Public strategy ranking

18 strategies

Ranked by the Janorium score: how good the typical backtest of the current version is, discounted by how much evidence stands behind it. One lucky run does not top this table.

#StrategyMarketScoreReturn / yrAvg max DDSharpeProfitableBacktestsCoverage
1ETHUSDT 1h Trend Regime v11 (NEXT_OPEN, MTF + BTC leader)Futures15.5+37.6%53.0%1.0160%5 / 54 symbols · 1 TF · 4.7 y
2RSI Reversal (spot)Futures13.9+0.3%10.5%0.1456%16 / 225 symbols · 3 TF · 4.6 y
3Trend Pullback RSI (futures 3x)Futures9.0+12.1%58.5%0.5683%6 / 65 symbols · 1 TF · 5.6 y
4Dual-MACD Confirmation (futures 5x)Futures7.4+2.4%35.0%0.2260%5 / 105 symbols · 1 TF · 4.6 y
5Golden Cross Trend (spot)Futures4.5+2.0%5.2%0.57100%1 / 21 symbol · 1 TF · 4.2 y
6BTC 4H EMA-SMA Fast ReversalFutures2.7-5.4%21.2%-0.4640%5 / 52 symbols · 2 TF · 4.3 y
7Golden Cross Trend (spot)Spot2.4+0.7%2.1%0.21100%2 / 21 symbol · 1 TF · 0.7 y
8RSIFutures0.0-10.2%4.5%-2.300%2 / 22 symbols · 1 TF · 1.0 y
9БИТКОЙНSpot0.0-2.2%11.5%-0.460%2 / 71 symbol · 1 TF · 6.2 y
10BTC 15M EMA Pullback ContinuationFutures0.0-50.1%50.2%-14.780%2 / 42 symbols · 1 TF · 1.0 y
11BB Squeeze Momentum (spot)Spot0.0-26.3%26.8%-4.480%2 / 22 symbols · 1 TF · 1.0 y
12ZEC EMA 50/200 trend filter with MACDFutures0.0-40.0%42.9%-0.810%1 / 11 symbol · 1 TF · 0.7 y
13ATR Expansion Breakout (futures 3x, 15m)Futures0.0-0.3%15.6%-0.010%1 / 11 symbol · 1 TF · 0.7 y
14Dual-MACD Confirmation (futures 5x)Futures0.0-36.8%27.7%-3.360%1 / 11 symbol · 1 TF · 0.7 y
15LONGSpot0.0-12.8%25.2%-1.960%1 / 11 symbol · 1 TF · 1.9 y
16ArtemStartegySpot0.0-2.0%4.3%-0.400%1 / 11 symbol · 1 TF · 0.2 y
—BB Squeeze Momentum (spot)Spot—————0 / 0—
—Golden CrossFutures—————0 / 6—
How the score works
Score = 100 × quality × evidence. Both factors are 0–1, so neither can carry the other.

Quality — how good is the typical run, after its drawdown?

  • Return / yr: Median annualised return, weight 40; full marks at 50% a year.
  • Sharpe: Median Sharpe ratio, weight 35; full marks at 2.
  • Consistency: Share of runs that ended in profit, weight 25.
  • Drawdown: Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence — how much stands behind it?

  • Runs: Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.
  • Coverage: Symbols up to 5, timeframes up to 3, years of history up to 4.
  • Trades: Median trades per run, square-root scaled; full at 100.

Only completed backtests of the strategy's current version that paid trading fees are scored — an earlier version is a different strategy, and a fee-free run is a profit no exchange pays out. Medians, not best runs: the single best return is still shown on the strategy page, but it does not rank.