POLPOLPolygon$0.081140+1.08%
24h High$0.08
24h Low$0.08
Volume$4.3M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / POL
OMNISCIUS · V6.2 (PYTHIA)

POL Polygon (POL) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for POL - Polygon. 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 2,532 trades in total, compounding an initial $10,000 base to a final value of $487,568,474. 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 • $0.081140 (+1.08%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Polygon (POL, formerly MATIC) is an Ethereum scaling ecosystem offering multiple Layer 2 solutions including zkEVM, PoS chain, and CDK. Polygon is one of the most widely adopted scaling solutions with partnerships from major brands. POL price tracks Ethereum scaling narratives and Layer 2 competition dynamics, creating distinct trading patterns from the broader market.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View POL 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
3.63
Sortino Ratio
6.62
Profit Factor
2.08
Calmar Ratio
50.97
Win Rate
44.7%
Max Drawdown
-13.9%
Avg Drawdown
-12.50%
Alpha vs B&H
+36,833,696.8pp
Total Trades
1,266
Exposure
45.4%
Beats B&H
2/2
Sharpe Trend
-3.43
POL

POL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+35.6%
30t
+23.2%
35t
+10.5%
32t
+81.6%
36t
+4.8%
28t
+6.8%
36t
+78.3%
39t
+8.8%
42t
 +627.5%
2021
+510.4%
82t
+1,237.4%
96t
+213.1%
67t
+206.8%
60t
+1,446.4%
74t
+71.2%
50t
+68.1%
48t
+99.4%
52t
+27.0%
43t
+89.9%
47t
+37.7%
50t
+197.5%
67t
 +68,735,356.6%
2022
+38.7%
44t
+37.0%
41t
+12.7%
30t
+4.8%
36t
+60.5%
39t
+52.7%
40t
+100.9%
43t
+16.7%
35t
+20.5%
30t
+16.2%
29t
+64.3%
44t
-5.9%
36t
 +2,690.6%
2023
+32.0%
43t
+16.5%
36t
+18.5%
34t
+14.6%
35t
+3.7%
24t
+16.1%
31t
-1.9%
36t
-1.7%
30t
-6.2%
27t
+10.2%
36t
+31.4%
36t
+18.8%
34t
 +291.5%
2024
+7.4%
50t
+32.3%
33t
+24.0%
37t
-2.0%
25t
0.0%
11t
+4.2%
8t
+2.7%
11t
+5.3%
16t
+2.1%
17t
-4.5%
14t
+32.8%
32t
+19.8%
45t
 +201.8%
2025 +10.0%
33t
 		+14.1%
18t
 		-1.7%
17t
 		+9.4%
15t
 		-11.5%
35t
 		+7.8%
16t
 		+26.5%
25t
 		+49.8%
30t
 		-6.7%
22t
 		+29.5%
25t
 		+10.8%
11t
 		-1.9%
6t
 		+220.7%
2026 -2.6%
37t
 		+28.2%
23t
 		-0.2%
13t
 		+11.7%
31t
-4.6%
13t
—
—
—
—
—
—
—
 +32.9%

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

Smart Insights
  • ↑ Exceptional return: +48.76K× — compound across the full walk-forward window.
  • ↑ Robust sample: 1266 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +3.19% on 505 trades, WR 79%.
  • ↓ Weakest regime: CRASH — avg -0.45% on 362 trades, WR 14%.

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 POL 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 505 75.2% +2.83% 15.63 11.5
BULL 547 52.2% +1.81% 4.05 14.1
BEAR 714 44.9% +0.34% 1.51 10.7

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 5.35 16,052x -11.0% 46.1% 2006 Yes
2 Apr '24 – May '26 1.92 204% -13.9% 43.3% 526 Yes

