COMPCOMPCompound$17.7900+1.08%
24h High$18.32
24h Low$17.52
Volume$400,149
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / COMP
OMNISCIUS · V6.2 (PYTHIA)

COMP Compound (COMP) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for COMP - Compound. The results below cover the complete out-of-sample window from Apr 2024 → May 2026 across 1 walk-forward cycle (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 800 trades in total, compounding an initial $10,000 base to a final value of $323,257. 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 every signal to simulate live execution latency — the same decision logic runs in production.

Model v6.2 (Pythia) • 1 Walk-Forward Cycle • Apr 2024 – May 2026 • $17.7900 (+1.08%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

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 Price & Trades Regimes Trade Log All Backtests View COMP Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. A Sharpe above 3.0 and a profit factor above 1.5 mean winners decisively outweigh losers — by design the model wins on size, not on frequency.

Sharpe Ratio
3.85
Sortino Ratio
5.32
Profit Factor
2.16
Calmar Ratio
36.29
Win Rate
43.5%
Max Drawdown
-11.9%
Avg Drawdown
-11.90%
Alpha vs B&H
+9,290.0pp
Total Trades
800
Exposure
69.7%
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
—
—
—
-2.9%
6t
+28.1%
28t
+20.9%
29t
+50.6%
32t
+6.5%
31t
+18.9%
31t
+9.6%
24t
+89.4%
42t
+27.5%
49t
 +659.4%
2025
+67.0%
35t
+24.7%
37t
+54.7%
39t
+76.0%
31t
+10.0%
30t
+30.2%
31t
+33.3%
36t
+3.8%
30t
+19.0%
22t
+38.8%
29t
+47.0%
26t
+3.3%
36t
 +2,717.2%
2026
+5.9%
26t
+30.1%
37t
+1.9%
27t
+39.8%
31t
+7.2%
25t
—
—
—
—
—
—
—
 +110.6%

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

Smart Insights
  • ↑ Exceptional return: +3,132.6% — compound across the full walk-forward window.
  • ↑ Robust sample: 800 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +2.81% on 103 trades, WR 66%.

Equity Curvev6.2 Pythia

Cumulative portfolio growth on a logarithmic scale. Each cycle starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.

Price & trade markers

1H candles for COMP over the latest walk-forward cycle (2024-04-22 → 2026-05-20) with every entry (▲) and exit (▼ profitable, ▼ loss). Older cycles are summarized in the per-cycle table below.

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

Regime Breakdownv6.2 Pythia

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 26 69.2% +1.34% 4.88 13.2
BULL 103 66.0% +2.81% 7.50 16.3
BEAR 302 41.4% +0.47% 1.65 17.3

