Daily long/flat, fill next open, net of 0.15% maker / 0.25% taker per side (config fees). taker net must be > 0 to be worth trading; val = held-out second half 2024-2026.
| Sym | Rule | trades | maker net | taker net | val maker | val taker | maxDD% | B&H full | B&H val |
|---|---|---|---|---|---|---|---|---|---|
| BTC/USD | dual(200,60) | 31 | 12010 | 11328 | 9270 | 8784 | -21 | 11477 | 8514 |
| BTC/USD | dual(100,30) | 49 | 14224 | 13156 | 8562 | 7908 | -25 | 11477 | 8514 |
| BTC/USD | xover(50,200) | 5 | 7020 | 6900 | 7308 | 7229 | -16 | 11477 | 8514 |
| BTC/USD | xover(20,100) | 12 | 9134 | 8861 | 9302 | 9134 | -28 | 11477 | 8514 |
| BTC/USD | xover(10,50) | 25 | 6782 | 6239 | 7099 | 6808 | -38 | 11477 | 8514 |
| BTC/USD | roc(60) | 47 | 12863 | 11840 | 8167 | 7578 | -46 | 11477 | 8514 |
| BTC/USD | roc(120) | 26 | 9239 | 8669 | 9163 | 8868 | -18 | 11477 | 8514 |
| BTC/USD | donchian(20,10) | 26 | 13051 | 12473 | 8132 | 7819 | -38 | 11477 | 8514 |
| BTC/USD | donchian(55,20) | 13 | 7172 | 6882 | 8368 | 8202 | -23 | 11477 | 8514 |
| BTC/USD | donchian(100,50) | 6 | 6391 | 6250 | 9144 | 9061 | -20 | 11477 | 8514 |
| BTC/USD | macd(12,26,9) | 80 | 10252 | 8536 | 3534 | 2658 | -49 | 11477 | 8514 |
| BTC/USD | macd(20,50,10) | 47 | 14157 | 13132 | 11057 | 10568 | -62 | 11477 | 8514 |
| BTC/USD | supertrend(10,3) | 26 | 2707 | 2151 | 3050 | 2768 | -45 | 11477 | 8514 |
| BTC/USD | supertrend(20,2) | 44 | 5383 | 4440 | 1814 | 1323 | -47 | 11477 | 8514 |
| BTC/USD | chandelier(200,3) | 240 | -1032 | -6113 | 2713 | -787 | -47 | 11477 | 8514 |
| BTC/USD | chandelier(100,4) | 96 | 3483 | 1443 | 3834 | 2470 | -36 | 11477 | 8514 |
| ETH/USD | dual(200,60) | 27 | 15799 | 15193 | 10938 | 10661 | -17 | 15342 | 541 |
| ETH/USD | dual(100,30) | 52 | 8513 | 7393 | 9718 | 9168 | -37 | 15342 | 541 |
| ETH/USD | xover(50,200) | 6 | 5287 | 5148 | 2065 | 1997 | -42 | 15342 | 541 |
| ETH/USD | xover(20,100) | 12 | 5211 | 4946 | 9006 | 8881 | -44 | 15342 | 541 |
| ETH/USD | xover(10,50) | 26 | 10519 | 9946 | 7912 | 7641 | -35 | 15342 | 541 |
| ETH/USD | roc(60) | 44 | 19948 | 18974 | 12949 | 12498 | -41 | 15342 | 541 |
| ETH/USD | roc(120) | 22 | 12465 | 11972 | 6746 | 6478 | -41 | 15342 | 541 |
| ETH/USD | donchian(20,10) | 30 | 8286 | 7633 | -1073 | -1431 | -51 | 15342 | 541 |
| ETH/USD | donchian(55,20) | 14 | 8748 | 8433 | 11318 | 11167 | -43 | 15342 | 541 |
| ETH/USD | donchian(100,50) | 5 | 5768 | 5649 | 2731 | 2662 | -15 | 15342 | 541 |
| ETH/USD | macd(12,26,9) | 77 | 18713 | 17043 | 3676 | 2821 | -55 | 15342 | 541 |
| ETH/USD | macd(20,50,10) | 47 | 32636 | 31572 | 13211 | 12696 | -49 | 15342 | 541 |
| ETH/USD | supertrend(10,3) | 23 | 16820 | 16297 | 7436 | 7188 | -39 | 15342 | 541 |
| ETH/USD | supertrend(20,2) | 42 | 12807 | 11890 | 3233 | 2761 | -57 | 15342 | 541 |
| ETH/USD | chandelier(200,3) | 356 | -357 | -7896 | 2544 | -1421 | -56 | 15342 | 541 |
| ETH/USD | chandelier(100,4) | 222 | -808 | -5508 | 3189 | 705 | -76 | 15342 | 541 |
| SOL/USD | dual(200,60) | 25 | 22771 | 22193 | -5468 | -5816 | -57 | 455567 | 25678 |
