SHIBSHIBShiba Inu$0.00000471-0.84%
24h High$0.00
24h Low$0.00
Volume$1.5M
Updated19:43 UTC
Modelv6.2 Pythia
Paper Trades / SHIB / SHIB — February 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

SHIB Shiba Inu Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for SHIB - Shiba Inu. The results below give you an overview of the most important Key Performance Indicators, Equity Curve and the Trade Log as simulated by our Pythia model. The returns have been accumulated over the February 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 18 trades would have compounded to a final value of $13,427 (from a $10,000 base). All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). The model uses a 15‑minute delay on the signal on both entries and exits to simulate possible slippage when executing orders.

v4.2 Theros • 18 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Shiba Inu (SHIB) emerged as a meme coin in 2020 and has evolved into a broader ecosystem including ShibaSwap DEX and Shibarium Layer 2. With an enormous circulating supply, SHIB trades at fraction-of-a-cent prices but achieves significant market cap through volume. Its extreme volatility and community-driven price action require precise entry and exit timing that algorithmic models excel at.

Performance Price & Trades Trade Stats Day Grid Regimes Trade Log FAQ SHIB Signals →

SHIB — February 2025 (v4.2 Theros) Performancev4.2 Theros

Shiba Inu (SHIB) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).

Monthly Return
+34.3%
$10,000 →
$13,427
Win Rate
83.3%
15W / 3L
Trades
18
Sharpe
8.45
Alpha vs B&H
+55.94pp
Risk / Reward
18.67×
B&H Return
-21.67%
Max Drawdown
-1.84%
Avg Drawdown
-4.32%
Sharpe Trend
+0.67
Model
v4.2 Theros
Full Backtest
View →

Side-by-side: model versions

Same coin, same period, same data window — different model. All walk-forward validated. v5.0 (Kairos) is the current production model (live since 11 May 2026); v4.2 (Theros) was the predecessor; v4.0.1 (Pythia) and v4.0 (Itzamná) confirmed the statistical edge during 2025; v2.5 is the legacy baseline.

v4.0.1 PYTHIA
Return
+43.89%
▼ -9.62
Win Rate
83.3%
≈
Sharpe
11.66
▼ -3.21
Alpha vs B&H
+65.56pp
▼ -9.62
Max DD
-2.07%
▲ +0.23
Avg DD
-2.68%
▼ -1.64
Risk / Reward
21.22×
Trades
12
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+56.23%
▼ -21.96
Win Rate
90.0%
▼ -6.67
Sharpe
0.00
▲ +8.45
Alpha vs B&H
+0.00pp
▲ +55.94
Max DD
-3.03%
▲ +1.19
Avg DD
0.00%
▼ -4.32
Risk / Reward
0.00×
Trades
11
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+34.27%
Win Rate
83.3%
Sharpe
8.45
Alpha vs B&H
+55.94pp
Max DD
-1.84%
Avg DD
-4.32%
Risk / Reward
18.67×
Trades
18

Δ-arrows on the counterpart cards show this page minus that version. Higher return / WR = better; smaller (less negative) Max DD = better.

Day-by-day — SHIB — February 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
—
3
+1.3
4
-0.7
5
—
6
—
7
+3.6
8
—
9
+9.0
10
—
11
+3.9
12
+8.2
13
—
14
+3.3
15
+0.3
16
0.0
17
+0.9
18
+0.6
19
—
20
—
21
+1.2
22
—
23
+3.3
24
—
25
—
26
—
27
+7.5
28
—

Price & trade markersv4.2 Theros

1H candles for SHIB over the test window with every entry (▲ green up-arrow) and exit (▼ green = profitable, ▼ red = loss). Hover a marker for trade details.

Loading 1H candles…
▲ Entry ▼ Profit exit ▼ Loss exit Powered by TradingView Lightweight Charts

Trade statisticsv4.2 Theros

Aggregates derived from the full 18-trade log of this period.