Trade Logv6.2 Pythia

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

Compound Return
+24.4%
Win Rate
44.0%
22W / 28L
Max Drawdown
-3.9%
€10,000 Invested
€12,444
1.2x 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
19 May 2026 20:00 20 May 2026 12:00 $23.080 $22.819 -1.27% NEUTRAL 17 stop
19 May 2026 04:00 19 May 2026 07:00 $22.290 $22.470 +0.71% NEUTRAL 4 signal
18 May 2026 00:00 19 May 2026 03:00 $21.120 $21.990 +4.02% NEUTRAL 28 exit_fp
17 May 2026 18:00 17 May 2026 23:00 $21.580 $21.336 -1.27% NEUTRAL 6 stop
16 May 2026 10:00 17 May 2026 17:00 $21.280 $21.644 +1.57% NEUTRAL 32 trail
15 May 2026 16:00 16 May 2026 09:00 $22.090 $21.840 -1.27% CRASH 18 stop
15 May 2026 06:00 15 May 2026 15:00 $22.510 $22.255 -1.27% BEAR 10 stop
13 May 2026 16:00 15 May 2026 05:00 $22.670 $22.414 -1.27% BULL 38 stop
12 May 2026 16:00 13 May 2026 15:00 $23.520 $23.254 -1.27% BEAR 24 stop
12 May 2026 11:00 12 May 2026 15:00 $24.120 $23.847 -1.27% NEUTRAL 5 stop
11 May 2026 22:00 12 May 2026 03:00 $23.840 $24.780 +3.84% BULL 6 exit_fp
09 May 2026 08:00 11 May 2026 07:00 $23.050 $23.370 +1.29% BUBBLE 48 signal
08 May 2026 11:00 09 May 2026 07:00 $21.800 $22.963 +5.19% NEUTRAL 21 trail
08 May 2026 07:00 08 May 2026 10:00 $22.260 $22.008 -1.27% BEAR 4 stop
07 May 2026 03:00 08 May 2026 06:00 $23.140 $22.878 -1.27% BEAR 28 stop
06 May 2026 20:00 07 May 2026 02:00 $23.480 $23.215 -1.27% NEUTRAL 7 stop
05 May 2026 08:00 06 May 2026 19:00 $23.120 $23.455 +1.31% BULL 36 trail
05 May 2026 04:00 05 May 2026 07:00 $23.410 $23.145 -1.27% NEUTRAL 4 stop
04 May 2026 22:00 05 May 2026 03:00 $23.870 $23.600 -1.27% BEAR 6 stop
04 May 2026 20:00 04 May 2026 21:00 $24.160 $23.887 -1.27% NEUTRAL 2 stop
03 May 2026 14:00 04 May 2026 17:00 $22.840 $24.510 +7.20% BULL 28 exit_fp
02 May 2026 22:00 03 May 2026 13:00 $23.050 $22.789 -1.27% BULL 16 stop
02 May 2026 03:00 02 May 2026 21:00 $23.820 $23.551 -1.27% NEUTRAL 19 stop
01 May 2026 15:00 02 May 2026 02:00 $24.200 $23.926 -1.27% BEAR 12 stop
30 Apr 2026 10:00 01 May 2026 06:00 $23.780 $24.490 +2.88% BULL 21 exit_fp
29 Apr 2026 17:00 30 Apr 2026 01:00 $23.330 $23.840 +2.08% BULL 9 short_signal
28 Apr 2026 16:00 28 Apr 2026 20:00 $23.140 $23.540 +1.63% BULL 5 exit_fp
28 Apr 2026 00:00 28 Apr 2026 14:00 $23.470 $23.205 -1.27% BULL 15 stop
27 Apr 2026 06:00 27 Apr 2026 22:00 $21.970 $23.450 +6.63% NEUTRAL 17 exit_fp
26 Apr 2026 15:00 27 Apr 2026 00:00 $22.650 $22.394 -1.27% NEUTRAL 10 stop
26 Apr 2026 09:00 26 Apr 2026 14:00 $22.900 $22.641 -1.27% BEAR 6 stop
24 Apr 2026 22:00 26 Apr 2026 06:00 $22.740 $22.483 -1.27% NEUTRAL 33 stop
24 Apr 2026 13:00 24 Apr 2026 21:00 $23.150 $22.888 -1.27% BEAR 9 stop
23 Apr 2026 14:00 24 Apr 2026 12:00 $23.540 $23.274 -1.27% BULL 23 stop
21 Apr 2026 22:00 23 Apr 2026 04:00 $22.420 $22.924 +2.10% NEUTRAL 31 trail
21 Apr 2026 11:00 21 Apr 2026 21:00 $23.770 $23.501 -1.27% CRASH 11 stop
21 Apr 2026 05:00 21 Apr 2026 10:00 $24.730 $24.450 -1.27% BEAR 6 stop
19 Apr 2026 06:00 21 Apr 2026 04:00 $24.490 $25.020 +2.02% NEUTRAL 47 trail
18 Apr 2026 07:00 19 Apr 2026 05:00 $25.590 $25.301 -1.27% BEAR 23 stop
15 Apr 2026 19:00 16 Apr 2026 17:00 $22.600 $23.310 +3.04% BULL 23 exit_fp
14 Apr 2026 10:00 15 Apr 2026 15:00 $20.930 $22.550 +7.63% BULL 30 exit_fp
14 Apr 2026 05:00 14 Apr 2026 09:00 $21.340 $21.099 -1.27% NEUTRAL 5 stop
12 Apr 2026 12:00 14 Apr 2026 04:00 $20.740 $21.340 +2.79% NEUTRAL 41 exit_fp
10 Apr 2026 20:00 12 Apr 2026 11:00 $19.900 $20.740 +4.12% BEAR 40 exit_fp
10 Apr 2026 14:00 10 Apr 2026 19:00 $20.330 $20.100 -1.27% CRASH 6 stop
10 Apr 2026 03:00 10 Apr 2026 09:00 $19.110 $19.840 +3.72% BEAR 7 exit_fp
09 Apr 2026 21:00 10 Apr 2026 02:00 $19.120 $19.110 -0.15% BEAR 6 exit_fp
09 Apr 2026 11:00 09 Apr 2026 17:00 $18.310 $19.270 +5.14% BEAR 7 exit_fp
08 Apr 2026 23:00 09 Apr 2026 09:00 $18.090 $18.490 +2.11% BEAR 11 signal
08 Apr 2026 07:00 08 Apr 2026 12:00 $17.560 $17.850 +1.55% CRASH 6 signal

Start Trading Compound Smarter

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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43.5% Win Rate Sharpe 3.85 800 Trades -11.9% Max Drawdown