Flip with the parabolic stop. Always in or out, never neutral for long.
Over 2018-01-01 → 2026-09-23 it returned 83.5% while buying once on the first day and never touching it returned 275.8% — 192.3% worse. Across the whole parameter grid, 7 of 16 settings beat the benchmark; the median setting returned 191.7%.
It spent 1780 days below its previous high at the longest stretch — 98% of the whole period under water.
243 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 |
|---|---|---|---|---|---|---|---|
| -64.8% | -46.5% | -31.9% | -7.4% | 62.9% | 239.0% | 645.4% | 56% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 191.7%, best 1718.3%, worst 48.4%. 7 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 | 1157% | 565% | 547% | 394% |
| max 0.2 | 1718% | 83% | 266% | 150% |
| max 0.3 | 1718% | 64% | 192% | 54% |
| max 0.5 | 1718% | 64% | 192% | 48% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -44% | 2% | 229% | 286% | -57% | 31% | -31% | -40% | 3% |
| Max DD | 72% | 35% | 39% | 31% | 57% | 25% | 50% | 47% | 30% |
| Trades | 12 | 11 | 13 | 14 | 15 | 13 | 17 | 16 | 11 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-16 | -919.50 | 4 bars |
| 2026-09-03 | +3646.58 | 16 bars |
| 2026-08-01 | -779.19 | 5 bars |
| 2026-07-25 | +1304.51 | 22 bars |
| 2026-06-24 | -163.76 | 10 bars |
| 2026-05-13 | -503.35 | 8 bars |
| 2026-04-20 | +769.65 | 18 bars |
| 2026-03-22 | +144.21 | 24 bars |
| 2026-02-24 | -1501.75 | 10 bars |
| 2026-01-21 | -2092.95 | 7 bars |
| 2026-01-13 | +848.77 | 14 bars |
| 2025-12-16 | -1319.72 | 12 bars |
| 2025-12-02 | -1530.20 | 5 bars |
| 2025-10-11 | -3425.25 | 8 bars |
| 2025-09-23 | -2895.31 | 10 bars |
| 2025-08-31 | -2806.26 | 8 bars |
| 2025-08-19 | +2606.99 | 11 bars |
| 2025-08-02 | -2965.66 | 5 bars |
| 2025-07-24 | +8994.39 | 24 bars |
| 2025-06-18 | -2525.13 | 7 bars |
| 2025-06-06 | -1126.52 | 13 bars |
| 2025-05-19 | +2701.17 | 10 bars |
| 2025-05-07 | +2184.63 | 22 bars |
| 2025-03-30 | -2419.55 | 10 bars |
| 2025-02-28 | -3354.75 | 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 | 676e2c0f184849eb |