# ETH TWAP 10y refine

Evaluation: run 10 years through `scripts/explore_ultrashort.py` price-TWAP runner, then derive cost scenarios and 3y/1y/6m/3m horizons from the same cost-adjusted equity curve.

Primary sort: maker_taker 3y net_calmar, then 3y net_annualized_return. Eligibility: maker_taker 1y/6m/3m net_calmar are all nonnegative.

## Top 15 maker_taker 3y eligible candidates

| name | trades | trend_sma | rsi_threshold | exit_rsi | stop_loss_pct | max_hold_bars | entry_offsets | entry_valid_bars | fill_buffer | net_annualized_return | net_max_drawdown | net_calmar | net_sharpe_daily |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 1002 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 3 | 0.0 | 0.5781013645026336 | 0.11250668615026373 | 5.138373409474727 | 2.5282605123288797 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 1056 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.5836872205821793 | 0.11545931240477984 | 5.055349875425168 | 2.4866477295797513 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 935 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.5939153658756817 | 0.12083081234587152 | 4.915264197476649 | 2.507294087468855 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 1043 | 60 | 5.0 | 55.0 | 0.01 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.6131901642286925 | 0.1258225395562799 | 4.873452454473908 | 2.3096656145156866 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 339 | 60 | 3.0 | 50.0 | 0.012 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.3710350246237921 | 0.07891527996826082 | 4.701687997217014 | 2.5251365058885997 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 886 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 3 | 0.0 | 0.5534233547055407 | 0.1178468038699924 | 4.696125279019639 | 2.471114966087002 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 1056 | 60 | 5.0 | 50.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.540331306756809 | 0.1154593124047798 | 4.679841716556423 | 2.2898665486790497 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 1001 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 3 | 0.0 | 0.6021817191052796 | 0.1295108871746321 | 4.649660984047616 | 2.4133997543175862 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 1044 | 60 | 5.0 | 45.0 | 0.01 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.5248004642007722 | 0.11293813448496182 | 4.646795934730545 | 2.1952354434998096 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 936 | 60 | 5.0 | 50.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.5350212928111309 | 0.11634568463051104 | 4.598548665644487 | 2.4429358320887884 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 818 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 2 | 0.0 | 0.5600371410370171 | 0.12214475414835647 | 4.585028190050622 | 2.635753825153517 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 949 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 4 | 0.0 | 0.6095900236791016 | 0.1333309818370344 | 4.572005810503828 | 2.578072393356629 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 543 | 60 | 4.0 | 50.0 | 0.015 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.45777239681161697 | 0.1002225757784529 | 4.5675576910290765 | 2.449931314323268 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 936 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.5689426395402812 | 0.12564231815093696 | 4.52827238396539 | 2.6282376654868758 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 377 | 40 | 4.0 | 55.0 | 0.008 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.30841214567251507 | 0.06833624604456894 | 4.513156099785881 | 2.068558579090757 |

## 10y total metrics for top 15

| name | trades | trend_sma | rsi_threshold | exit_rsi | stop_loss_pct | max_hold_bars | entry_offsets | entry_valid_bars | fill_buffer | net_annualized_return | net_max_drawdown | net_calmar | net_sharpe_daily |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 936 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.5680369578371132 | 0.15356419891426526 | 3.6990194449830565 | 2.386462035184809 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 936 | 60 | 5.0 | 50.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.5333448004805568 | 0.15954561277552382 | 3.342898568016144 | 2.211684005735397 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 935 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 2 | 0.0 | 0.611288038123698 | 0.1675770566526501 | 3.6478026905005376 | 2.355922032433321 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 1002 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 3 | 0.0 | 0.574306466243893 | 0.14267774449422888 | 4.025200063820205 | 2.3326980975442013 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 1001 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 3 | 0.0 | 0.6330743136850177 | 0.16738941503555502 | 3.782045080631574 | 2.3423007003690612 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 1056 | 60 | 5.0 | 45.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.5850338360689686 | 0.15013039913552262 | 3.8968379451310122 | 2.316361766984651 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 1044 | 60 | 5.0 | 45.0 | 0.01 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.5328859300629172 | 0.15911874070114065 | 3.348982827005852 | 2.081277353861517 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 1056 | 60 | 5.0 | 50.0 | 0.008 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.5605237734474131 | 0.1747613996512823 | 3.2073660119790666 | 2.1759473997299885 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 1043 | 60 | 5.0 | 55.0 | 0.01 | 48 | 0.0015-0.0040-0.0070 | 4 | 0.0 | 0.658033468072883 | 0.1700932681361655 | 3.8686626183589152 | 2.2734888439444747 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 818 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 2 | 0.0 | 0.5476813497193018 | 0.15121108523206012 | 3.621965604431633 | 2.3031882150107705 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 886 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 3 | 0.0 | 0.5702766252111711 | 0.16723434189743508 | 3.4100449628995584 | 2.2904303982109346 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 949 | 60 | 5.0 | 55.0 | 0.008 | 48 | 0.0020-0.0050-0.0080 | 4 | 0.0 | 0.6394650763107459 | 0.150265070331345 | 4.255580321499072 | 2.4309338768657165 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 377 | 40 | 4.0 | 55.0 | 0.008 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.2862026211539168 | 0.1644121540047807 | 1.7407631624703046 | 1.7952515395901387 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 339 | 60 | 3.0 | 50.0 | 0.012 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.31131736614097116 | 0.1020774541140694 | 3.0498151510820457 | 2.0029245604047996 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 543 | 60 | 4.0 | 50.0 | 0.015 | 48 | 0.0030-0.0060-0.0090 | 4 | 0.0 | 0.4345050586335033 | 0.19707262956656044 | 2.2047965746899982 | 2.0207379360539184 |

