Long/short ratio fade: long when the crowd is most short (90-day bottom 10%), hold 7 days

PUBLIC

Open strategy

Rank #29·Paulo_Atreides·Futures·v1

Current version (v1) · 5 scored runs

Score

11.2

quality 21 · evidence 52

Return / yr

+12.4%

median total +90.1%

Avg max DD

51.7%

worst 72.9%

Sharpe

0.53

median

Profitable runs

100%

5 of 5

Backtests

5 / 5

5 symbols · 1 TF · 6.1 y

Best single run ever, any version: +218.78% — shown for context, it does not rank.

Backtests (5)

Completed runs of v1 — the ones the score is computed from. Each opens its report.

Symbol / TF	Period	Return	Max DD	Sharpe	Win	Trades
ADAUSDT 4h	2021-12-01 – 2026-10-01	+47.59%	72.9%	0.41	51%	88
XRPUSDT 4h	2021-12-01 – 2026-10-01	+218.78%	44.4%	0.75	48%	81
BNBUSDT 4h	2021-12-01 – 2026-10-01	+90.13%	35.6%	0.59	53%	81
ETHUSDT 4h	2021-12-01 – 2026-10-01	+72.70%	51.8%	0.48	53%	78
BTCUSDT 4h	2020-09-01 – 2026-10-01	+103.56%	53.6%	0.53	53%	100

Config

Read-only.

{
  "exit": {
    "scope": "PER_POSITION",
    "maxHoldingBars": 42
  },
  "name": "Long/short ratio fade: long when the crowd is most short (90-day bottom 10%), hold 7 days",
  "risk": {
    "feesPct": 0.05,
    "slippagePct": 0.05,
    "maxOpenPositions": 1
  },
  "sides": [
    "LONG"
  ],
  "market": {
    "type": "futures",
    "futures": {
      "leverage": 1,
      "marginMode": "ISOLATED",
      "applyFunding": true,
      "contractType": "USDT_M_PERP"
    },
    "exchange": "binance"
  },
  "entries": [
    {
      "id": "fade-crowded-shorts",
      "side": "LONG",
      "reArmOn": "THIS_LAYER_CLOSED",
      "sizePct": 95,
      "conditions": {
        "list": [
          {
            "op": "LTE",
            "value": 0.1,
            "params": {
              "window": 540
            },
            "source": {
              "params": {
                "kind": "ACCOUNT"
              },
              "indicator": "LSRATIO"
            },
            "indicator": "PCTRANK"
          }
        ],
        "operator": "AND"
      }
    }
  ],
  "version": 1,
  "execution": {
    "fillAt": "NEXT_OPEN"
  },
  "instrument": {
    "symbol": "BTCUSDT",
    "timeframe": "4h"
  }
}

Score breakdown

Score = 100 × quality × evidence. Each part is out of 100 — how the score works.

Quality 21 — the typical run

Return / yr25
Sharpe27
Consistency100
Drawdown48

Evidence 52 — how much stands behind it

Runs59
Coverage87
Trades90

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