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.
Strategies running live186
Open positions106
Average since go-live−0.01%
| Strategy | Risk | Since go-live | 24h | Open positions |
|---|---|---|---|---|
| WTI Oil MACD 12/26/9 · 1H Momentum | +0.14% | +0.00% | 1 | |
| US100 MA Cross 10/50 · 30m Trend following | +0.10% | +0.00% | 1 | |
| Gold Band Reversion 20·2.2σ · 1H Mean reversion | +0.08% | +0.00% | 1 | |
| Gold · Silver Turn-of-Month · 1D Seasonal | +0.05% | +0.00% | 2 | |
| WTI Oil · Brent Volatility Breakout 20·1.5σ · 1D Volatility | +0.04% | +0.00% | 1 | |
| JP225 Breakout 24/12 · 1H Breakout | +0.04% | +0.00% | 1 | |
| US100 Regime 200 · 1D Trend following | +0.04% | +0.00% | 1 | |
| JP225 MA Cross 10/50 · 4H Trend following | +0.04% | +0.00% | 1 | |
| JP225 Signal Ensemble · 1H Signal ensemble | +0.03% | +0.00% | 1 | |
| US500 · US100 · JP225 Breakout 55/20 · 1D Breakout | +0.03% | +0.00% | 2 | |
| Nat Gas MA Cross 10/50 · 4H Trend following | +0.03% | +0.00% | 1 | |
| US100 Momentum 30 · 4H Momentum | +0.02% | +0.00% | 1 | |
| US100 MA Cross 50/200 · 1D Trend following | +0.02% | +0.00% | 1 | |
| US100 Regime 50 · 1D Trend following | +0.02% | +0.00% | 1 | |
| US500 · US100 · JP225 Momentum 60 · 1D Momentum | +0.01% | +0.00% | 3 | |
| US500 · JP225 Signal Ensemble · 1H Signal ensemble | +0.01% | +0.00% | 1 | |
| US500 · US100 Signal Ensemble · 4H Signal ensemble | +0.01% | +0.00% | 2 | |
| Copper Turn-of-Month · 1D Seasonal | +0.01% | +0.00% | 1 | |
| US500 RSI(14) Reversion · 1H Mean reversion | +0.00% | +0.00% | 1 | |
| Multi-Asset Pairs (8) Pair Spread z2 · 1D Market neutral | +0.00% | +0.00% | 1 | |
| WTI Oil · Brent MA Cross 10/50 · 4H Trend following | +0.00% | +0.00% | 2 | |
| AAPL RSI(2) Reversion · 15m Mean reversion | awaiting first trade | +0.00% | 0 | |
| AAPL · MSFT · JPM Band Reversion 20·1.8σ · 1D Mean reversion | awaiting first trade | +0.00% | 0 | |
| AAPL/MSFT Pair Spread z2 · 1H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| ADA Band Reversion 20·1.5σ · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| AMD/NVDA Pair Spread z1.8 · 1H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| AMZN MA Cross 20/100 · 1H Trend following | awaiting first trade | +0.00% | 0 | |
| AMZN Volatility Breakout 20·1.5σ · 1D Volatility | awaiting first trade | +0.00% | 0 | |
| AVGO Momentum 30 · 4H Momentum | awaiting first trade | +0.00% | 0 | |
| BNB MA Cross 10/50 · 4H Trend following | awaiting first trade | +0.00% | 0 | |
| BTC Band Reversion 20·1.5σ · 15m Mean reversion | awaiting first trade | +0.00% | 0 | |
| BTC Band Reversion 20·2.2σ · 15m Mean reversion | awaiting first trade | +0.00% | 0 | |
| BTC MA Cross 10/50 · 1H Trend following | awaiting first trade | +0.00% | 0 | |
| BTC MA Cross 20/100 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| BTC MACD 12/26/9 · 4H Momentum | awaiting first trade | +0.00% | 0 | |
| BTC RSI(2) Reversion · 5m Mean reversion | awaiting first trade | +0.00% | 0 | |
| BTC Regime 150 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| BTC Regime 200 · 4H Trend following | awaiting first trade | +0.00% | 0 | |
| BTC Regime 50 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| BTC Regime 50 · 1D II Trend following | awaiting first trade | +0.00% | 0 | |
| BTC Signal Ensemble · 4H Signal ensemble | awaiting first trade | +0.00% | 0 | |
| BTC Turn-of-Month · 1D Seasonal | awaiting first trade | +0.00% | 0 | |
| BTC Volatility Breakout 20·1.5σ · 4H Volatility | awaiting first trade | +0.00% | 0 | |
| BTC Volatility Breakout 20·2σ · 1D Volatility | awaiting first trade | +0.00% | 0 | |
| BTC · ETH Breakout 20/10 · 4H Breakout | awaiting first trade | +0.00% | 0 | |
| BTC · ETH MA Cross 20/100 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| BTC · ETH Regime 100 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| BTC · ETH Regime 100 · 8H Trend following | awaiting first trade | +0.00% | 0 | |
| BTC · ETH Volatility Breakout 20·1.5σ · 1D Volatility | awaiting first trade | +0.00% | 0 | |
| BTC · ETH · BNB Signal Ensemble · 4H Signal ensemble | awaiting first trade | +0.00% | 0 | |
| BTC · ETH · SOL MA Cross 20/100 · 4H Trend following | awaiting first trade | +0.00% | 0 | |
