Backtests / COMP
OMNISCIUS · V4.2 (THEROS)

COMP COMP (COMP) Backtest

Walk-forward validated backtest results for COMP. The model is trained on historical data and tested exclusively on unseen future data.

6 Walk-Forward Cycles • May 2021 – May 2026 • $23.0700 (-3.92%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Compound (COMP) is one of the original DeFi lending protocols and pioneer of liquidity-mining incentives. COMP holders govern protocol parameters and risk. Multi-year history with clear cycle behaviour around DeFi summer narratives and Ethereum upgrade events.

KPIs Equity Curve Regimes Per-Cycle Trade Log View COMP Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.

Sharpe Ratio
11.93
Sortino Ratio
14.00
Profit Factor
33.38
Calmar Ratio
21,409.20
Win Rate
89.2%
Max Drawdown
-11.7%
Avg Drawdown
-9.62%
Alpha vs B&H
+300,958,368,492,324,352.0pp
Total Trades
151
Exposure
39.9%
Beats B&H
6/6
Sharpe Trend
-1.68
COMP

COMP Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
—
+158.8%
13t
+137.1%
11t
+160.2%
10t
+137.7%
19t
+127.5%
14t
+114.4%
15t
+89.6%
13t
+81.3%
11t
 +63,557.6%
2022
+35.5%
8t
+126.6%
13t
+147.4%
17t
+96.9%
15t
+78.1%
15t
+171.5%
14t
+202.2%
17t
+95.6%
19t
+143.6%
24t
+14.3%
18t
+100.2%
14t
+33.5%
17t
 +318,070.1%
2023
+111.6%
21t
+73.6%
11t
+91.8%
18t
+44.9%
11t
+21.0%
12t
+186.7%
18t
+300.0%
17t
+37.5%
13t
+45.3%
16t
+37.6%
16t
+109.9%
17t
+85.7%
13t
 +151,672.5%
2024
+91.9%
16t
+107.5%
15t
+100.1%
15t
+44.2%
14t
+72.7%
11t
+37.2%
11t
+96.1%
15t
+79.9%
16t
+40.8%
16t
+44.5%
19t
+142.8%
19t
+157.3%
23t
 +121,990.7%
2025
+115.2%
19t
+86.5%
17t
+67.0%
17t
+107.2%
17t
+88.5%
15t
+133.4%
13t
+119.2%
14t
+78.1%
10t
+44.5%
14t
+78.5%
14t
+112.4%
19t
+35.8%
10t
 +177,177.2%
2026
+28.2%
10t
+59.0%
16t
+33.9%
14t
+116.9%
14t
—
—
—
—
—
—
—
—
 +492.1%

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

Smart Insights
  • ↑ Exceptional return: +3,009,583.68B× — compound across the full walk-forward window.
  • ↑ High win rate: 89.2% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 151 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.02% on 128 trades, WR 93%.

Regime Breakdown

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 195 94.9% +3.95% 24.70 19.3
BULL 128 91.4% +6.28% 63.67 25.1
SIDEWAYS 493 89.5% +4.13% 31.59 19.7
BEAR 87 92.7% +5.86% 7.42 18.6

Per-Cycle Results

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 '21 – Mar '22 13.39 1,331x -8.8% 94.6% 130 Yes
2 Mar '22 – Jan '23 11.75 473.1x -10.7% 86.6% 172 Yes
3 Jan '23 – Nov '23 11.03 301.0x -10.0% 85.4% 151 Yes
4 Nov '23 – Sep '24 12.23 199.6x -11.7% 95.1% 142 Yes
5 Sep '24 – Jul '25 11.45 713.3x -7.7% 85.8% 176 Yes
6 Jul '25 – May '26 11.71 109.2x -9.0% 87.9% 132 Yes

