b055de223d526… · shared 7 Nov 2026
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