| BTC · ETH · SOL Momentum 60 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| BTC · ETH · SOL Signal Ensemble · 1H Signal ensemble | awaiting first trade | +0.00% | 0 | |
| BTC/ETH Pair Spread z2 · 4H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| Brent Band Reversion 20·1.5σ · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| COST Regime 100 · 1H Trend following | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (10) Momentum 90 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (4) Breakout 20/10 · 1D Breakout | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (4) Breakout 55/20 · 12H Breakout | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (4) MA Cross 20/100 · 4H Trend following | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (4) Regime 50 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (5) Momentum 60 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (5) Regime 150 · 8H Trend following | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (6) Regime 150 · 8H Trend following | awaiting first trade | +0.00% | 0 | |
| Crypto Basket (6) Signal Ensemble · 4H Signal ensemble | awaiting first trade | +0.00% | 0 | |
| Crypto Pairs (5) Pair Spread z2 · 1D Market neutral | awaiting first trade | +0.00% | 0 | |
| Crypto Pairs (5) Pair Spread z2 · 1D II Market neutral | awaiting first trade | +0.00% | 0 | |
| Crypto Pairs (8) Pair Spread z2 · 1D Market neutral | awaiting first trade | +0.00% | 0 | |
| DOT Band Reversion 20·1.5σ · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| ETH Band Reversion 20·1.5σ · 15m Mean reversion | awaiting first trade | +0.00% | 0 | |
| ETH MA Cross 20/100 · 4H Trend following | awaiting first trade | +0.00% | 0 | |
| ETH MA Cross 30/150 · 1H Trend following | awaiting first trade | +0.00% | 0 | |
| ETH Regime 150 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| ETH Regime 50 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| GOOGL/META Pair Spread z2 · 1H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| Gold Band Reversion 20·1.5σ · 15m Mean reversion | awaiting first trade | +0.00% | 0 | |
| Gold Breakout 12/6 · 15m Breakout | awaiting first trade | +0.00% | 0 | |
| Gold Momentum 250 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| Gold RSI(14) Reversion · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| Gold Regime 200 · 1H Trend following | awaiting first trade | +0.00% | 0 | |
| Gold Regime 50 · 1D Trend following | awaiting first trade | +0.00% | 0 | |
| Gold Turn-of-Month · 1H Seasonal | awaiting first trade | +0.00% | 0 | |
| Gold Volatility Breakout 20·1.5σ · 15m Volatility | awaiting first trade | +0.00% | 0 | |
| Gold · Silver Momentum 250 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| Gold/Silver Pair Spread z2 · 4H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| Gold/Silver Pair Spread z2.2 · 1D Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| IWM Band Reversion 20·2σ · 1D Mean reversion | awaiting first trade | +0.00% | 0 | |
| IWM RSI(14) Reversion · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| IWM Turn-of-Month · 1D Seasonal | awaiting first trade | +0.00% | 0 | |
| IWM/SPY Pair Spread z1.8 · 1D Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| JPM Band Reversion 20·2σ · 4H Mean reversion | awaiting first trade | +0.00% | 0 | |
| JPM/GS Pair Spread z2 · 1H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| KO RSI(14) Reversion · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| LINK MACD 12/26/9 · 4H Momentum | awaiting first trade | +0.00% | 0 | |
| LINK/DOT Pair Spread z2 · 4H Statistical arbitrage | awaiting first trade | +0.00% | 0 | |
| LLY RSI(14) Reversion · 1H Mean reversion | awaiting first trade | +0.00% | 0 | |
| META MACD 12/26/9 · 1D Momentum | awaiting first trade | +0.00% | 0 | |
| META Volatility Breakout 20·2σ · 1H Volatility | awaiting first trade | +0.00% | 0 | |
| MSFT Signal Ensemble · 1H Signal ensemble | awaiting first trade | +0.00% | 0 | |
| MSFT · META · GOOGL MA Cross 20/100 · 1D Trend following | awaiting first trade | +0.00% | 0 |
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)
By market (median annual return)
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.