Backtests / COMP
OMNISCIUS · V4.2 (THEROS)

COMP COMP (COMP) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $23.0100 (-3.64%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Compound (COMP) is one of the original DeFi lending protocols and pioneer of liquidity-mining incentives. COMP holders govern protocol parameters and risk. Multi-year history with clear cycle behaviour around DeFi summer narratives and Ethereum upgrade events.

KPIs Equity Curve Regimes Trade Log View COMP 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
11.56
Sortino Ratio
14.15
Profit Factor
29.81
Calmar Ratio
9,034.01
Win Rate
89.4%
Max Drawdown
-8.4%
Avg Drawdown
-8.43%
Alpha vs B&H
+61,053,427.7pp
Total Trades
388
Exposure
39.6%
Beats B&H
1/1
Cycles
1
COMP

COMP Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+66.5%
11t
+34.2%
12t
+87.6%
17t
+61.5%
18t
+58.7%
17t
+43.9%
16t
+144.6%
17t
+145.4%
20t
 +9,185.8%
2025
+163.1%
17t
+110.2%
17t
+83.2%
15t
+106.9%
17t
+82.9%
13t
+139.5%
15t
+132.1%
14t
+73.1%
13t
+41.3%
19t
+66.3%
18t
+104.8%
22t
+35.9%
17t
 +241,192.9%
2026
+34.0%
16t
+38.8%
17t
+54.3%
12t
+112.1%
17t
+1.4%
1t
—
—
—
—
—
—
—
 +517.3%

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

Smart Insights
  • ↑ Exceptional return: +610.53K× — compound across the full walk-forward window.
  • ↑ High win rate: 89.4% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 388 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.31% on 52 trades, WR 96%.

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 87 92.0% +4.52% 46.11 17.0
BULL 52 96.2% +6.31% 111.15 25.2
SIDEWAYS 199 88.4% +2.95% 33.30 17.2
BEAR 50 82.0% +3.40% 8.92 16.8