Trade Log

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

Compound Return
+376.9%
Win Rate
78.0%
39W / 11L
Max Drawdown
-6.0%
€10,000 Invested
€47,689
4.8x 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
29 Apr 2026 17:00 30 Apr 2026 02:00 $23.410 $23.820 +1.65% SIDEWAYS 10 short_signal
27 Apr 2026 06:00 28 Apr 2026 23:00 $21.880 $23.790 +8.62% SIDEWAYS 42 take_profit
26 Apr 2026 01:00 26 Apr 2026 10:00 $21.810 $23.590 +8.05% SIDEWAYS 10 exit_fp
21 Apr 2026 23:00 22 Apr 2026 17:00 $22.470 $22.859 +1.55% SIDEWAYS 19 trail
19 Apr 2026 10:00 20 Apr 2026 18:00 $24.860 $25.840 +3.81% SIDEWAYS 33 exit_fp
18 Apr 2026 11:00 18 Apr 2026 16:00 $25.420 $26.110 +2.58% SIDEWAYS 6 short_signal
14 Apr 2026 17:00 16 Apr 2026 20:00 $21.330 $23.690 +10.92% SIDEWAYS 52 take_profit
13 Apr 2026 03:00 14 Apr 2026 04:00 $20.110 $21.560 +7.07% BEAR 26 exit_fp
12 Apr 2026 03:00 12 Apr 2026 09:00 $19.870 $20.740 +4.24% BEAR 7 exit_fp
11 Apr 2026 01:00 11 Apr 2026 14:00 $20.240 $20.780 +2.53% BEAR 14 exit_fp
09 Apr 2026 06:00 10 Apr 2026 10:00 $18.360 $21.380 +16.30% BEAR 29 exit_fp
07 Apr 2026 13:00 08 Apr 2026 17:00 $16.490 $19.060 +15.44% BEAR 29 exit_fp
01 Apr 2026 19:00 06 Apr 2026 10:00 $16.770 $16.930 +0.82% BEAR 112 short_signal
31 Mar 2026 21:00 01 Apr 2026 01:00 $17.740 $17.380 -2.16% BEAR 5 signal
31 Mar 2026 01:00 31 Mar 2026 08:00 $17.880 $17.483 -2.36% BEAR 8 stop
26 Mar 2026 13:00 26 Mar 2026 17:00 $18.850 $18.800 -0.36% BEAR 5 short_signal
22 Mar 2026 21:00 24 Mar 2026 01:00 $18.410 $19.084 +3.52% BEAR 29 trail
19 Mar 2026 08:00 20 Mar 2026 14:00 $18.450 $18.984 +2.75% SIDEWAYS 31 trail
15 Mar 2026 13:00 16 Mar 2026 02:00 $18.520 $18.899 +1.90% BEAR 14 trail
12 Mar 2026 15:00 13 Mar 2026 06:00 $17.760 $19.120 +7.55% BEAR 16 exit_fp
11 Mar 2026 21:00 12 Mar 2026 02:00 $18.440 $17.770 -3.73% BEAR 6 short_signal
11 Mar 2026 05:00 11 Mar 2026 08:00 $16.800 $17.570 +4.48% BEAR 4 exit_fp
10 Mar 2026 10:00 10 Mar 2026 16:00 $16.810 $16.930 +0.61% BEAR 7 short_signal
09 Mar 2026 12:00 09 Mar 2026 21:00 $16.640 $16.720 +0.38% BEAR 10 short_signal
08 Mar 2026 13:00 08 Mar 2026 23:00 $16.470 $16.756 +1.59% BEAR 11 trail
03 Mar 2026 15:00 04 Mar 2026 15:00 $17.290 $18.430 +6.49% BEAR 25 exit_fp
01 Mar 2026 18:00 02 Mar 2026 14:00 $17.720 $18.040 +1.70% BEAR 21 exit_fp
28 Feb 2026 09:00 01 Mar 2026 01:00 $17.380 $18.380 +5.65% BEAR 17 exit_fp
26 Feb 2026 23:00 27 Feb 2026 04:00 $18.810 $19.190 +1.92% BEAR 6 exit_fp
25 Feb 2026 09:00 25 Feb 2026 18:00 $18.150 $19.110 +5.18% BEAR 10 short_signal
24 Feb 2026 05:00 24 Feb 2026 20:00 $17.060 $17.769 +4.01% BEAR 16 trail
22 Feb 2026 18:00 23 Feb 2026 01:00 $17.620 $17.103 -3.07% BEAR 8 stop
21 Feb 2026 18:00 22 Feb 2026 05:00 $18.100 $17.569 -3.07% BEAR 12 stop
19 Feb 2026 05:00 21 Feb 2026 00:00 $17.810 $18.220 +2.20% BEAR 44 short_signal
16 Feb 2026 16:00 17 Feb 2026 01:00 $19.780 $19.610 -0.96% BEAR 10 short_signal
14 Feb 2026 08:00 15 Feb 2026 05:00 $20.360 $23.930 +17.42% BEAR 22 exit_fp
13 Feb 2026 05:00 13 Feb 2026 15:00 $16.350 $18.920 +15.60% BEAR 11 exit_fp
12 Feb 2026 01:00 12 Feb 2026 16:00 $15.970 $15.526 -2.92% BEAR 16 stop
09 Feb 2026 09:00 10 Feb 2026 00:00 $16.530 $16.860 +1.86% BEAR 16 short_signal
06 Feb 2026 01:00 07 Feb 2026 03:00 $16.700 $17.650 +5.58% BEAR 27 exit_fp
04 Feb 2026 18:00 04 Feb 2026 22:00 $19.430 $19.350 -0.51% BEAR 5 short_signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $20.220 $19.564 -3.42% BEAR 3 stop
01 Feb 2026 22:00 02 Feb 2026 15:00 $19.260 $20.290 +5.21% BEAR 18 exit_fp
31 Jan 2026 19:00 01 Feb 2026 00:00 $19.050 $19.980 +4.69% BEAR 6 regime_exit
28 Jan 2026 06:00 28 Jan 2026 19:00 $23.720 $23.860 +0.46% SIDEWAYS 14 short_signal
25 Jan 2026 19:00 27 Jan 2026 12:00 $23.130 $23.644 +2.04% SIDEWAYS 42 trail
23 Jan 2026 20:00 24 Jan 2026 00:00 $23.880 $24.170 +1.08% SIDEWAYS 5 short_signal
21 Jan 2026 19:00 21 Jan 2026 23:00 $24.620 $24.250 -1.63% SIDEWAYS 5 short_signal
19 Jan 2026 01:00 19 Jan 2026 21:00 $24.860 $25.660 +3.08% SIDEWAYS 21 exit_fp
16 Jan 2026 14:00 17 Jan 2026 00:00 $26.370 $27.280 +3.32% SIDEWAYS 11 exit_fp

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89.2% Win Rate Sharpe 11.93 151 Trades -11.7% Max Drawdown