Public performance

Performance, in Full Daylight

Transparency is a feature. This page is open to everyone and shows the aggregated performance of the OctoHex strategy marketplace and every individual strategy.

Median annual return−0.7%200 strategies · Backtest

Strategies with positive backtest40%Backtest

Median max drawdown−7.1%Backtest

Median Sharpe-0.13Backtest

Live

Live track record

Every published strategy runs as a live model portfolio, executed at real-time bid/ask. These figures update while you watch.

Average since go-live−0.01%

Up / down since go-live23 / 42

Sorted by return since go-live, best first. The average covers all 200 strategies the System is running.

Strategy	Since go-live	24h	Now
Brent Momentum 48 · 1H Momentum	+0.37%	+0.00%	…
Nat Gas Turn-of-Month · 1D Seasonal	+0.30%	+0.00%	…
US100 MA Cross 10/50 · 30m Trend following	+0.29%	+0.00%	…
WTI Oil · Brent · Nat Gas Turn-of-Month · 1D Seasonal	+0.20%	+0.00%	…
Brent Regime 100 · 1D Trend following	+0.18%	+0.00%	…
JP225 Band Reversion 20·1.5σ · 30m Mean reversion	+0.17%	+0.00%	…
WTI Oil Regime 100 · 1D Trend following	+0.14%	+0.00%	…
Copper Turn-of-Month · 1D Seasonal	+0.13%	+0.00%	…
Copper Band Reversion 20·2.2σ · 4H Mean reversion	+0.11%	+0.00%	…
WTI Oil MA Cross 20/100 · 1D Trend following	+0.11%	+0.00%	…
Commodities Basket (6) Breakout 55/20 · 1D Breakout	+0.09%	+0.00%	…
Gold Band Reversion 20·2.2σ · 1H Mean reversion	+0.07%	+0.00%	…
Gold · Silver Turn-of-Month · 1D Seasonal	+0.07%	+0.00%	…
WTI Oil · Brent Signal Ensemble · 4H Signal ensemble	+0.06%	+0.00%	…
US100 MACD 12/26/9 · 1H Momentum	+0.04%	+0.00%	…
Multi-Asset Basket (5) Breakout 55/20 · 1D Breakout	+0.03%	+0.00%	…
US100 RSI(2) Reversion · 1D Mean reversion	+0.03%	+0.00%	…
WTI Oil · Brent MA Cross 10/50 · 4H Trend following	+0.03%	+0.00%	…
US500 MA Cross 20/100 · 1H Trend following	+0.01%	+0.00%	…
US500/US100 Pair Spread z2 · 1H Statistical arbitrage	+0.01%	+0.00%	…
US100/US500 Pair Spread z1.8 · 1H Statistical arbitrage	+0.01%	+0.00%	…
WTI Oil · Gold · Copper Regime 150 · 1D Trend following	+0.00%	+0.00%	…
US500 Signal Ensemble · 1D Signal ensemble	+0.00%	+0.00%	…
AAPL RSI(2) Reversion · 15m Mean reversion	+0.00%	+0.00%	…
AAPL · MSFT · JPM Band Reversion 20·1.8σ · 1D Mean reversion	+0.00%	+0.00%	…
AAPL/MSFT Pair Spread z2 · 1H Statistical arbitrage	+0.00%	+0.00%	…
ADA Band Reversion 20·1.5σ · 1H Mean reversion	+0.00%	+0.00%	…
AMD/NVDA Pair Spread z1.8 · 1H Statistical arbitrage	+0.00%	+0.00%	…
AMZN MA Cross 20/100 · 1H Trend following	+0.00%	+0.00%	…
AMZN Volatility Breakout 20·1.5σ · 1D Volatility	+0.00%	+0.00%	…
AVGO Momentum 30 · 4H Momentum	+0.00%	+0.00%	…
BNB MA Cross 10/50 · 4H Trend following	+0.00%	+0.00%	…
BTC Band Reversion 20·1.5σ · 15m Mean reversion	+0.00%	+0.00%	…
BTC Band Reversion 20·2.2σ · 15m Mean reversion	+0.00%	+0.00%	…
BTC MA Cross 10/50 · 1H Trend following	+0.00%	+0.00%	…
BTC MA Cross 20/100 · 1D Trend following	+0.00%	+0.00%	…
BTC MACD 12/26/9 · 4H Momentum	+0.00%	+0.00%	…
BTC RSI(2) Reversion · 5m Mean reversion	+0.00%	+0.00%	…
BTC Regime 150 · 1D Trend following	+0.00%	+0.00%	…
BTC Regime 200 · 4H Trend following	+0.00%	+0.00%	…
BTC Regime 50 · 1D Trend following	+0.00%	+0.00%	…
BTC Regime 50 · 1D II Trend following	+0.00%	+0.00%	…
BTC Signal Ensemble · 4H Signal ensemble	+0.00%	+0.00%	…
BTC Turn-of-Month · 1D Seasonal	+0.00%	+0.00%	…
BTC Volatility Breakout 20·1.5σ · 4H Volatility	+0.00%	+0.00%	…