Trade Log

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

Compound Return
+304.2%
Win Rate
80.0%
40W / 10L
Max Drawdown
-6.0%
€10,000 Invested
€40,422
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
01 May 2026 03:00 01 May 2026 06:00 $24.280 $24.640 +1.38% SIDEWAYS 4 exit_fp
27 Apr 2026 01:00 29 Apr 2026 11:00 $22.440 $23.860 +6.22% SIDEWAYS 59 short_signal
25 Apr 2026 21:00 26 Apr 2026 10:00 $21.860 $23.590 +7.81% SIDEWAYS 14 exit_fp
24 Apr 2026 23:00 25 Apr 2026 01:00 $22.700 $22.580 -0.63% SIDEWAYS 3 signal
21 Apr 2026 22:00 22 Apr 2026 17:00 $22.330 $22.859 +2.23% SIDEWAYS 20 trail
19 Apr 2026 06:00 20 Apr 2026 18:00 $24.460 $25.840 +5.54% SIDEWAYS 37 exit_fp
18 Apr 2026 13:00 18 Apr 2026 15:00 $26.120 $26.370 +0.83% SIDEWAYS 3 signal
17 Apr 2026 09:00 18 Apr 2026 00:00 $24.750 $26.700 +7.74% SIDEWAYS 16 exit_fp
14 Apr 2026 17:00 16 Apr 2026 20:00 $21.330 $23.690 +10.92% SIDEWAYS 52 take_profit
13 Apr 2026 03:00 14 Apr 2026 04:00 $20.110 $21.560 +7.07% BEAR 26 exit_fp
12 Apr 2026 06:00 12 Apr 2026 09:00 $20.310 $20.740 +1.98% BEAR 4 exit_fp
11 Apr 2026 01:00 11 Apr 2026 17:00 $20.240 $20.840 +2.83% BEAR 17 exit_fp
08 Apr 2026 23:00 10 Apr 2026 10:00 $18.170 $21.380 +17.51% BEAR 36 exit_fp
07 Apr 2026 13:00 08 Apr 2026 06:00 $16.490 $17.570 +6.41% BEAR 18 short_signal
05 Apr 2026 16:00 06 Apr 2026 02:00 $16.500 $16.850 +1.99% BEAR 11 short_signal
04 Apr 2026 02:00 05 Apr 2026 03:00 $16.610 $16.766 +0.76% BEAR 26 trail
02 Apr 2026 03:00 03 Apr 2026 13:00 $16.420 $16.708 +1.57% BEAR 35 trail
31 Mar 2026 21:00 01 Apr 2026 01:00 $17.740 $17.380 -2.16% BEAR 5 short_signal
31 Mar 2026 01:00 31 Mar 2026 08:00 $17.880 $17.483 -2.36% BEAR 8 stop
22 Mar 2026 21:00 24 Mar 2026 01:00 $18.410 $19.084 +3.52% BEAR 29 trail
18 Mar 2026 15:00 20 Mar 2026 14:00 $18.740 $18.984 +1.16% SIDEWAYS 48 trail
15 Mar 2026 13:00 16 Mar 2026 02:00 $18.520 $18.899 +1.90% BEAR 14 trail
12 Mar 2026 06:00 13 Mar 2026 08:00 $17.590 $19.170 +8.87% BEAR 27 exit_fp
11 Mar 2026 03:00 11 Mar 2026 17:00 $16.940 $19.080 +12.52% BEAR 15 exit_fp
10 Mar 2026 10:00 10 Mar 2026 14:00 $16.810 $17.000 +1.03% BEAR 5 exit_fp
09 Mar 2026 12:00 09 Mar 2026 21:00 $16.640 $16.720 +0.38% BEAR 10 short_signal
08 Mar 2026 13:00 08 Mar 2026 23:00 $16.470 $16.756 +1.59% BEAR 11 trail
03 Mar 2026 10:00 04 Mar 2026 15:00 $17.110 $18.430 +7.61% BEAR 30 exit_fp
01 Mar 2026 18:00 02 Mar 2026 16:00 $17.720 $18.310 +3.23% BEAR 23 exit_fp
28 Feb 2026 09:00 01 Mar 2026 01:00 $17.380 $18.380 +5.65% BEAR 17 exit_fp
26 Feb 2026 23:00 27 Feb 2026 06:00 $18.810 $19.310 +2.56% BEAR 8 exit_fp
25 Feb 2026 09:00 25 Feb 2026 18:00 $18.150 $19.110 +5.18% BEAR 10 exit_fp
24 Feb 2026 04:00 24 Feb 2026 20:00 $17.160 $17.769 +3.40% BEAR 17 trail
22 Feb 2026 18:00 23 Feb 2026 01:00 $17.620 $17.103 -3.07% BEAR 8 stop
21 Feb 2026 18:00 22 Feb 2026 05:00 $18.100 $17.569 -3.07% BEAR 12 stop
19 Feb 2026 10:00 21 Feb 2026 02:00 $17.910 $18.290 +2.02% BEAR 41 short_signal
16 Feb 2026 16:00 17 Feb 2026 01:00 $19.780 $19.610 -0.96% BEAR 10 short_signal
14 Feb 2026 16:00 15 Feb 2026 05:00 $20.400 $23.930 +17.19% BEAR 14 exit_fp
14 Feb 2026 01:00 14 Feb 2026 03:00 $21.180 $20.620 -2.74% BEAR 3 signal
13 Feb 2026 05:00 13 Feb 2026 12:00 $16.350 $17.110 +4.54% BEAR 8 exit_fp
12 Feb 2026 01:00 12 Feb 2026 16:00 $15.970 $15.526 -2.92% BEAR 16 stop
09 Feb 2026 11:00 09 Feb 2026 21:00 $16.420 $16.980 +3.31% BEAR 11 short_signal
06 Feb 2026 01:00 07 Feb 2026 02:00 $16.700 $17.430 +4.27% BEAR 26 short_signal
04 Feb 2026 17:00 04 Feb 2026 20:00 $19.260 $19.670 +2.03% BEAR 4 signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $20.220 $19.560 -3.40% BEAR 3 stop
01 Feb 2026 22:00 02 Feb 2026 20:00 $19.260 $19.915 +3.26% BEAR 23 trail
31 Jan 2026 17:00 01 Feb 2026 00:00 $19.300 $19.980 +3.38% BEAR 8 regime_exit
28 Jan 2026 17:00 28 Jan 2026 21:00 $23.910 $23.890 -0.18% SIDEWAYS 5 short_signal
26 Jan 2026 02:00 27 Jan 2026 23:00 $23.720 $23.880 +0.57% SIDEWAYS 46 short_signal
25 Jan 2026 09:00 25 Jan 2026 13:00 $24.010 $24.350 +1.31% SIDEWAYS 5 signal

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

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89.4% Win Rate Sharpe 11.56 388 Trades -8.4% Max Drawdown