Linear perpetual (paper default)v0.3.0PAPER READY

K-ETH Golden Cross RSI Filter

A daily-timeframe long-only trend-following strategy for Ethereum that combines dual moving average confirmation with RSI momentum filtering. Entry triggers when price closes above both the 50-period and 200-period simple moving averages while the 9-period SMA of the 21-period RSI exceeds 57, confirming sustained bullish momentum. This triple-filter approach avoids whipsaws common in simple crossover systems. Exits occur when price drops below the 50 SMA and the RSI moving average falls below 57, signaling momentum deterioration. The strategy deploys 84% of equity per trade with no pyramiding,

ETHHyperliquid低频实验波段趋势高波动
Hosted coming soon Export for local runtimeHosted feasibility is under review; only released Local support produces a runtime configuration
Strategy categoryK 策略迁移研究
Market / timeframeETH/USDC · 1d
Default riskHIGH
Current runtimeslocal
Strategy thesis

Why it might work

第三方公开时序研究的技术指标迁移草稿;待 QuantElse 使用原始行情复现。

Key risks
  • 第三方自报回测,尚未由 QuantElse 复现。
  • 永续合约含资金费、滑点、清算和交易所可用性风险。
Stop / invalidation conditions
  • 原始规则或数据无法复现时停止发布为可运行版本。
Published backtest

Evidence used to compare strategies

Self-reported
Period363 days
Total return+1.74%
Max drawdown1.58%
Trades1
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+1.74%
Sharpe ratio0.60
Interactive backtestHover or use the arrow keys to inspect each sample
103.3102.5101.6100.8100.02025-07-172025-10-162026-01-152026-04-162026-07-15
Detail curve · 1d samplingK-ETH Golden Cross RSI FilterNormalized baseline
DATA PERIOD2025-07-17 — 2026-07-15

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1d · 240 samples
2026-07-17T06:56:32.091000Z · Public third-party claim; retain attribution and source terms.

BENCHMARK PROFILECatalog defaults

catalog-default-v1
model-based fees · model-based slippage

METHODOLOGY

Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.

LIMITATIONS
  • Third-party self-reported result; not independently verified.
  • Replace this curve after a native QuantElse backtest.
Published records
  • 2025-07-17 — 2026-07-15+1.74%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.