Backtests / SNX
OMNISCIUS · V4.2 (THEROS)

SNX SNX (SNX) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.328000 (+5.47%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Synthetix (SNX) is a long-running DeFi protocol enabling synthetic exposure to crypto, FX and commodities. Now powering perp DEXes on Optimism and Base. Strong cyclical history with DeFi-correlated swings; well-suited for momentum-based strategies.

KPIs Equity Curve Regimes Trade Log View SNX 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
11.79
Sortino Ratio
14.65
Profit Factor
45.23
Calmar Ratio
19,646.44
Win Rate
92.8%
Max Drawdown
-9.9%
Avg Drawdown
-9.90%
Alpha vs B&H
+400,232,036.6pp
Total Trades
319
Exposure
34.8%
Beats B&H
1/1
Cycles
1
SNX

SNX Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+82.5%
12t
+44.3%
6t
+63.3%
11t
+85.9%
14t
+79.4%
11t
+62.4%
10t
+249.7%
15t
+161.8%
21t
 +21,229.1%
2025
+140.5%
16t
+144.8%
18t
+90.9%
11t
+103.2%
15t
+94.6%
11t
+44.6%
11t
+69.0%
11t
+142.6%
13t
+181.0%
16t
+433.9%
20t
+50.6%
16t
+64.9%
9t
 +981,874.1%
2026
+75.8%
12t
+141.4%
15t
+51.4%
11t
+51.4%
13t
+8.3%
1t
—
—
—
—
—
—
—
 +953.3%

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

Smart Insights
  • ↑ Exceptional return: +4.00M× — compound across the full walk-forward window.
  • ↑ High win rate: 92.8% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 319 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +9.24% on 37 trades, WR 97%.

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 83 89.2% +5.34% 55.90 17.2
BULL 37 97.3% +9.24% 795.98 30.3
SIDEWAYS 154 93.5% +5.23% 56.71 20.2
BEAR 45 91.1% +4.50% 12.51 20.1

