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eth-twap-10y-refine-summary.md

eth-twap-10y-refine-summary.md 23 KB
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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