## Recent horizons for top 15

| name | horizon | horizon_start | horizon_end | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | net_sharpe_daily |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.866848063293274 | 0.5689426395402812 | 0.12564231815093696 | 4.52827238396539 | 2.6282376654868758 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7243959685866102 | 0.7243959685866102 | 0.09152512129257227 | 7.914722847194943 | 3.019013840266815 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.2510206041376566 | 0.5669796093928321 | 0.06374970389993534 | 8.893839103673189 | 2.226596994771821 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x45.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.20447128400090842 | 1.1265445881135534 | 0.05151878999999989 | 21.86667404482046 | 3.7823397469718505 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.621205028643377 | 0.5350212928111309 | 0.11634568463051104 | 4.598548665644487 | 2.4429358320887884 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.77310774209434 | 0.77310774209434 | 0.10836153497707733 | 7.134521878615712 | 3.058295510326863 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.30552871912571256 | 0.7069038147244633 | 0.06374970389993538 | 11.088738793737045 | 2.5527790925857783 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x50.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.23271111017831791 | 1.3361089399475836 | 0.05151879000000006 | 25.934400632227234 | 4.078111793812159 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 3.0546229245183323 | 0.5939153658756817 | 0.12083081234587152 | 4.915264197476649 | 2.507294087468855 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7279653990183999 | 0.7279653990183999 | 0.1083615349770773 | 6.717931775074919 | 2.8877014113610233 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.31376725696640806 | 0.7285743634237833 | 0.06596160929224432 | 11.04543038354051 | 2.5722392668702705 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.23950284164836577 | 1.388749038073819 | 0.051518790000000016 | 26.956165664485106 | 4.1557553906381735 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.9350252310277587 | 0.5781013645026336 | 0.11250668615026373 | 5.138373409474727 | 2.5282605123288797 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7474797281230754 | 0.7474797281230754 | 0.10648978548928498 | 7.019262220208782 | 2.9153688697245395 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.3175608020654428 | 0.7385989477351764 | 0.083834763517879 | 8.810175119986583 | 2.5987284497008805 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.2996870581617912 | 1.8952065663249233 | 0.059770576520360635 | 31.708018838990586 | 5.045403529584099 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 3.1180931931881197 | 0.6021817191052796 | 0.1295108871746321 | 4.649660984047616 | 2.4133997543175862 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7853476830097081 | 0.7853476830097081 | 0.12069246665437879 | 6.507014934566468 | 2.882706582936782 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.3942691926635846 | 0.9475399549046959 | 0.08383476351787894 | 11.302470659473139 | 2.9987693843702994 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.34775783457523124 | 2.354656981148552 | 0.05977057652036056 | 39.394918339903406 | 5.534883592397722 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.9769971173142586 | 0.5836872205821793 | 0.11545931240477984 | 5.055349875425168 | 2.4866477295797513 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7828452042910043 | 0.7828452042910043 | 0.08984412911666517 | 8.713370723138263 | 2.9051845516581882 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.2981561498741816 | 0.6876273136977511 | 0.08510071255215357 | 8.08015929686067 | 2.3960340370903537 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.29285607534631275 | 1.8339876584358983 | 0.0680223630606393 | 26.96153993946034 | 4.7894627906674545 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.5492860323966475 | 0.5248004642007722 | 0.11293813448496182 | 4.646795934730545 | 2.1952354434998096 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7119271844091664 | 0.7119271844091664 | 0.11293813448496182 | 6.303691730484201 | 2.5701281707733656 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.32001632841584393 | 0.7451032625263574 | 0.11293813448496182 | 6.597446167534944 | 2.4848970618563175 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.01-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.2592685946226154 | 1.5470391569183737 | 0.08321776078055783 | 18.590252157803896 | 4.071684709313743 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.658949694468569 | 0.540331306756809 | 0.1154593124047798 | 4.679841716556423 | 2.2898665486790497 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.8388481475110623 | 0.8388481475110623 | 0.10353920765772451 | 8.101743933410141 | 2.9657110072034936 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.35863507682767204 | 0.849000292903517 | 0.08510071255215347 | 9.976418145537997 | 2.7241725720408034 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x50.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.3269940049298239 | 2.1499372092447833 | 0.06802236306063929 | 31.606329338017822 | 5.098530372997308 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 3.2036417600388045 | 0.6131901642286925 | 0.1258225395562799 | 4.873452454473908 | 2.3096656145156866 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.8242797825293897 | 0.8242797825293897 | 0.11767327587205131 | 7.004817163632351 | 2.7661579105325282 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.4086212953834112 | 0.9879527155287047 | 0.11293813448496164 | 8.747733615701403 | 2.9497098319585806 |
| rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.3078483769031699 | 1.9696481888762598 | 0.08321776078055788 | 23.66860355772067 | 4.6176933250466 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.8013158022671862 | 0.5600371410370171 | 0.12214475414835647 | 4.585028190050622 | 2.635753825153517 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.7617938149743027 | 0.7617938149743027 | 0.1011354703633034 | 7.532409868048791 | 3.063926242770989 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.36927486986182423 | 0.8781541053746185 | 0.07501557281681846 | 11.706290739377472 | 2.9875547345997475 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v2-t60-l5.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.2837554459897933 | 1.7539496149874387 | 0.05151879000000007 | 34.04485266419177 | 4.641523748145931 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.753129694692391 | 0.5534233547055407 | 0.1178468038699924 | 4.696125279019639 | 2.471114966087002 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.811290094316546 | 0.811290094316546 | 0.11670826348915375 | 6.951436599790922 | 3.0489206346328563 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.4477326001353381 | 1.1001949555112418 | 0.09441433822702136 | 11.652837653384793 | 3.384364510425676 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v3-t60-l5.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.36154901072684065 | 2.4960642795110988 | 0.0597705765203607 | 41.7607529460724 | 5.511545869227196 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 3.1755352851959664 | 0.6095900236791016 | 0.1333309818370344 | 4.572005810503828 | 2.578072393356629 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.8283157320591834 | 0.8283157320591834 | 0.1203464184561457 | 6.882761802845193 | 2.950576305269692 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.4382377811804208 | 1.072662489730802 | 0.09838954868148733 | 10.902199513113842 | 3.1920678314917468 |
| rsi2-long-guarded-price-twap-o0.0020-0.0050-0.0080-v4-t60-l5.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.3521347246778306 | 2.3990593822697455 | 0.06802236306063941 | 35.268686272058396 | 5.138700958764827 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 1.2415764171020949 | 0.30841214567251507 | 0.06833624604456894 | 4.513156099785881 | 2.068558579090757 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.6355205098399648 | 0.6355205098399648 | 0.06833624604456894 | 9.299903735207783 | 3.470850796662576 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.36213054893372676 | 0.8585529206940257 | 0.05151879000000005 | 16.66485025548979 | 3.9424527659922712 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t40-l4.0-x55.0-sl0.008-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.3019716440805751 | 1.9159015342458714 | 0.026100000000000085 | 73.40618905156572 | 6.522851224881634 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 1.5794144229269746 | 0.3710350246237921 | 0.07891527996826082 | 4.701687997217014 | 2.5251365058885997 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.3558282164269906 | 0.3558282164269906 | 0.07891527996826082 | 4.508990103945677 | 2.335791343422566 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.17531275365407595 | 0.38258664068100945 | 0.07891527996826082 | 4.848067963959364 | 2.2729575562460718 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.19301089962043938 | 1.04567043636734 | 0.006892000000000078 | 151.7223500242786 | 5.641905401557577 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 3y | 2023-04-29 17:00 | 2026-04-29 17:00 | 2.1011132926821596 | 0.45777239681161697 | 0.1002225757784529 | 4.5675576910290765 | 2.449931314323268 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 1y | 2025-04-29 17:00 | 2026-04-29 17:00 | 0.5212191870760512 | 0.5212191870760512 | 0.09133397814674343 | 5.706739130957645 | 2.3566376045602477 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 6m | 2025-10-29 17:00 | 2026-04-29 17:00 | 0.34960995737911205 | 0.8244500499297769 | 0.08867673185266628 | 9.297253436217924 | 3.1551576121162226 |
| rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l4.0-x50.0-sl0.015-mh48 | 3m | 2026-01-29 17:00 | 2026-04-29 17:00 | 0.3734584905806988 | 2.6217508663194913 | 0.04709999999999995 | 55.663500346486074 | 6.596388784500879 |

## Suggested ETH candidates for main report

- `rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v3-t60-l5.0-x45.0-sl0.008-mh48`: 3y Calmar 5.1384, 3y annualized 0.5781, trades 1002
- `rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x45.0-sl0.008-mh48`: 3y Calmar 5.0553, 3y annualized 0.5837, trades 1056
- `rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v2-t60-l5.0-x55.0-sl0.008-mh48`: 3y Calmar 4.9153, 3y annualized 0.5939, trades 935
- `rsi2-long-guarded-price-twap-o0.0015-0.0040-0.0070-v4-t60-l5.0-x55.0-sl0.01-mh48`: 3y Calmar 4.8735, 3y annualized 0.6132, trades 1043
- `rsi2-long-guarded-price-twap-o0.0030-0.0060-0.0090-v4-t60-l3.0-x50.0-sl0.012-mh48`: 3y Calmar 4.7017, 3y annualized 0.3710, trades 339