AAVEAAVEAave$74.2100+1.23%
24h High$75.44
24h Low$71.83
Volume$4.7M
Updated14:33 UTC
Modelv6.2 Pythia
Backtests / AAVE
OMNISCIUS · V6.2 (PYTHIA)

AAVE Aave (AAVE) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for AAVE - Aave. 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 1,047 trades in total, compounding an initial $10,000 base to a final value of $895,617. 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 • $74.2100 (+1.23%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Aave (AAVE) is the governance token of the Aave protocol, one of the largest decentralized lending platforms in DeFi. Users can lend and borrow cryptocurrency without intermediaries. AAVE price is closely tied to DeFi activity, total value locked, and Ethereum ecosystem health. Its strong correlation with ETH combined with DeFi-specific catalysts creates trading opportunities that our model captures through multi-feature analysis.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View AAVE 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
4.67
Sortino Ratio
6.15
Profit Factor
2.28
Calmar Ratio
71.80
Win Rate
47.2%
Max Drawdown
-10.7%
Avg Drawdown
-10.70%
Alpha vs B&H
+9,196.9pp
Total Trades
1,047
Exposure
67.8%
Beats B&H
1/1
Cycles
1
AAVE

AAVE Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-1.6%
6t
+20.0%
31t
+33.2%
46t
+28.2%
31t
+84.8%
42t
+29.9%
44t
+17.0%
32t
+80.5%
51t
+73.3%
55t
 +1,671.1%
2025 +94.4%
50t
 		+55.2%
46t
 		+78.5%
57t
 		+44.5%
51t
 		+56.4%
47t
 		+20.6%
28t
 		+9.9%
38t
 		+17.5%
31t
 		+11.0%
26t
 		+40.2%
46t
 		+21.6%
38t
 		+27.1%
40t
 		+4,455.2%
2026 +12.6%
42t
 		+26.2%
35t
 		+32.7%
54t
 		+47.3%
51t
+4.5%
29t
—
—
—
—
—
—
—
 +190.2%

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

Smart Insights
  • ↑ Exceptional return: +8,856.2% — compound across the full walk-forward window.
  • ↑ Robust sample: 1047 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +1.93% on 146 trades, WR 75%.
  • ↓ Weakest regime: NEUTRAL — avg -0.41% on 123 trades, WR 24%.

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 AAVE 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 75.3% +1.93% 8.96 13.6
BULL 177 45.2% +1.56% 3.27 14.1
BEAR 428 57.5% +0.88% 3.05 9.9

