XLMXLMStellar$0.213500-2.87%
24h High$0.22
24h Low$0.21
Volume$15.8M
Updated16:58 UTC
Modelv6.2 Pythia
Backtests / XLM
OMNISCIUS · V6.2 (PYTHIA)

XLM Stellar (XLM) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for XLM - Stellar. The results below cover the complete out-of-sample window from May 2020 → May 2026 across 2 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 2,754 trades in total, compounding an initial $10,000 base to a final value of $2,679,125. 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) • 2 Walk-Forward Cycles • May 2020 – May 2026 • $0.213500 (-2.87%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Stellar (XLM) is an open-source network for cross-border payments and asset tokenization, originally forked from Ripple. With partnerships including MoneyGram and various central banks exploring CBDCs, XLM price responds to payments industry developments. Its lower volatility compared to other altcoins provides steadier trading patterns with reliable mean-reversion characteristics.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View XLM 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
1.91
Sortino Ratio
2.07
Profit Factor
1.50
Calmar Ratio
5.00
Win Rate
46.1%
Max Drawdown
-38.7%
Avg Drawdown
-29.85%
Alpha vs B&H
-135,613.9pp
Total Trades
1,377
Exposure
47.9%
Beats B&H
2/2
Sharpe Trend
-0.48
XLM

XLM Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
-7.5%
24t
+4.7%
24t
+33.3%
17t
+28.4%
30t
-8.0%
32t
-19.6%
42t
+19.3%
59t
+34.1%
39t
 +96.0%
2021
+79.7%
33t
+68.0%
29t
+29.5%
27t
+37.6%
43t
+130.8%
37t
+50.7%
29t
+20.0%
41t
+28.7%
75t
+15.2%
45t
+40.6%
35t
+8.9%
31t
+12.2%
37t
 +5,619.3%
2022
+13.9%
45t
+38.5%
41t
+4.9%
27t
-3.2%
40t
+37.9%
45t
+29.8%
51t
+4.7%
47t
-1.0%
33t
-3.9%
46t
-10.3%
48t
+10.5%
34t
-2.9%
21t
 +174.6%
2023
+12.9%
35t
-10.8%
48t
+7.0%
45t
-6.7%
30t
-12.9%
36t
+4.0%
31t
+36.5%
39t
-13.6%
27t
-14.1%
21t
-7.8%
42t
+0.9%
33t
-0.8%
22t
 -14.9%
2024
-6.5%
28t
-4.3%
51t
+6.5%
36t
+4.0%
34t
-5.0%
36t
-4.0%
29t
+0.7%
44t
+8.6%
39t
+4.3%
29t
-3.9%
29t
+72.3%
30t
+49.3%
45t
 +154.6%
2025 +52.6%
44t
 		+14.6%
48t
 		+22.0%
50t
 		+9.2%
43t
 		+5.2%
36t
 		-3.3%
37t
 		+35.4%
30t
 		+19.9%
32t
 		-6.0%
26t
 		+34.2%
49t
 		+8.9%
45t
 		-2.7%
43t
 		+414.0%
2026 -3.4%
52t
 		+0.3%
49t
 		+4.4%
55t
 		-11.8%
45t
-3.3%
24t
—
—
—
—
—
—
—
 -13.8%

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

Smart Insights
  • ↑ Exceptional return: +26,691.2% — compound across the full walk-forward window.
  • ↓ Large drawdown: -38.7% — expect volatility on capital.
  • ↑ Robust sample: 1377 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.68% on 146 trades, WR 81%.
  • ↓ Weakest regime: NEUTRAL — avg -0.02% on 652 trades, WR 43%.

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 XLM 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 146 80.4% +2.66% 15.26 11.3
BULL 382 55.2% +1.25% 3.20 14.5
BEAR 1,001 44.8% +0.04% 1.08 7.8

Per-Cycle Resultsv6.2 Pythia

Each cycle is an independent out-of-sample test period aligned with a Bitcoin halving cycle. The model is trained on earlier cycles and tested on the next — never seeing the test data during training.

Cycle Period Sharpe Return MaxDD Win Rate Trades B&H
1 May '20 – Apr '24 2.15 53.9x -38.7% 44.8% 1755 Yes
2 Apr '24 – May '26 1.67 388% -21.0% 47.3% 999 Yes