BTC Volatility Breakout 20·2σ · 1D Volatility	+0.00%	+0.00%	…
BTC · ETH Breakout 20/10 · 4H Breakout	+0.00%	+0.00%	…
BTC · ETH MA Cross 20/100 · 1D Trend following	+0.00%	+0.00%	…
BTC · ETH Regime 100 · 1D Trend following	+0.00%	+0.00%	…
BTC · ETH Regime 100 · 8H Trend following	+0.00%	+0.00%	…
BTC · ETH Volatility Breakout 20·1.5σ · 1D Volatility	+0.00%	+0.00%	…
BTC · ETH · BNB Signal Ensemble · 4H Signal ensemble	+0.00%	+0.00%	…
BTC · ETH · SOL MA Cross 20/100 · 4H Trend following	+0.00%	+0.00%	…
BTC · ETH · SOL Momentum 60 · 1D Momentum	+0.00%	+0.00%	…
BTC · ETH · SOL Signal Ensemble · 1H Signal ensemble	+0.00%	+0.00%	…
BTC/ETH Pair Spread z2 · 4H Statistical arbitrage	+0.00%	+0.00%	…
Brent Band Reversion 20·1.5σ · 1H Mean reversion	+0.00%	+0.00%	…
COST Regime 100 · 1H Trend following	+0.00%	+0.00%	…
Crypto Basket (10) Momentum 90 · 1D Momentum	+0.00%	+0.00%	…
Crypto Basket (4) Breakout 20/10 · 1D Breakout	+0.00%	+0.00%	…
Crypto Basket (4) Breakout 55/20 · 12H Breakout	+0.00%	+0.00%	…
Crypto Basket (4) MA Cross 20/100 · 4H Trend following	+0.00%	+0.00%	…
Crypto Basket (4) Regime 50 · 1D Trend following	+0.00%	+0.00%	…
Crypto Basket (5) Momentum 60 · 1D Momentum	+0.00%	+0.00%	…
Crypto Basket (5) Regime 150 · 8H Trend following	+0.00%	+0.00%	…
Crypto Basket (6) Regime 150 · 8H Trend following	+0.00%	+0.00%	…
Crypto Basket (6) Signal Ensemble · 4H Signal ensemble	+0.00%	+0.00%	…
Crypto Pairs (5) Pair Spread z2 · 1D Market neutral	+0.00%	+0.00%	…
Crypto Pairs (5) Pair Spread z2 · 1D II Market neutral	+0.00%	+0.00%	…
Crypto Pairs (8) Pair Spread z2 · 1D Market neutral	+0.00%	+0.00%	…
DOT Band Reversion 20·1.5σ · 1H Mean reversion	+0.00%	+0.00%	…
ETH Band Reversion 20·1.5σ · 15m Mean reversion	+0.00%	+0.00%	…
ETH MA Cross 20/100 · 4H Trend following	+0.00%	+0.00%	…
ETH MA Cross 30/150 · 1H Trend following	+0.00%	+0.00%	…
ETH Regime 150 · 1D Trend following	+0.00%	+0.00%	…
ETH Regime 50 · 1D Trend following	+0.00%	+0.00%	…
GOOGL/META Pair Spread z2 · 1H Statistical arbitrage	+0.00%	+0.00%	…
Gold Band Reversion 20·1.5σ · 15m Mean reversion	+0.00%	+0.00%	…
Gold Breakout 12/6 · 15m Breakout	+0.00%	+0.00%	…
Gold Momentum 250 · 1D Momentum	+0.00%	+0.00%	…
Gold RSI(14) Reversion · 1H Mean reversion	+0.00%	+0.00%	…
Gold Regime 200 · 1H Trend following	+0.00%	+0.00%	…
Gold Regime 50 · 1D Trend following	+0.00%	+0.00%	…
Gold Turn-of-Month · 1H Seasonal	+0.00%	+0.00%	…
Gold Volatility Breakout 20·1.5σ · 15m Volatility	+0.00%	+0.00%	…
Gold · Silver Momentum 250 · 1D Momentum	+0.00%	+0.00%	…
Gold/Silver Pair Spread z2 · 4H Statistical arbitrage	+0.00%	+0.00%	…
Gold/Silver Pair Spread z2.2 · 1D Statistical arbitrage	+0.00%	+0.00%	…
IWM Band Reversion 20·2σ · 1D Mean reversion	+0.00%	+0.00%	…
IWM RSI(14) Reversion · 1H Mean reversion	+0.00%	+0.00%	…
IWM Turn-of-Month · 1D Seasonal	+0.00%	+0.00%	…
IWM/SPY Pair Spread z1.8 · 1D Statistical arbitrage	+0.00%	+0.00%	…
JPM Band Reversion 20·2σ · 4H Mean reversion	+0.00%	+0.00%	…
JPM/GS Pair Spread z2 · 1H Statistical arbitrage	+0.00%	+0.00%	…
KO RSI(14) Reversion · 1H Mean reversion	+0.00%	+0.00%	…
LINK MACD 12/26/9 · 4H Momentum	+0.00%	+0.00%	…
LINK/DOT Pair Spread z2 · 4H Statistical arbitrage	+0.00%	+0.00%	…
LLY RSI(14) Reversion · 1H Mean reversion	+0.00%	+0.00%	…
META MACD 12/26/9 · 1D Momentum	+0.00%	+0.00%	…
META Volatility Breakout 20·2σ · 1H Volatility	+0.00%	+0.00%	…

