SAPIENSAPIENSapien$0.082800+4.02%
24h High$0.08
24h Low$0.08
Volume$624,444
Updated16:43 UTC
Modelv6.2 Pythia
Backtests / SAPIEN
OMNISCIUS · V6.2 (PYTHIA)

SAPIEN Sapien (SAPIEN) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for SAPIEN - Sapien. The results below cover the complete out-of-sample window from Feb 2026 → May 2026 across 2 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 69 trades in total, compounding an initial $10,000 base to a final value of $11,300. 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 Feb 2026 – May 2026 $0.082800 (+4.02%)
Walk-forward validated Backtest = Live (bit-identical) Net of fees (0.15% / 0.25%) Forward-look-bias audited

Sapien (SAPIEN) is an AI-focused protocol combining decentralized identity with reputation scoring for human-vs-AI verification and data labeling. Recent listing with limited trading history. Price responds to AI-narrative cycles, identity-protocol competition (Worldcoin, Humanity), and ecosystem-launch milestones.

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
1.46
Sortino Ratio
-0.45
Profit Factor
1.62
Calmar Ratio
19.91
Win Rate
46.6%
Max Drawdown
-7.5%
Avg Drawdown
-6.02%
Alpha vs B&H
+160,187.5pp
Total Trades
35
Exposure
25.4%
Beats B&H
1/2
Sharpe Trend
+3.96
SAPIEN

SAPIEN Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2026
+11.6%
9t
-11.2%
18t
+19.9%
29t
+11.6%
13t
+32.8%

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

Smart Insights
  • Solid return: +13.0%, comfortably above passive hold for most months.
  • Strongest regime: NEUTRAL — avg +1.63% on 7 trades, WR 71%.
  • Weakest regime: CRASH — avg -0.61% on 30 trades, WR 27%.

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 SAPIEN over the latest walk-forward cycle (2026-04-04 → 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
BULL 1 100.0% +5.11% 0.00 9.0
BEAR 31 60.8% +1.11% 3.38 11.5

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
2 Feb '26 – Apr '26 -0.52 -1% -7.5% 40.7% 27 Yes
3 Apr '26 – May '26 3.44 14% -4.5% 52.4% 42 No

