LDOLDOLido DAO$0.273300-2.71%
24h High$0.28
24h Low$0.27
Volume$1.4M
Updated14:38 UTC
Modelv6.2 Pythia
Backtests / LDO
OMNISCIUS · V6.2 (PYTHIA)

LDO Lido DAO (LDO) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for LDO - Lido DAO. 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 987 trades in total, compounding an initial $10,000 base to a final value of $445,441. 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 • $0.273300 (-2.71%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Lido DAO (LDO) governs the largest Ethereum liquid-staking protocol (stETH). LDO price reacts to ETH staking dynamics, regulation news, and LST/LRT competition. Multi-year history with clear cycle behaviour.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View LDO 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
3.80
Sortino Ratio
4.79
Profit Factor
2.04
Calmar Ratio
38.95
Win Rate
44.0%
Max Drawdown
-13.4%
Avg Drawdown
-13.37%
Alpha vs B&H
+12,641.2pp
Total Trades
987
Exposure
61.4%
Beats B&H
1/1
Cycles
1
LDO

LDO Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
+6.8%
5t
+43.4%
43t
+21.3%
39t
+24.4%
44t
+41.8%
48t
+28.9%
31t
+5.2%
35t
+49.8%
35t
+106.5%
55t
 +1,274.8%
2025
+123.8%
40t
+33.5%
51t
+24.4%
44t
+39.6%
42t
+13.8%
42t
+49.2%
39t
+29.7%
40t
+13.1%
32t
-0.8%
37t
+68.5%
52t
+51.0%
43t
+29.7%
36t
 +4,130.7%
2026
-7.5%
26t
+27.4%
38t
+20.9%
35t
+10.4%
39t
+0.0%
16t
—
—
—
—
—
—
—
 +57.4%

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

Smart Insights
  • ↑ Exceptional return: +4,354.4% — compound across the full walk-forward window.
  • ↑ Robust sample: 987 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +3.08% on 21 trades, WR 81%.
  • ↓ Weakest regime: CRASH — avg -0.06% on 343 trades, WR 25%.

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 LDO 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 21 81.0% +3.08% 13.06 9.5
BULL 83 65.1% +2.95% 7.24 14.3
BEAR 424 53.3% +0.88% 2.59 12.4