Trade Logv6.2 Pythia

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

Compound Return
+7.6%
Win Rate
62.0%
31W / 19L
Max Drawdown
-2.2%
€10,000 Invested
€10,761
1.1x 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
20 May 2026 07:00 20 May 2026 18:00 $87.710 $88.410 +0.70% BEAR 12 signal
19 May 2026 23:00 20 May 2026 06:00 $87.430 $88.240 +0.83% BEAR 8 signal
18 May 2026 19:00 18 May 2026 21:00 $88.770 $89.560 +0.79% BEAR 3 signal
18 May 2026 15:00 18 May 2026 17:00 $87.760 $88.180 +0.38% BEAR 3 signal
18 May 2026 06:00 18 May 2026 10:00 $88.390 $88.270 -0.24% BEAR 5 signal
17 May 2026 01:00 17 May 2026 03:00 $89.590 $90.370 +0.77% BEAR 3 signal
16 May 2026 10:00 16 May 2026 15:00 $88.300 $90.530 +2.42% CRASH 6 signal
15 May 2026 14:00 16 May 2026 09:00 $93.640 $92.581 -1.27% CRASH 20 stop
15 May 2026 06:00 15 May 2026 13:00 $96.320 $95.231 -1.27% CRASH 8 stop
14 May 2026 22:00 15 May 2026 05:00 $99.720 $98.592 -1.27% CRASH 8 stop
13 May 2026 16:00 14 May 2026 13:00 $94.920 $97.190 +2.29% BEAR 22 signal
12 May 2026 14:00 13 May 2026 15:00 $96.920 $95.824 -1.27% BEAR 26 stop
12 May 2026 02:00 12 May 2026 13:00 $100.27 $99.136 -1.27% CRASH 12 stop
11 May 2026 04:00 11 May 2026 09:00 $99.290 $101.20 +1.82% NEUTRAL 6 signal
09 May 2026 19:00 09 May 2026 21:00 $95.930 $95.960 -0.07% BEAR 3 signal
09 May 2026 07:00 09 May 2026 18:00 $96.830 $95.930 -1.03% BEAR 12 signal
08 May 2026 22:00 09 May 2026 00:00 $96.370 $97.480 +1.05% BEAR 3 signal
07 May 2026 14:00 08 May 2026 03:00 $93.310 $92.760 -0.69% BEAR 14 signal
07 May 2026 10:00 07 May 2026 12:00 $93.380 $93.880 +0.43% BEAR 3 signal
07 May 2026 01:00 07 May 2026 05:00 $93.270 $92.740 -0.67% BEAR 5 signal
06 May 2026 14:00 06 May 2026 20:00 $93.160 $93.850 +0.64% BEAR 7 signal
06 May 2026 05:00 06 May 2026 07:00 $93.420 $94.860 +1.44% NEUTRAL 3 signal
05 May 2026 16:00 05 May 2026 18:00 $93.420 $93.190 -0.35% BEAR 3 signal
05 May 2026 09:00 05 May 2026 14:00 $93.180 $93.880 +0.65% BEAR 6 signal
04 May 2026 20:00 04 May 2026 22:00 $92.570 $92.090 -0.62% BEAR 3 signal
04 May 2026 11:00 04 May 2026 13:00 $92.070 $92.580 +0.45% BEAR 3 signal
03 May 2026 05:00 03 May 2026 07:00 $92.220 $92.580 +0.29% BEAR 3 signal
01 May 2026 19:00 02 May 2026 00:00 $92.600 $92.290 -0.43% BEAR 6 signal
01 May 2026 00:00 01 May 2026 02:00 $92.970 $93.080 +0.02% BEAR 3 signal
30 Apr 2026 10:00 30 Apr 2026 19:00 $92.540 $93.320 +0.74% BEAR 10 signal
29 Apr 2026 13:00 30 Apr 2026 09:00 $95.690 $94.608 -1.27% BEAR 21 stop
28 Apr 2026 12:00 28 Apr 2026 15:00 $96.210 $96.650 +0.36% BEAR 4 signal
28 Apr 2026 07:00 28 Apr 2026 10:00 $97.330 $96.870 -0.57% BEAR 4 signal
28 Apr 2026 02:00 28 Apr 2026 05:00 $97.070 $98.030 +0.89% BEAR 4 signal
27 Apr 2026 17:00 27 Apr 2026 22:00 $96.800 $97.280 +0.40% BEAR 6 signal
27 Apr 2026 07:00 27 Apr 2026 13:00 $96.150 $97.990 +1.81% BEAR 7 signal
26 Apr 2026 13:00 26 Apr 2026 15:00 $95.640 $95.950 +0.22% BEAR 3 signal
25 Apr 2026 20:00 26 Apr 2026 05:00 $93.800 $94.710 +0.87% BEAR 10 signal
24 Apr 2026 23:00 25 Apr 2026 01:00 $94.210 $94.620 +0.33% BEAR 3 signal
24 Apr 2026 12:00 24 Apr 2026 15:00 $95.900 $94.816 -1.27% BEAR 4 stop
24 Apr 2026 02:00 24 Apr 2026 11:00 $94.720 $95.900 +1.14% BEAR 10 signal
23 Apr 2026 19:00 23 Apr 2026 21:00 $91.930 $95.000 +3.24% BEAR 3 signal
23 Apr 2026 08:00 23 Apr 2026 11:00 $91.770 $92.420 +0.61% CRASH 4 signal
23 Apr 2026 02:00 23 Apr 2026 07:00 $92.790 $91.741 -1.27% CRASH 6 stop
22 Apr 2026 21:00 22 Apr 2026 23:00 $94.340 $93.220 -1.29% BEAR 3 signal
22 Apr 2026 12:00 22 Apr 2026 15:00 $93.700 $94.080 +0.31% BEAR 4 signal
22 Apr 2026 04:00 22 Apr 2026 06:00 $92.490 $93.240 +0.71% BEAR 3 signal
21 Apr 2026 13:00 22 Apr 2026 02:00 $91.290 $92.750 +1.50% BEAR 14 signal
21 Apr 2026 06:00 21 Apr 2026 12:00 $93.780 $92.720 -1.27% BEAR 7 stop
20 Apr 2026 21:00 21 Apr 2026 05:00 $91.240 $93.780 +2.68% BEAR 9 exit_fp

Start Trading Aave Smarter

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

Get Started → AAVE Signals → View Plans →
47.2% Win Rate Sharpe 4.67 1,047 Trades -10.7% Max Drawdown