Flip with the parabolic stop. Always in or out, never neutral for long.
Over 2018-01-01 → 2026-09-23 it returned 329.8% while buying once on the first day and never touching it returned 529.9% — 200.1% worse. Across the whole parameter grid, 10 of 16 settings beat the benchmark; the median setting returned 619.0%.
It spent 1964 days below its previous high at the longest stretch — 98% of the whole period under water.
257 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -63.0% | -29.9% | -13.2% | 13.6% | 47.5% | 135.6% | 396.0% | 38% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 619.0%, best 2934.6%, worst 173.5%. 10 of them beat buy & hold.
Parabolic SAR run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 2935% | 684% | 706% | 1459% |
| max 0.2 | 1736% | 330% | 559% | 187% |
| max 0.3 | 1736% | 330% | 619% | 173% |
| max 0.5 | 1736% | 330% | 657% | 201% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -14% | 54% | 196% | 16% | -40% | 57% | 35% | -1% | 5% |
| Max DD | 36% | 35% | 28% | 46% | 47% | 19% | 24% | 28% | 21% |
| Trades | 14 | 12 | 12 | 16 | 16 | 15 | 18 | 13 | 11 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-11 | -2599.12 | 7 bars |
| 2026-09-02 | +6925.29 | 14 bars |
| 2026-08-14 | -774.16 | 8 bars |
| 2026-07-25 | +461.17 | 20 bars |
| 2026-06-24 | -625.13 | 12 bars |
| 2026-05-28 | -845.82 | 1 bars |
| 2026-05-14 | +427.99 | 21 bars |
| 2026-04-21 | +1818.50 | 13 bars |
| 2026-03-23 | -2625.64 | 18 bars |
| 2026-02-25 | -3853.73 | 16 bars |
| 2026-01-20 | +2322.87 | 21 bars |
| 2025-12-15 | -1160.58 | 18 bars |
| 2025-10-11 | -679.94 | 11 bars |
| 2025-09-23 | +396.16 | 20 bars |
| 2025-08-16 | -168.94 | 8 bars |
| 2025-07-19 | +3586.89 | 23 bars |
| 2025-06-21 | -1003.21 | 12 bars |
| 2025-05-26 | +4140.66 | 18 bars |
| 2025-05-06 | +3350.17 | 23 bars |
| 2025-04-04 | -472.84 | 14 bars |
| 2025-03-10 | -5411.79 | 7 bars |
| 2025-02-25 | -2850.43 | 4 bars |
| 2025-01-28 | +701.29 | 11 bars |
| 2025-01-10 | -4229.02 | 3 bars |
| 2024-12-21 | -1739.44 | 6 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"step":0.02,"max":0.2} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | 4dd065e560df8a3d |