Trade Logv6.2 Pythia

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

Compound Return
+6.7%
Win Rate
48.0%
24W / 26L
Max Drawdown
-5.4%
€10,000 Invested
€10,675
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
18 May 2026 00:00 19 May 2026 23:00 $0.34710 $0.35170 +0.91% NEUTRAL 48 trail
16 May 2026 16:00 17 May 2026 21:00 $0.35480 $0.35690 +0.28% NEUTRAL 30 signal
16 May 2026 04:00 16 May 2026 15:00 $0.35990 $0.35630 -1.41% BEAR 12 stop
15 May 2026 14:00 16 May 2026 03:00 $0.36560 $0.36200 -1.41% BEAR 14 stop
15 May 2026 09:00 15 May 2026 13:00 $0.37830 $0.37450 -1.41% CRASH 5 stop
14 May 2026 03:00 15 May 2026 08:00 $0.38490 $0.38110 -1.41% NEUTRAL 30 stop
13 May 2026 16:00 14 May 2026 00:00 $0.38850 $0.39100 +0.33% BEAR 9 signal
13 May 2026 00:00 13 May 2026 15:00 $0.39500 $0.39110 -1.41% BEAR 16 stop
12 May 2026 14:00 12 May 2026 23:00 $0.39880 $0.39480 -1.41% NEUTRAL 10 stop
12 May 2026 02:00 12 May 2026 13:00 $0.40350 $0.39950 -1.41% NEUTRAL 12 stop
10 May 2026 01:00 10 May 2026 07:00 $0.39290 $0.39900 +1.24% BULL 7 short_signal
09 May 2026 14:00 09 May 2026 18:00 $0.39560 $0.39960 +0.70% NEUTRAL 5 signal
07 May 2026 02:00 07 May 2026 06:00 $0.38010 $0.39220 +2.86% BULL 5 signal
05 May 2026 03:00 06 May 2026 01:00 $0.37530 $0.38100 +1.20% NEUTRAL 23 signal
04 May 2026 01:00 04 May 2026 08:00 $0.36170 $0.37330 +2.89% BEAR 8 signal
30 Apr 2026 06:00 03 May 2026 11:00 $0.36920 $0.36910 -0.34% BEAR 78 signal
29 Apr 2026 15:00 30 Apr 2026 05:00 $0.37370 $0.37000 -1.41% BEAR 15 stop
28 Apr 2026 14:00 29 Apr 2026 14:00 $0.38850 $0.38460 -1.41% CRASH 25 stop
27 Apr 2026 19:00 28 Apr 2026 07:00 $0.39890 $0.39490 -1.41% BEAR 13 stop
27 Apr 2026 07:00 27 Apr 2026 18:00 $0.38860 $0.39890 +2.33% CRASH 12 exit_fp
27 Apr 2026 01:00 27 Apr 2026 06:00 $0.44400 $0.43960 -1.41% CRASH 6 stop
26 Apr 2026 10:00 26 Apr 2026 14:00 $0.38530 $0.40100 +3.75% BEAR 5 exit_fp
24 Apr 2026 03:00 26 Apr 2026 09:00 $0.37930 $0.38530 +1.27% NEUTRAL 55 exit_fp
23 Apr 2026 10:00 23 Apr 2026 13:00 $0.37270 $0.38070 +1.83% BEAR 4 signal
23 Apr 2026 00:00 23 Apr 2026 06:00 $0.37650 $0.38250 +1.28% BEAR 7 signal
22 Apr 2026 21:00 22 Apr 2026 23:00 $0.39050 $0.38660 -1.41% BEAR 3 stop
22 Apr 2026 05:00 22 Apr 2026 20:00 $0.39580 $0.39190 -1.41% NEUTRAL 16 stop
21 Apr 2026 11:00 22 Apr 2026 04:00 $0.38600 $0.39580 +2.22% BEAR 18 exit_fp
19 Apr 2026 23:00 21 Apr 2026 10:00 $0.36170 $0.38600 +6.39% BEAR 36 exit_fp
19 Apr 2026 21:00 19 Apr 2026 22:00 $0.36710 $0.36350 -1.41% CRASH 2 stop
19 Apr 2026 02:00 19 Apr 2026 20:00 $0.37500 $0.37130 -1.41% BEAR 19 stop
18 Apr 2026 17:00 19 Apr 2026 01:00 $0.39780 $0.39390 -1.41% CRASH 9 stop
18 Apr 2026 11:00 18 Apr 2026 16:00 $0.40820 $0.40410 -1.41% CRASH 6 stop
17 Apr 2026 11:00 17 Apr 2026 14:00 $0.41660 $0.42860 +2.56% BEAR 4 signal
17 Apr 2026 02:00 17 Apr 2026 09:00 $0.43110 $0.42770 -1.19% BEAR 8 signal
14 Apr 2026 15:00 14 Apr 2026 23:00 $0.35940 $0.35600 -1.46% CRASH 9 stop
14 Apr 2026 06:00 14 Apr 2026 13:00 $0.35920 $0.37350 +3.56% BEAR 8 exit_fp
13 Apr 2026 08:00 13 Apr 2026 12:00 $0.30440 $0.30770 +0.67% CRASH 5 signal
12 Apr 2026 23:00 13 Apr 2026 07:00 $0.31270 $0.30980 -1.46% CRASH 9 stop
12 Apr 2026 13:00 12 Apr 2026 17:00 $0.31600 $0.31760 +0.10% CRASH 5 signal
12 Apr 2026 02:00 12 Apr 2026 09:00 $0.32190 $0.31890 -1.46% CRASH 8 stop
10 Apr 2026 08:00 10 Apr 2026 16:00 $0.31800 $0.33430 +4.70% BEAR 9 exit_fp
10 Apr 2026 00:00 10 Apr 2026 04:00 $0.31730 $0.32060 +0.63% BEAR 5 signal
09 Apr 2026 12:00 09 Apr 2026 21:00 $0.31450 $0.32300 +2.28% BEAR 10 signal
08 Apr 2026 23:00 09 Apr 2026 11:00 $0.31880 $0.31580 -1.46% BEAR 13 stop
08 Apr 2026 15:00 08 Apr 2026 21:00 $0.32210 $0.32350 +0.02% BEAR 7 signal
08 Apr 2026 01:00 08 Apr 2026 13:00 $0.32900 $0.32680 -1.07% BEAR 13 signal
07 Apr 2026 13:00 07 Apr 2026 20:00 $0.30920 $0.31800 +2.43% BEAR 8 signal
07 Apr 2026 00:00 07 Apr 2026 04:00 $0.31040 $0.31150 -0.06% CRASH 5 signal
06 Apr 2026 21:00 06 Apr 2026 23:00 $0.31500 $0.31200 -1.46% CRASH 3 stop

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

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44.0% Win Rate Sharpe 3.80 987 Trades -13.4% Max Drawdown