Trade Logv6.2 Pythia

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

Entry Exit Entry Price Exit Price PnL Regime Bars Exit Reason
20 May 2026 15:00 20 May 2026 18:00 $0.10930 $0.11290 +2.87% NEUTRAL 4 signal
20 May 2026 06:00 20 May 2026 14:00 $0.10290 $0.10860 +5.11% BULL 9 exit_fp
19 May 2026 11:00 20 May 2026 05:00 $0.10400 $0.10300 -1.46% NEUTRAL 19 stop
19 May 2026 06:00 19 May 2026 10:00 $0.10920 $0.10820 -1.46% BEAR 5 stop
18 May 2026 11:00 19 May 2026 05:00 $0.11120 $0.11020 -1.46% NEUTRAL 19 stop
18 May 2026 01:00 18 May 2026 10:00 $0.11740 $0.11630 -1.46% BEAR 10 stop
15 May 2026 14:00 16 May 2026 02:00 $0.12360 $0.12710 +2.41% BEAR 13 signal
13 May 2026 22:00 14 May 2026 00:00 $0.11430 $0.12070 +5.17% NEUTRAL 3 signal
07 May 2026 15:00 07 May 2026 19:00 $0.10230 $0.10530 +2.51% NEUTRAL 5 signal
03 May 2026 03:00 03 May 2026 09:00 $0.09110 $0.09180 +0.36% BEAR 7 signal
02 May 2026 06:00 03 May 2026 02:00 $0.09710 $0.09620 -1.46% BEAR 21 stop
01 May 2026 03:00 01 May 2026 05:00 $0.08950 $0.09010 +0.26% NEUTRAL 3 signal
30 Apr 2026 16:00 01 May 2026 00:00 $0.08930 $0.08970 +0.04% BEAR 9 signal
30 Apr 2026 11:00 30 Apr 2026 13:00 $0.09110 $0.09120 -0.30% BEAR 3 signal
29 Apr 2026 19:00 30 Apr 2026 00:00 $0.08880 $0.09020 +1.16% BEAR 6 signal
29 Apr 2026 17:00 29 Apr 2026 17:00 $0.09360 $0.09270 -1.46% BEAR 1 stop
28 Apr 2026 02:00 29 Apr 2026 14:00 $0.09170 $0.09270 +0.68% BEAR 37 signal
26 Apr 2026 08:00 27 Apr 2026 14:00 $0.09550 $0.09460 -1.46% CRASH 31 stop
26 Apr 2026 03:00 26 Apr 2026 04:00 $0.09660 $0.09760 +0.62% BEAR 2 exit_fp
25 Apr 2026 19:00 26 Apr 2026 01:00 $0.09570 $0.09480 -1.46% CRASH 7 stop
25 Apr 2026 17:00 25 Apr 2026 18:00 $0.09790 $0.09700 -1.46% BEAR 2 stop
23 Apr 2026 20:00 23 Apr 2026 22:00 $0.08890 $0.08950 +0.26% BEAR 3 signal
23 Apr 2026 08:00 23 Apr 2026 11:00 $0.08760 $0.08870 +0.84% BEAR 4 signal
22 Apr 2026 20:00 22 Apr 2026 22:00 $0.08870 $0.08950 +0.49% BEAR 3 signal
22 Apr 2026 14:00 22 Apr 2026 16:00 $0.09090 $0.09030 -1.07% BEAR 3 signal
22 Apr 2026 02:00 22 Apr 2026 05:00 $0.08810 $0.09110 +2.98% BEAR 4 signal
21 Apr 2026 22:00 22 Apr 2026 00:00 $0.08770 $0.08740 -0.75% BEAR 3 signal
21 Apr 2026 04:00 21 Apr 2026 10:00 $0.09040 $0.08950 -1.46% CRASH 7 stop
20 Apr 2026 18:00 20 Apr 2026 22:00 $0.09130 $0.09390 +2.43% BEAR 5 exit_fp
20 Apr 2026 06:00 20 Apr 2026 17:00 $0.08670 $0.09130 +4.88% BEAR 12 exit_fp
19 Apr 2026 20:00 19 Apr 2026 21:00 $0.09090 $0.09720 +6.49% BEAR 2 exit_fp
19 Apr 2026 09:00 19 Apr 2026 19:00 $0.08630 $0.09090 +4.90% BEAR 11 exit_fp
18 Apr 2026 11:00 18 Apr 2026 15:00 $0.08790 $0.08710 -1.46% CRASH 5 stop
18 Apr 2026 08:00 18 Apr 2026 08:00 $0.09090 $0.09000 -1.46% CRASH 1 stop
17 Apr 2026 16:00 18 Apr 2026 07:00 $0.09640 $0.09550 -1.46% CRASH 16 stop
15 Apr 2026 11:00 15 Apr 2026 13:00 $0.07490 $0.07520 -0.01% BEAR 3 signal
12 Apr 2026 20:00 13 Apr 2026 06:00 $0.07110 $0.07390 +3.51% NEUTRAL 11 exit_fp
09 Apr 2026 22:00 10 Apr 2026 23:00 $0.07380 $0.07700 +3.91% BEAR 26 exit_fp
06 Apr 2026 21:00 06 Apr 2026 22:00 $0.06810 $0.06750 -1.46% CRASH 2 stop
06 Apr 2026 07:00 06 Apr 2026 17:00 $0.06740 $0.06960 +2.84% BEAR 11 exit_fp
06 Apr 2026 00:00 06 Apr 2026 06:00 $0.06730 $0.06740 -0.26% BEAR 7 exit_fp
05 Apr 2026 10:00 05 Apr 2026 21:00 $0.06670 $0.06610 -1.46% CRASH 12 stop
29 Mar 2026 19:00 30 Mar 2026 00:00 $0.06440 $0.06460 -0.10% CRASH 6 signal
29 Mar 2026 14:00 29 Mar 2026 17:00 $0.06540 $0.06480 -1.32% CRASH 4 signal
29 Mar 2026 10:00 29 Mar 2026 12:00 $0.06530 $0.06560 +0.05% CRASH 3 signal
29 Mar 2026 04:00 29 Mar 2026 07:00 $0.06670 $0.06630 -1.01% CRASH 4 signal
28 Mar 2026 13:00 29 Mar 2026 02:00 $0.06760 $0.06700 -1.46% CRASH 14 stop
27 Mar 2026 16:00 28 Mar 2026 11:00 $0.06920 $0.06850 -1.46% CRASH 20 stop
26 Mar 2026 18:00 27 Mar 2026 14:00 $0.06830 $0.06940 +1.20% CRASH 21 signal
26 Mar 2026 09:00 26 Mar 2026 17:00 $0.07190 $0.07120 -1.46% CRASH 9 stop

Start Trading Sapien Smarter

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

46.6% Win Rate Sharpe 1.46 35 Trades -7.5% Max Drawdown