Backtests / LDO
OMNISCIUS · V4.2 (THEROS)

LDO LDO (LDO) Backtest

Walk-forward validated backtest results for LDO. The model is trained on historical data and tested exclusively on unseen future data.

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.371800 (-0.29%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Lido DAO (LDO) governs the largest Ethereum liquid-staking protocol (stETH). LDO price reacts to ETH staking dynamics, regulation news, and LST/LRT competition. Multi-year history with clear cycle behaviour.

KPIs Equity Curve Regimes Trade Log View LDO Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.

Sharpe Ratio
12.89
Sortino Ratio
15.25
Profit Factor
28.06
Calmar Ratio
60,506.76
Win Rate
87.7%
Max Drawdown
-12.1%
Avg Drawdown
-12.09%
Alpha vs B&H
+5,715,743,587.4pp
Total Trades
414
Exposure
40.7%
Beats B&H
1/1
Cycles
1
LDO

LDO Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+143.7%
13t
+136.9%
21t
+122.9%
20t
+108.9%
18t
+115.6%
14t
+70.3%
17t
+266.2%
21t
+319.5%
21t
 +151,497.6%
2025
+340.6%
21t
+175.8%
20t
+77.7%
15t
+105.5%
14t
+173.0%
19t
+87.6%
12t
+124.0%
20t
+170.4%
18t
+58.1%
15t
+120.0%
20t
+87.1%
19t
+83.8%
14t
 +1,645,584.6%
2026
+36.4%
14t
+42.2%
18t
+43.9%
18t
+126.7%
12t
—
—
—
—
—
—
—
—
 +533.0%

Derived from the walk-forward trade log. Cells link to the matching paper-trade page when available. Color intensity = magnitude.

Smart Insights
  • ↑ Exceptional return: +57.16M× — compound across the full walk-forward window.
  • ↑ High win rate: 87.7% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 414 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.90% on 50 trades, WR 90%.

Regime Breakdown

Performance segmented by market condition. The model adapts entry thresholds, position sizing, and exit timing to each regime. Consistent profitability across all regimes demonstrates true robustness.

Regime Trades Win Rate Avg PnL Profit Factor Avg Bars
BUBBLE 135 83.7% +4.79% 27.74 12.9
BULL 50 90.0% +6.90% 51.31 23.1
SIDEWAYS 171 93.6% +5.05% 86.46 20.4
BEAR 58 77.6% +2.56% 5.50 17.6

Trade Log

Most recent 50 trades from the walk-forward backtest (Jan 2026 – Apr 2026).

