Backtests / IMX
OMNISCIUS · V4.2 (THEROS)

IMX IMX (IMX) Backtest

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

6 Walk-Forward Cycles • Sep 2022 – May 2026 • $0.168500 (+0.42%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Immutable (IMX) is a leading Ethereum L2 specifically built for Web3 gaming, used by hundreds of titles. Strong correlation with gaming-cycle phases plus periodic catalysts from major game launches. Multi-year history (since 2022).

KPIs Equity Curve Regimes Per-Cycle Trade Log View IMX 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
12.91
Sortino Ratio
12.21
Profit Factor
32.22
Calmar Ratio
88,662.76
Win Rate
88.4%
Max Drawdown
-19.2%
Avg Drawdown
-12.38%
Alpha vs B&H
+765,260,722,538,407.1pp
Total Trades
114
Exposure
37.7%
Beats B&H
6/6
Sharpe Trend
+2.13
IMX

IMX Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2022
—
—
—
—
—
—
—
—
+38.8%
12t
+39.5%
13t
+139.6%
18t
+28.0%
9t
 +493.9%
2023
+180.8%
18t
+98.7%
10t
+180.2%
14t
+30.3%
8t
+26.1%
19t
+98.5%
21t
+30.1%
18t
+24.1%
21t
+28.9%
26t
+45.3%
19t
+246.5%
17t
+330.8%
17t
 +230,024.3%
2024
+104.2%
17t
+219.4%
14t
+116.8%
18t
+115.1%
12t
+163.7%
15t
+60.6%
10t
+152.3%
16t
+150.1%
14t
+108.5%
18t
+83.9%
11t
+287.9%
18t
+162.9%
17t
 +3,177,155.0%
2025
+128.9%
17t
+55.6%
14t
+158.9%
16t
+79.8%
14t
+145.5%
12t
+66.8%
14t
+167.0%
17t
+123.2%
13t
+172.5%
16t
+166.2%
20t
+84.4%
17t
+104.4%
15t
 +1,106,190.8%
2026
+119.1%
17t
+108.9%
15t
+54.2%
14t
+67.0%
12t
+0.9%
1t
—
—
—
—
—
—
—
 +1,089.2%

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

Smart Insights
  • ↑ Exceptional return: +7,652.61B× — compound across the full walk-forward window.
  • ↑ High win rate: 88.4% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.2% — expect volatility on capital.
  • ↑ Robust sample: 114 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.00% on 107 trades, WR 91%.

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 152 97.3% +4.30% 92.71 18.2
BULL 107 87.7% +6.21% 59.13 21.0
SIDEWAYS 376 86.1% +4.39% 41.58 18.5
BEAR 49 85.2% +3.34% 9.03 16.0

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 Sep '22 – Apr '23 11.35 66.3x -16.3% 86.2% 94 Yes
2 Apr '23 – Nov '23 9.79 23.3x -10.4% 79.6% 147 Yes
3 Nov '23 – Jul '24 14.99 466.1x -6.6% 94.5% 109 Yes
4 Jul '24 – Feb '25 14.22 441.3x -19.2% 93.0% 114 Yes
5 Feb '25 – Sep '25 13.60 294.2x -15.2% 89.9% 109 Yes
6 Sep '25 – May '26 13.48 75.9x -6.6% 87.4% 111 Yes