Avg Win
+2.98%
Avg Loss
-0.76%
Best Trade
+8.97%
Worst Trade
-1.84%
Avg Bars Held
18.0h
Exit-reason mix (hover badges for details)
Signal flip: 11 (61%) Forward-pred: 7 (39%)
Smart Insights
  • ↑ Exceptional return: +34.3% — compound across the full walk-forward window.
  • ↑ High win rate: 83.3% — 4 in 5 trades close in profit.
  • ↑ Tight risk control: max drawdown only -1.8%.
  • ↑ Strongest regime: SIDEWAYS — avg +2.78% on 15 trades, WR 87%.
  • ↓ Weakest regime: BUBBLE — avg -0.35% on 2 trades, WR 50%.

Per-regime Breakdownv4.2 Theros

How the model performs across the 4 market regimes detected by Omniscius.

Regime Trades Win Rate Avg PnL Compounded Return Avg Hold
SIDEWAYS 15 86.7% +2.78% +50.02% 21h
BULL 1 100.0% +1.29% +1.29% 10h
BUBBLE 2 50.0% -0.35% -0.71% 3h

Trade Logv4.2 Theros

All 18 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
03 Feb 2025 01:00 03 Feb 2025 10:00 $0.00 $0.00 +1.29% BULL 10h
03 Feb 2025 23:00 04 Feb 2025 01:00 $0.00 $0.00 -1.84% BULL 3h
04 Feb 2025 09:00 04 Feb 2025 11:00 $0.00 $0.00 +1.15% BUBBLE 3h
06 Feb 2025 19:00 07 Feb 2025 13:00 $0.00 $0.00 +2.84% SIDEWAYS 19h
07 Feb 2025 17:00 07 Feb 2025 19:00 $0.00 $0.00 +0.77% SIDEWAYS 3h
07 Feb 2025 21:00 09 Feb 2025 03:00 $0.00 $0.00 +8.97% SIDEWAYS 1.3d
09 Feb 2025 21:00 11 Feb 2025 05:00 $0.00 $0.00 +3.73% SIDEWAYS 1.4d
11 Feb 2025 14:00 11 Feb 2025 16:00 $0.00 $0.00 +0.16% SIDEWAYS 3h
11 Feb 2025 19:00 12 Feb 2025 22:00 $0.00 $0.00 +8.20% SIDEWAYS 1.2d
13 Feb 2025 13:00 14 Feb 2025 16:00 $0.00 $0.00 +3.34% SIDEWAYS 1.2d
14 Feb 2025 23:00 15 Feb 2025 01:00 $0.00 $0.00 +0.67% SIDEWAYS 3h
15 Feb 2025 17:00 15 Feb 2025 21:00 $0.00 $0.00 -0.41% SIDEWAYS 5h
16 Feb 2025 03:00 16 Feb 2025 05:00 $0.00 $0.00 -0.04% SIDEWAYS 3h
17 Feb 2025 18:00 17 Feb 2025 22:00 $0.00 $0.00 +0.94% SIDEWAYS 5h
18 Feb 2025 07:00 18 Feb 2025 10:00 $0.00 $0.00 +0.64% SIDEWAYS 4h
18 Feb 2025 15:00 21 Feb 2025 01:00 $0.00 $0.00 +1.16% SIDEWAYS 2.5d
21 Feb 2025 20:00 23 Feb 2025 01:00 $0.00 $0.00 +3.30% SIDEWAYS 1.3d
25 Feb 2025 01:00 27 Feb 2025 06:00 $0.00 $0.00 +7.49% SIDEWAYS 2.3d

Frequently Asked Questions

What is a paper trade?

A paper trade simulates real signal execution without real money. Each period starts fresh with a clean $10,000 allocation — no carry-over from previous windows. This shows exactly what would have happened if you started following signals on day one of that window. View live SHIB signals →

Are trading fees included?

Yes. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1%/0.1%) would improve returns.

How does this relate to the backtest?

Paper trades use the same model and signals as the full backtest. The difference: backtests cover years of data across multiple market cycles, while paper trades show month-by-month performance in recent market conditions. Together they provide a complete picture.

Is the model retrained during the month?

Yes. The Omniscius model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. This is not a static backtest — it is a living simulation. Learn about Omniscius →

Start Trading Shiba Inu Smarter

These paper trade results show what our model delivers. Get real-time SHIB signals with entry, stop-loss, and take-profit on every trade.

Get Started → SHIB Signals → View Plans →
83.3% Win Rate +34.3% Return -1.8% Max Drawdown Net of Fees