Manual regime map provided by Gordon, plus 5 ETH breakout experiments scoped to those regimes.
| Regime | From | To |
|---|---|---|
| bear | 08.11.21 | 13.06.22 |
| sideways | 14.06.22 | 09.10.23 |
| bull | 09.10.23 | 11.04.24 |
| sideways | 11.04.24 | 16.12.24 |
| bear | 16.12.24 | 07.04.25 |
| bull | 07.04.25 | 18.09.25 |
| bear | 18.09.25 | 12.03.26 |
| Experiment | Runs | Mean return | Best segment |
|---|---|---|---|
| exp5_1h_bw36_h6_t005 | 7 | 11.65% | |
| exp3_15m_bw36_h6_t005 | 7 | 4.06% | |
| exp2_15m_bw24_h6_t004 | 7 | 3.86% | |
| exp1_15m_bw24_h4_t004 | 7 | 2.00% | |
| exp4_1h_bw24_h4_t004 | 7 | 3.99% |
| Segment | Regime | Runs | Mean return | Best run |
|---|---|---|---|---|
| bear_2021_2022 | bear | 5 | 2.27% | |
| bear_2024_2025 | bear | 5 | 1.64% | |
| bear_2025_now | bear | 5 | 7.09% | |
| bull_2023_2024 | bull | 5 | -18.21% | |
| bull_2025 | bull | 5 | 11.65% | |
| sideways_2022_2023 | sideways | 5 | 0.13% | |
| sideways_2024 | sideways | 5 | -10.68% |
| Segment | Experiment | TF | Total return | Trades | PF |
|---|---|---|---|---|---|
| bull_2025 | exp5_1h_bw36_h6_t005 | 1h | 53 | 1.36 | |
| bear_2025_now | exp5_1h_bw36_h6_t005 | 1h | 24 | 1.72 | |
| bear_2025_now | exp3_15m_bw36_h6_t005 | 15m | 54 | 1.17 | |
| bear_2025_now | exp4_1h_bw24_h4_t004 | 1h | 45 | 1.16 | |
| bear_2025_now | exp2_15m_bw24_h6_t004 | 15m | 71 | 1.12 | |
| bull_2025 | exp4_1h_bw24_h4_t004 | 1h | 78 | 1.07 | |
| bear_2021_2022 | exp2_15m_bw24_h6_t004 | 15m | 107 | 1.04 | |
| bear_2021_2022 | exp1_15m_bw24_h4_t004 | 15m | 116 | 1.04 | |
| bear_2024_2025 | exp5_1h_bw36_h6_t005 | 1h | 18 | 1.12 | |
| sideways_2022_2023 | exp2_15m_bw24_h6_t004 | 15m | 231 | 1.00 | |
| bull_2025 | exp3_15m_bw36_h6_t005 | 15m | 85 | 0.96 | |
| bear_2025_now | exp1_15m_bw24_h4_t004 | 15m | 76 | 0.96 |