Trade Logv6.2 Pythia

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

Compound Return
+3.9%
Win Rate
48.0%
24W / 26L
Max Drawdown
-5.0%
€10,000 Invested
€10,387
1.0x 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
16 May 2026 07:00 19 May 2026 13:00 $0.08900 $0.09030 +0.89% BEAR 79 trail
16 May 2026 01:00 16 May 2026 06:00 $0.09140 $0.09050 -1.46% BEAR 6 stop
14 May 2026 12:00 15 May 2026 13:00 $0.09360 $0.09270 -1.46% CRASH 26 stop
14 May 2026 04:00 14 May 2026 11:00 $0.09440 $0.09350 -1.46% BEAR 8 stop
13 May 2026 20:00 14 May 2026 03:00 $0.09700 $0.09610 -1.46% CRASH 8 stop
12 May 2026 16:00 13 May 2026 19:00 $0.09930 $0.09840 -1.46% BEAR 28 stop
12 May 2026 02:00 12 May 2026 15:00 $0.10190 $0.10090 -1.46% NEUTRAL 14 stop
08 May 2026 15:00 08 May 2026 17:00 $0.09940 $0.10140 +1.59% NEUTRAL 3 signal
07 May 2026 20:00 07 May 2026 23:00 $0.09860 $0.09880 -0.21% NEUTRAL 4 signal
05 May 2026 10:00 05 May 2026 12:00 $0.09780 $0.09870 +0.51% NEUTRAL 3 signal
03 May 2026 23:00 05 May 2026 08:00 $0.09540 $0.09760 +1.89% NEUTRAL 34 signal
01 May 2026 05:00 01 May 2026 13:00 $0.09460 $0.09420 -0.83% BEAR 9 signal
01 May 2026 01:00 01 May 2026 03:00 $0.09400 $0.09470 +0.33% BEAR 3 signal
30 Apr 2026 17:00 30 Apr 2026 19:00 $0.09570 $0.09560 -0.51% NEUTRAL 3 signal
30 Apr 2026 05:00 30 Apr 2026 07:00 $0.09370 $0.09400 -0.09% BEAR 3 signal
29 Apr 2026 19:00 30 Apr 2026 01:00 $0.09130 $0.09530 +3.95% BEAR 7 signal
28 Apr 2026 13:00 29 Apr 2026 17:00 $0.09120 $0.09090 -0.74% BEAR 29 signal
28 Apr 2026 06:00 28 Apr 2026 08:00 $0.09200 $0.09160 -0.84% BEAR 3 signal
26 Apr 2026 17:00 26 Apr 2026 19:00 $0.09200 $0.09230 -0.08% NEUTRAL 3 signal
25 Apr 2026 00:00 26 Apr 2026 15:00 $0.09160 $0.09180 -0.19% NEUTRAL 40 signal
24 Apr 2026 17:00 24 Apr 2026 23:00 $0.09370 $0.09280 -1.46% CRASH 7 stop
23 Apr 2026 01:00 23 Apr 2026 08:00 $0.09290 $0.09340 +0.13% BEAR 8 signal
21 Apr 2026 20:00 21 Apr 2026 22:00 $0.09300 $0.09320 -0.19% BEAR 3 signal
20 Apr 2026 23:00 21 Apr 2026 10:00 $0.09300 $0.09380 +0.45% BEAR 12 signal
19 Apr 2026 23:00 20 Apr 2026 17:00 $0.08810 $0.09520 +7.62% BEAR 19 signal
19 Apr 2026 02:00 19 Apr 2026 11:00 $0.08920 $0.09010 +0.60% BEAR 10 signal
18 Apr 2026 17:00 18 Apr 2026 19:00 $0.08940 $0.08920 -0.63% BEAR 3 signal
18 Apr 2026 12:00 18 Apr 2026 14:00 $0.08940 $0.08990 +0.15% BEAR 3 signal
17 Apr 2026 05:00 17 Apr 2026 07:00 $0.08840 $0.08990 +1.28% BEAR 3 signal
16 Apr 2026 15:00 16 Apr 2026 17:00 $0.08760 $0.08890 +1.07% BEAR 3 signal
16 Apr 2026 02:00 16 Apr 2026 12:00 $0.08560 $0.08880 +3.31% BEAR 11 exit_fp
15 Apr 2026 08:00 15 Apr 2026 10:00 $0.08380 $0.08490 +0.90% BEAR 3 signal
14 Apr 2026 23:00 15 Apr 2026 05:00 $0.08240 $0.08310 +0.44% BEAR 7 signal
14 Apr 2026 20:00 14 Apr 2026 22:00 $0.08320 $0.08240 -1.46% CRASH 3 stop
13 Apr 2026 02:00 13 Apr 2026 14:00 $0.08260 $0.08340 +0.56% BEAR 13 signal
12 Apr 2026 14:00 12 Apr 2026 22:00 $0.08260 $0.08180 -1.46% CRASH 9 stop
12 Apr 2026 04:00 12 Apr 2026 10:00 $0.08390 $0.08310 -1.46% CRASH 7 stop
10 Apr 2026 09:00 11 Apr 2026 02:00 $0.08470 $0.08590 +1.00% BEAR 18 signal
10 Apr 2026 01:00 10 Apr 2026 08:00 $0.08670 $0.08590 -1.46% CRASH 8 stop
08 Apr 2026 23:00 09 Apr 2026 01:00 $0.08860 $0.08780 -1.46% CRASH 3 stop
08 Apr 2026 16:00 08 Apr 2026 22:00 $0.08990 $0.08910 -1.46% CRASH 7 stop
06 Apr 2026 23:00 07 Apr 2026 21:00 $0.08950 $0.09150 +1.82% BEAR 23 signal
05 Apr 2026 07:00 06 Apr 2026 04:00 $0.08990 $0.09330 +3.36% BEAR 22 signal
03 Apr 2026 09:00 03 Apr 2026 13:00 $0.09290 $0.09200 -1.46% BEAR 5 stop
31 Mar 2026 06:00 31 Mar 2026 16:00 $0.09090 $0.09000 -1.46% CRASH 11 stop
27 Mar 2026 12:00 28 Mar 2026 07:00 $0.09070 $0.09160 +0.58% BEAR 20 signal
27 Mar 2026 01:00 27 Mar 2026 10:00 $0.09490 $0.09400 -1.46% CRASH 10 stop
26 Mar 2026 19:00 26 Mar 2026 23:00 $0.09350 $0.09480 +0.98% CRASH 5 signal
24 Mar 2026 18:00 24 Mar 2026 20:00 $0.09420 $0.09480 +0.23% BEAR 3 signal
23 Mar 2026 00:00 23 Mar 2026 02:00 $0.09240 $0.09420 +1.53% BEAR 3 signal

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44.7% Win Rate Sharpe 3.63 1,266 Trades -13.9% Max Drawdown