Trade Logv6.2 Pythia

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

Compound Return
-8.1%
Win Rate
44.0%
22W / 28L
Max Drawdown
-11.0%
€10,000 Invested
€9,190
0.9x 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 11:00 19 May 2026 20:00 $0.14510 $0.14370 -1.41% CRASH 10 stop
18 May 2026 10:00 19 May 2026 08:00 $0.14670 $0.14750 +0.23% BEAR 23 signal
18 May 2026 00:00 18 May 2026 09:00 $0.14900 $0.14750 -1.41% CRASH 10 stop
17 May 2026 12:00 17 May 2026 23:00 $0.15220 $0.15070 -1.41% NEUTRAL 12 stop
16 May 2026 09:00 17 May 2026 10:00 $0.15150 $0.15190 -0.05% BEAR 26 signal
15 May 2026 13:00 16 May 2026 08:00 $0.15850 $0.15690 -1.41% BEAR 20 stop
15 May 2026 00:00 15 May 2026 12:00 $0.16320 $0.16160 -1.41% CRASH 13 stop
14 May 2026 08:00 14 May 2026 23:00 $0.15900 $0.16330 +2.27% BEAR 16 trail
13 May 2026 14:00 14 May 2026 07:00 $0.16040 $0.15880 -1.41% NEUTRAL 18 stop
13 May 2026 12:00 13 May 2026 13:00 $0.16290 $0.16130 -1.41% BEAR 2 stop
12 May 2026 11:00 13 May 2026 11:00 $0.16450 $0.16290 -1.41% NEUTRAL 25 stop
12 May 2026 03:00 12 May 2026 10:00 $0.16710 $0.16540 -1.41% BEAR 8 stop
11 May 2026 07:00 11 May 2026 11:00 $0.16630 $0.16750 +0.41% BULL 5 signal
09 May 2026 16:00 11 May 2026 05:00 $0.16210 $0.16830 +3.39% NEUTRAL 38 trail
09 May 2026 11:00 09 May 2026 15:00 $0.16400 $0.16240 -1.41% BEAR 5 stop
07 May 2026 15:00 09 May 2026 10:00 $0.15910 $0.16410 +2.73% NEUTRAL 44 trail
07 May 2026 09:00 07 May 2026 14:00 $0.16170 $0.16010 -1.41% BEAR 6 stop
07 May 2026 03:00 07 May 2026 07:00 $0.16030 $0.16230 +0.93% NEUTRAL 5 signal
06 May 2026 14:00 07 May 2026 01:00 $0.16160 $0.16040 -1.05% BEAR 12 signal
03 May 2026 13:00 06 May 2026 08:00 $0.15950 $0.16520 +3.25% NEUTRAL 68 signal
03 May 2026 09:00 03 May 2026 11:00 $0.15900 $0.15990 +0.25% BEAR 3 signal
03 May 2026 03:00 03 May 2026 05:00 $0.15830 $0.15870 -0.06% BEAR 3 signal
01 May 2026 14:00 02 May 2026 19:00 $0.16180 $0.16030 -1.23% BEAR 30 signal
29 Apr 2026 20:00 01 May 2026 13:00 $0.15910 $0.16180 +1.38% BEAR 42 exit_fp
29 Apr 2026 09:00 29 Apr 2026 19:00 $0.16230 $0.16070 -1.41% CRASH 11 stop
29 Apr 2026 07:00 29 Apr 2026 08:00 $0.16370 $0.16210 -1.41% BEAR 2 stop
28 Apr 2026 01:00 29 Apr 2026 06:00 $0.16590 $0.16430 -1.41% NEUTRAL 30 stop
27 Apr 2026 16:00 27 Apr 2026 23:00 $0.16510 $0.16590 +0.17% CRASH 8 signal
27 Apr 2026 06:00 27 Apr 2026 15:00 $0.16950 $0.16780 -1.41% CRASH 10 stop
25 Apr 2026 15:00 27 Apr 2026 04:00 $0.17200 $0.17090 -0.95% NEUTRAL 38 signal
24 Apr 2026 14:00 25 Apr 2026 14:00 $0.17410 $0.17240 -1.41% NEUTRAL 25 stop
23 Apr 2026 00:00 24 Apr 2026 13:00 $0.17620 $0.17450 -1.41% NEUTRAL 38 stop
22 Apr 2026 18:00 22 Apr 2026 23:00 $0.18000 $0.17820 -1.41% BEAR 6 stop
22 Apr 2026 09:00 22 Apr 2026 15:00 $0.17950 $0.17980 -0.14% NEUTRAL 7 signal
22 Apr 2026 02:00 22 Apr 2026 04:00 $0.17960 $0.18060 +0.25% NEUTRAL 3 signal
21 Apr 2026 19:00 21 Apr 2026 23:00 $0.17790 $0.17910 +0.36% BEAR 5 signal
21 Apr 2026 14:00 21 Apr 2026 17:00 $0.17840 $0.17820 -0.42% BEAR 4 signal
20 Apr 2026 23:00 21 Apr 2026 01:00 $0.17330 $0.17390 +0.04% BEAR 3 signal
19 Apr 2026 17:00 20 Apr 2026 21:00 $0.17020 $0.17410 +1.97% BEAR 29 signal
18 Apr 2026 10:00 19 Apr 2026 11:00 $0.16950 $0.17070 +0.40% BEAR 26 signal
18 Apr 2026 06:00 18 Apr 2026 09:00 $0.17400 $0.17230 -1.41% BEAR 4 stop
17 Apr 2026 22:00 18 Apr 2026 02:00 $0.17510 $0.17380 -1.05% BEAR 5 signal
17 Apr 2026 18:00 17 Apr 2026 20:00 $0.17220 $0.17450 +1.02% BEAR 3 signal
17 Apr 2026 02:00 17 Apr 2026 07:00 $0.16680 $0.16700 -0.19% BEAR 6 signal
15 Apr 2026 14:00 15 Apr 2026 18:00 $0.15660 $0.15710 +0.01% BEAR 5 signal
14 Apr 2026 15:00 15 Apr 2026 10:00 $0.15620 $0.15710 +0.27% BEAR 20 signal
14 Apr 2026 09:00 14 Apr 2026 13:00 $0.15680 $0.15790 +0.39% BEAR 5 exit_fp
13 Apr 2026 23:00 14 Apr 2026 08:00 $0.15580 $0.15680 +0.33% BEAR 10 exit_fp
13 Apr 2026 18:00 13 Apr 2026 21:00 $0.15160 $0.15410 +1.33% BEAR 4 signal
13 Apr 2026 12:00 13 Apr 2026 14:00 $0.15150 $0.15270 +0.48% BEAR 3 signal

Start Trading Stellar Smarter

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

Get Started → XLM Signals → View Plans →
46.1% Win Rate Sharpe 1.91 1,377 Trades -38.7% Max Drawdown