Compound Return
+299.5%
Win Rate
78.0%
39W / 11L
Max Drawdown
-3.7%
€10,000 Invested
€39,945
4.0x return
Based on last 50 trades, compounded sequentially. Past performance does not guarantee future returns.
Entry Exit Entry Price Exit Price PnL Regime Bars Exit Reason
27 Apr 2026 08:00 27 Apr 2026 23:00 $0.38440 $0.40910 +5.99% SIDEWAYS 16 exit_fp
25 Apr 2026 20:00 26 Apr 2026 19:00 $0.37490 $0.45360 +20.50% SIDEWAYS 24 exit_fp
23 Apr 2026 21:00 24 Apr 2026 02:00 $0.38910 $0.38000 -2.74% SIDEWAYS 6 short_signal
23 Apr 2026 04:00 23 Apr 2026 08:00 $0.37550 $0.38060 +0.94% SIDEWAYS 5 short_signal
20 Apr 2026 00:00 21 Apr 2026 15:00 $0.36030 $0.39710 +9.76% SIDEWAYS 40 exit_fp
14 Apr 2026 21:00 16 Apr 2026 15:00 $0.35140 $0.41970 +18.95% SIDEWAYS 43 exit_fp
13 Apr 2026 09:00 14 Apr 2026 08:00 $0.30530 $0.35820 +16.72% BEAR 24 trail
12 Apr 2026 16:00 12 Apr 2026 20:00 $0.31360 $0.31750 +0.83% BEAR 5 short_signal
09 Apr 2026 02:00 11 Apr 2026 05:00 $0.31460 $0.33100 +4.66% BEAR 52 trail
07 Apr 2026 01:00 07 Apr 2026 23:00 $0.30990 $0.33550 +7.82% BEAR 23 exit_fp
05 Apr 2026 06:00 06 Apr 2026 09:00 $0.30810 $0.32460 +4.92% BEAR 28 exit_fp
04 Apr 2026 01:00 04 Apr 2026 05:00 $0.31570 $0.31510 -0.60% BEAR 5 short_signal
31 Mar 2026 10:00 31 Mar 2026 14:00 $0.31950 $0.32460 +1.18% BEAR 5 short_signal
29 Mar 2026 23:00 30 Mar 2026 17:00 $0.30130 $0.31790 +4.95% BEAR 19 trail
27 Mar 2026 23:00 28 Mar 2026 23:00 $0.29940 $0.30840 +2.47% BEAR 25 trail
26 Mar 2026 18:00 27 Mar 2026 10:00 $0.28470 $0.27690 -3.25% BEAR 17 stop
25 Mar 2026 02:00 25 Mar 2026 11:00 $0.29650 $0.30240 +1.57% BEAR 10 short_signal
23 Mar 2026 10:00 24 Mar 2026 13:00 $0.27960 $0.29250 +4.08% BEAR 28 trail
22 Mar 2026 00:00 22 Mar 2026 21:00 $0.28940 $0.28250 -2.88% BEAR 22 stop
20 Mar 2026 19:00 21 Mar 2026 02:00 $0.29670 $0.29960 +0.56% SIDEWAYS 8 short_signal
19 Mar 2026 17:00 19 Mar 2026 21:00 $0.29600 $0.29780 +0.30% SIDEWAYS 5 short_signal
15 Mar 2026 22:00 16 Mar 2026 11:00 $0.30980 $0.31840 +2.25% BEAR 14 trail
14 Mar 2026 01:00 15 Mar 2026 09:00 $0.29620 $0.30450 +2.36% BEAR 33 trail
12 Mar 2026 13:00 13 Mar 2026 01:00 $0.29440 $0.30720 +3.92% BEAR 13 exit_fp
11 Mar 2026 18:00 12 Mar 2026 00:00 $0.30050 $0.29710 -1.54% BEAR 7 short_signal
08 Mar 2026 17:00 11 Mar 2026 05:00 $0.28130 $0.28970 +2.54% BEAR 61 trail
08 Mar 2026 01:00 08 Mar 2026 04:00 $0.28120 $0.27330 -3.20% BEAR 4 stop
03 Mar 2026 09:00 04 Mar 2026 18:00 $0.29870 $0.32360 +8.00% BEAR 34 exit_fp
01 Mar 2026 17:00 02 Mar 2026 15:00 $0.29840 $0.31650 +5.74% BEAR 23 exit_fp
28 Feb 2026 14:00 01 Mar 2026 01:00 $0.28730 $0.31340 +8.75% BEAR 12 exit_fp
27 Feb 2026 21:00 28 Feb 2026 01:00 $0.29850 $0.30110 +0.56% BEAR 5 short_signal
26 Feb 2026 17:00 26 Feb 2026 21:00 $0.30790 $0.31300 +1.34% BEAR 5 short_signal
24 Feb 2026 06:00 25 Feb 2026 10:00 $0.29300 $0.30510 +3.70% BEAR 29 trail
23 Feb 2026 02:00 23 Feb 2026 12:00 $0.29500 $0.31170 +5.33% BEAR 11 exit_fp
19 Feb 2026 16:00 21 Feb 2026 09:00 $0.31870 $0.33430 +4.57% BEAR 42 exit_fp
18 Feb 2026 22:00 19 Feb 2026 03:00 $0.32970 $0.33230 +0.48% BEAR 6 short_signal
17 Feb 2026 15:00 17 Feb 2026 19:00 $0.34160 $0.34170 -0.28% BEAR 5 short_signal
16 Feb 2026 23:00 17 Feb 2026 01:00 $0.34630 $0.34320 -1.20% BEAR 3 signal
16 Feb 2026 02:00 16 Feb 2026 10:00 $0.33790 $0.34040 +0.43% BEAR 9 short_signal
13 Feb 2026 01:00 14 Feb 2026 17:00 $0.33500 $0.35790 +6.51% BEAR 41 short_signal
11 Feb 2026 10:00 12 Feb 2026 12:00 $0.32380 $0.33680 +3.56% BEAR 27 trail
09 Feb 2026 08:00 09 Feb 2026 19:00 $0.34620 $0.35880 +3.32% BEAR 12 exit_fp
08 Feb 2026 07:00 08 Feb 2026 11:00 $0.35680 $0.36430 +1.79% BEAR 5 short_signal
05 Feb 2026 21:00 07 Feb 2026 07:00 $0.32860 $0.35490 +7.55% BEAR 35 trail
04 Feb 2026 17:00 04 Feb 2026 21:00 $0.39980 $0.40230 +0.31% BEAR 5 short_signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.41990 $0.40600 -3.71% BEAR 3 stop
01 Feb 2026 13:00 02 Feb 2026 15:00 $0.41640 $0.42990 +2.92% BEAR 27 exit_fp
31 Jan 2026 15:00 01 Feb 2026 00:00 $0.42670 $0.42470 -0.89% BEAR 10 regime_exit
30 Jan 2026 07:00 31 Jan 2026 01:00 $0.47210 $0.46930 -0.90% SIDEWAYS 19 signal
25 Jan 2026 20:00 27 Jan 2026 09:00 $0.49060 $0.51230 +3.99% SIDEWAYS 38 trail

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These backtest results demonstrate what our model can do. Get real-time LDO signals delivered to your Telegram with every entry, stop-loss, and take-profit.

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87.7% Win Rate Sharpe 12.89 414 Trades -12.1% Max Drawdown