| SOL/USD | dual(100,30) | 40 | 25619 | 24718 | -1055 | -1455 | -69 | 455567 | 25678 |
| SOL/USD | xover(50,200) | 4 | 27750 | 27606 | -8095 | -8141 | -62 | 455567 | 25678 |
| SOL/USD | xover(20,100) | 11 | 22634 | 22353 | -3068 | -3209 | -70 | 455567 | 25678 |
| SOL/USD | xover(10,50) | 18 | 63142 | 62627 | -1412 | -1642 | -66 | 455567 | 25678 |
| SOL/USD | roc(60) | 55 | 30209 | 28981 | -7118 | -7759 | -67 | 455567 | 25678 |
| SOL/USD | roc(120) | 15 | 20143 | 19783 | -1266 | -1475 | -28 | 455567 | 25678 |
| SOL/USD | donchian(20,10) | 22 | 39325 | 38776 | -5132 | -5375 | -65 | 455567 | 25678 |
| SOL/USD | donchian(55,20) | 9 | 27856 | 27607 | -4369 | -4466 | -54 | 455567 | 25678 |
| SOL/USD | donchian(100,50) | 3 | 35141 | 35003 | -2561 | -2598 | -24 | 455567 | 25678 |
| SOL/USD | macd(12,26,9) | 60 | 120591 | 119065 | 61284 | 60540 | -83 | 455567 | 25678 |
| SOL/USD | macd(20,50,10) | 32 | 167262 | 166231 | 69088 | 68560 | -57 | 455567 | 25678 |
| SOL/USD | supertrend(10,3) | 15 | 112593 | 112037 | -3965 | -4126 | -50 | 455567 | 25678 |
| SOL/USD | supertrend(20,2) | 32 | 59494 | 58690 | -3001 | -3333 | -74 | 455567 | 25678 |
| SOL/USD | chandelier(200,3) | 216 | -821 | -5394 | -10331 | -13231 | -84 | 455567 | 25678 |
| SOL/USD | chandelier(100,4) | 130 | 3801 | 1040 | -2607 | -3554 | -83 | 455567 | 25678 |
Rules that clear taker AND held-out half
| Sym | Rule | trades | taker net bps | val taker bps |
|---|---|---|---|---|
| SOL/USD | macd(20,50,10) | 32 | 166231 | 68560 |
| SOL/USD | macd(12,26,9) | 60 | 119065 | 60540 |
| ETH/USD | macd(20,50,10) | 47 | 31572 | 12696 |
| ETH/USD | roc(60) | 44 | 18974 | 12498 |
| ETH/USD | donchian(55,20) | 14 | 8433 | 11167 |
| ETH/USD | dual(200,60) | 27 | 15193 | 10661 |
| BTC/USD | macd(20,50,10) | 47 | 13132 | 10568 |
| ETH/USD | dual(100,30) | 52 | 7393 | 9168 |
| BTC/USD | xover(20,100) | 12 | 8861 | 9134 |
| BTC/USD | donchian(100,50) | 6 | 6250 | 9061 |
| ETH/USD | xover(20,100) | 12 | 4946 | 8881 |
| BTC/USD | roc(120) | 26 | 8669 | 8868 |
| BTC/USD | dual(200,60) | 31 | 11328 | 8784 |
| BTC/USD | donchian(55,20) | 13 | 6882 | 8202 |
| BTC/USD | dual(100,30) | 49 | 13156 | 7908 |
| BTC/USD | donchian(20,10) | 26 | 12473 | 7819 |
| ETH/USD | xover(10,50) | 26 | 9946 | 7641 |
| BTC/USD | roc(60) | 47 | 11840 | 7578 |
| BTC/USD | xover(50,200) | 5 | 6900 | 7229 |
| ETH/USD | supertrend(10,3) | 23 | 16297 | 7188 |
| BTC/USD | xover(10,50) | 25 | 6239 | 6808 |
| ETH/USD | roc(120) | 22 | 11972 | 6478 |
| ETH/USD | macd(12,26,9) | 77 | 17043 | 2821 |
| BTC/USD | supertrend(10,3) | 26 | 2151 | 2768 |
| ETH/USD | supertrend(20,2) | 42 | 11890 | 2761 |
| ETH/USD | donchian(100,50) | 5 | 5649 | 2662 |
| BTC/USD | macd(12,26,9) | 80 | 8536 | 2658 |
| BTC/USD | chandelier(100,4) | 96 | 1443 | 2470 |
| ETH/USD | xover(50,200) | 6 | 5148 | 1997 |
| BTC/USD | supertrend(20,2) | 44 | 4440 | 1323 |
Read: only rules with both taker net > 0 and held-out val taker > 0 are candidates. Low trade counts are the point — the fee floor (25 bps/side) demands few, large trades.