Backtest

Backtests on real market data

Each strategy is backtested on real historical prices with costs. The distribution below includes the losers — no cherry-picking.

Best backtests

NVDA MACD 12/26/9 · 1H Momentum	+28.3%	−6.9%
WTI Oil · Brent MA Cross 10/50 · 4H Trend following	+23.9%	−10.1%
XRP MA Cross 30/150 · 4H Trend following	+22.7%	−50.1%
LLY RSI(14) Reversion · 1H Mean reversion	+18.5%	−1.4%
Gold MA Cross 20/100 · 4H Trend following	+17.9%	−8.6%
Gold MA Cross 20/100 · 4H II Trend following	+17.9%	−8.6%
Gold MA Cross 30/150 · 1H Trend following	+17.6%	−12.4%
NFLX Band Reversion 20·2σ · 1H Mean reversion	+15.2%	−4.1%

Weakest backtests

Nat Gas MA Cross 10/50 · 4H Trend following	−58.0%	−33.2%
AVGO Momentum 30 · 4H Momentum	−45.0%	−18.2%
COST Regime 100 · 1H Trend following	−44.5%	−16.5%
XRP Band Reversion 20·1.5σ · 1H Mean reversion	−43.2%	−43.1%
Brent Band Reversion 20·1.5σ · 1H Mean reversion	−40.5%	−25.5%
Nat Gas Volatility Breakout 20·1.5σ · 4H Volatility	−40.4%	−26.0%
US500 Volatility Breakout 20·2σ · 1D Volatility	−29.3%	−10.3%
US100 MA Cross 10/50 · 30m Trend following	−27.5%	−13.6%

By model family (median annual return)

Seasonal · 14

+0.6%

Market neutral · 7

+0.3%

Trend following · 63

+0.0%

Momentum · 23

+0.0%

Signal ensemble · 15

−1.4%

Statistical arbitrage · 20

−1.7%

Mean reversion · 31

−3.9%

Breakout · 12

−7.1%

Volatility · 15

−12.4%

By market (median annual return)

Crypto · 51

+3.0%

ETFs · 15

+0.0%

Stocks · 38

−0.2%

Commodities · 58

−1.3%

Indices · 44

−3.0%

Distribution of 12-month returns

Distribution of backtested annual returns

Outcomes vary widely — from losses to large gains. That is exactly why no return is ever promised.

<-20%

-20…-10

-10…-5

-5…0

0…5

5…10

10…20

20…40

>40%

Backtests use real historical prices net of estimated costs; live figures come from model portfolios executed at real-time prices. Past and backtested performance is not a reliable indicator of future results. No profit is guaranteed. Results can range from losses to substantial gains, and you may lose some or all of your capital.