Trade Log

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

Compound Return
+719.1%
Win Rate
96.0%
48W / 2L
Max Drawdown
-3.3%
€10,000 Invested
€81,907
8.2x 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
30 Apr 2026 22:00 02 May 2026 14:00 $0.29800 $0.32400 +8.28% SIDEWAYS 41 take_profit
28 Apr 2026 15:00 29 Apr 2026 03:00 $0.30900 $0.32200 +3.78% SIDEWAYS 13 exit_fp
27 Apr 2026 10:00 27 Apr 2026 14:00 $0.31100 $0.32500 +4.07% SIDEWAYS 5 exit_fp
26 Apr 2026 01:00 26 Apr 2026 21:00 $0.29800 $0.32300 +7.95% SIDEWAYS 21 exit_fp
23 Apr 2026 17:00 24 Apr 2026 14:00 $0.29600 $0.30300 +1.95% SIDEWAYS 22 short_signal
21 Apr 2026 14:00 23 Apr 2026 04:00 $0.29100 $0.29590 +1.16% SIDEWAYS 39 trail
19 Apr 2026 23:00 21 Apr 2026 01:00 $0.28600 $0.29280 +1.84% SIDEWAYS 27 trail
14 Apr 2026 19:00 16 Apr 2026 22:00 $0.28300 $0.30800 +8.39% SIDEWAYS 52 take_profit
13 Apr 2026 00:00 14 Apr 2026 05:00 $0.28200 $0.29150 +2.83% BEAR 30 trail
09 Apr 2026 06:00 09 Apr 2026 10:00 $0.28800 $0.29200 +0.97% BEAR 5 short_signal
07 Apr 2026 02:00 07 Apr 2026 22:00 $0.29500 $0.30100 +1.62% BEAR 21 exit_fp
05 Apr 2026 06:00 05 Apr 2026 11:00 $0.27400 $0.28000 +1.77% BEAR 6 short_signal
02 Apr 2026 02:00 03 Apr 2026 17:00 $0.27400 $0.27970 +1.54% BEAR 40 trail
29 Mar 2026 11:00 01 Apr 2026 02:00 $0.27600 $0.29000 +4.64% BEAR 64 short_signal
28 Mar 2026 02:00 28 Mar 2026 12:00 $0.27500 $0.28100 +1.76% BEAR 11 short_signal
23 Mar 2026 01:00 24 Mar 2026 01:00 $0.28700 $0.29830 +3.40% BEAR 25 trail
19 Mar 2026 01:00 20 Mar 2026 02:00 $0.31100 $0.33100 +6.10% SIDEWAYS 26 exit_fp
16 Mar 2026 04:00 16 Mar 2026 10:00 $0.32600 $0.32100 -1.94% BEAR 7 short_signal
14 Mar 2026 20:00 15 Mar 2026 15:00 $0.30500 $0.32150 +4.85% BEAR 20 trail
11 Mar 2026 03:00 12 Mar 2026 02:00 $0.30800 $0.31430 +1.53% BEAR 24 trail
08 Mar 2026 20:00 09 Mar 2026 09:00 $0.30500 $0.31460 +2.61% BEAR 14 trail
08 Mar 2026 03:00 08 Mar 2026 07:00 $0.30300 $0.30900 +1.66% BEAR 5 short_signal
03 Mar 2026 09:00 04 Mar 2026 14:00 $0.30200 $0.34200 +12.89% BEAR 30 exit_fp
01 Mar 2026 20:00 02 Mar 2026 15:00 $0.30600 $0.32100 +4.58% BEAR 20 exit_fp
28 Feb 2026 12:00 01 Mar 2026 02:00 $0.31100 $0.32900 +5.46% BEAR 15 exit_fp
25 Feb 2026 07:00 25 Feb 2026 13:00 $0.36500 $0.37800 +3.14% BEAR 7 exit_fp
24 Feb 2026 08:00 24 Feb 2026 18:00 $0.34800 $0.38300 +9.61% BEAR 11 exit_fp
22 Feb 2026 12:00 22 Feb 2026 23:00 $0.40800 $0.43000 +4.96% BEAR 12 exit_fp
21 Feb 2026 00:00 21 Feb 2026 21:00 $0.38100 $0.44200 +15.54% BEAR 22 exit_fp
18 Feb 2026 22:00 20 Feb 2026 07:00 $0.30100 $0.39300 +30.03% BEAR 34 exit_fp
17 Feb 2026 12:00 18 Feb 2026 07:00 $0.29100 $0.32200 +10.20% BEAR 20 exit_fp
15 Feb 2026 17:00 16 Feb 2026 12:00 $0.28900 $0.30400 +4.76% BEAR 20 exit_fp
13 Feb 2026 18:00 14 Feb 2026 10:00 $0.29700 $0.30100 +0.93% BEAR 17 short_signal
11 Feb 2026 07:00 13 Feb 2026 05:00 $0.27100 $0.28240 +3.65% BEAR 47 trail
09 Feb 2026 09:00 09 Feb 2026 19:00 $0.28800 $0.29700 +2.70% BEAR 11 exit_fp
06 Feb 2026 00:00 07 Feb 2026 06:00 $0.27900 $0.30000 +7.09% BEAR 31 short_signal
04 Feb 2026 16:00 04 Feb 2026 21:00 $0.31900 $0.32700 +2.09% BEAR 6 short_signal
03 Feb 2026 15:00 03 Feb 2026 18:00 $0.35300 $0.33100 -6.70% BEAR 4 stop
02 Feb 2026 01:00 02 Feb 2026 23:00 $0.34100 $0.35500 +3.68% BEAR 23 short_signal
31 Jan 2026 18:00 01 Feb 2026 00:00 $0.34400 $0.35700 +3.24% BEAR 7 regime_exit
30 Jan 2026 01:00 30 Jan 2026 19:00 $0.38500 $0.40500 +4.76% SIDEWAYS 19 exit_fp
25 Jan 2026 20:00 27 Jan 2026 09:00 $0.39200 $0.41200 +4.67% SIDEWAYS 38 short_signal
22 Jan 2026 00:00 22 Jan 2026 04:00 $0.43000 $0.43400 +0.52% SIDEWAYS 5 short_signal
20 Jan 2026 22:00 21 Jan 2026 11:00 $0.41400 $0.42260 +1.55% SIDEWAYS 14 trail
19 Jan 2026 01:00 19 Jan 2026 19:00 $0.43400 $0.44600 +2.34% SIDEWAYS 19 exit_fp
16 Jan 2026 01:00 17 Jan 2026 15:00 $0.46300 $0.50500 +8.63% SIDEWAYS 39 short_signal
13 Jan 2026 07:00 14 Jan 2026 02:00 $0.45100 $0.50900 +12.40% SIDEWAYS 20 take_profit
12 Jan 2026 14:00 12 Jan 2026 18:00 $0.46600 $0.46800 +0.02% SIDEWAYS 5 short_signal
06 Jan 2026 17:00 06 Jan 2026 21:00 $0.50900 $0.55400 +8.40% SIDEWAYS 5 exit_fp
03 Jan 2026 18:00 04 Jan 2026 14:00 $0.45400 $0.46600 +2.22% SIDEWAYS 21 short_signal

Start Trading SNX Smarter

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

Get Started → SNX Signals → View Plans →
92.8% Win Rate Sharpe 11.79 319 Trades -9.9% Max Drawdown