Trade Log

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

Compound Return
+468.0%
Win Rate
88.0%
44W / 6L
Max Drawdown
-3.8%
€10,000 Invested
€56,804
5.7x 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 14:00 02 May 2026 03:00 $0.16550 $0.16780 +0.89% SIDEWAYS 62 trail
25 Apr 2026 01:00 25 Apr 2026 14:00 $0.17580 $0.18300 +3.67% SIDEWAYS 14 short_signal
21 Apr 2026 10:00 22 Apr 2026 06:00 $0.17740 $0.18110 +1.67% SIDEWAYS 21 exit_fp
19 Apr 2026 23:00 20 Apr 2026 21:00 $0.15490 $0.17060 +9.69% SIDEWAYS 23 take_profit
16 Apr 2026 18:00 17 Apr 2026 01:00 $0.16520 $0.16970 +2.30% SIDEWAYS 8 signal
14 Apr 2026 19:00 16 Apr 2026 05:00 $0.14490 $0.16280 +11.89% SIDEWAYS 35 take_profit
12 Apr 2026 23:00 14 Apr 2026 01:00 $0.13790 $0.14810 +6.96% BEAR 27 signal
09 Apr 2026 11:00 10 Apr 2026 05:00 $0.14380 $0.14860 +2.92% BEAR 19 signal
08 Apr 2026 19:00 08 Apr 2026 22:00 $0.14260 $0.14270 -0.34% BEAR 4 signal
07 Apr 2026 01:00 08 Apr 2026 04:00 $0.13370 $0.14550 +8.38% BEAR 28 exit_fp
05 Apr 2026 13:00 06 Apr 2026 10:00 $0.13260 $0.13970 +4.92% BEAR 22 exit_fp
03 Apr 2026 02:00 03 Apr 2026 21:00 $0.13180 $0.13420 +1.29% BEAR 20 trail
01 Apr 2026 02:00 01 Apr 2026 09:00 $0.14080 $0.14120 -0.13% BEAR 8 signal
29 Mar 2026 17:00 30 Mar 2026 08:00 $0.14380 $0.14910 +3.26% BEAR 16 exit_fp
27 Mar 2026 23:00 28 Mar 2026 04:00 $0.14620 $0.14280 -2.80% BEAR 6 stop
26 Mar 2026 11:00 27 Mar 2026 06:00 $0.14560 $0.15280 +4.52% BEAR 20 exit_fp
23 Mar 2026 01:00 23 Mar 2026 23:00 $0.15440 $0.16110 +3.91% BEAR 23 exit_fp
21 Mar 2026 23:00 22 Mar 2026 00:00 $0.15580 $0.16830 +7.58% BEAR 2 exit_fp
20 Mar 2026 08:00 20 Mar 2026 13:00 $0.16370 $0.16390 -0.29% SIDEWAYS 6 signal
16 Mar 2026 13:00 17 Mar 2026 01:00 $0.17330 $0.18330 +5.34% BEAR 13 signal
14 Mar 2026 11:00 16 Mar 2026 00:00 $0.15890 $0.16940 +6.03% BEAR 38 trail
10 Mar 2026 07:00 12 Mar 2026 02:00 $0.15910 $0.16450 +2.97% BEAR 44 short_signal
09 Mar 2026 00:00 09 Mar 2026 18:00 $0.14950 $0.15280 +1.69% BEAR 19 trail
05 Mar 2026 08:00 06 Mar 2026 06:00 $0.15780 $0.16400 +3.50% BEAR 23 exit_fp
04 Mar 2026 13:00 04 Mar 2026 15:00 $0.15920 $0.16340 +2.22% BEAR 3 exit_fp
03 Mar 2026 09:00 04 Mar 2026 00:00 $0.15590 $0.15930 +1.66% BEAR 16 trail
01 Mar 2026 20:00 02 Mar 2026 12:00 $0.15650 $0.16490 +4.85% BEAR 17 trail
28 Feb 2026 09:00 28 Feb 2026 22:00 $0.15180 $0.16580 +8.78% BEAR 14 exit_fp
26 Feb 2026 16:00 27 Feb 2026 06:00 $0.16340 $0.17300 +5.44% BEAR 15 exit_fp
24 Feb 2026 04:00 25 Feb 2026 19:00 $0.15190 $0.18110 +18.74% BEAR 40 exit_fp
23 Feb 2026 02:00 23 Feb 2026 09:00 $0.15190 $0.16040 +5.16% BEAR 8 signal
19 Feb 2026 14:00 21 Feb 2026 12:00 $0.15710 $0.16960 +7.52% BEAR 47 short_signal
17 Feb 2026 15:00 17 Feb 2026 19:00 $0.16680 $0.16750 +0.01% BEAR 5 signal
16 Feb 2026 11:00 17 Feb 2026 02:00 $0.16590 $0.17460 +4.81% BEAR 16 exit_fp
12 Feb 2026 23:00 14 Feb 2026 04:00 $0.16370 $0.16790 +2.04% BEAR 30 trail
11 Feb 2026 09:00 12 Feb 2026 10:00 $0.14840 $0.16470 +10.53% BEAR 26 exit_fp
09 Feb 2026 09:00 09 Feb 2026 17:00 $0.15570 $0.16000 +2.34% BEAR 9 exit_fp
07 Feb 2026 08:00 07 Feb 2026 17:00 $0.15970 $0.16420 +2.40% BEAR 10 signal
06 Feb 2026 01:00 06 Feb 2026 15:00 $0.14970 $0.16060 +6.84% BEAR 15 exit_fp
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.18600 $0.17980 -3.84% BEAR 3 stop
02 Feb 2026 01:00 02 Feb 2026 16:00 $0.18200 $0.18800 +2.87% BEAR 16 exit_fp
31 Jan 2026 19:00 01 Feb 2026 00:00 $0.17790 $0.18530 +3.62% BEAR 6 regime_exit
30 Jan 2026 04:00 30 Jan 2026 18:00 $0.20430 $0.21020 +2.47% SIDEWAYS 15 exit_fp
27 Jan 2026 13:00 28 Jan 2026 03:00 $0.22900 $0.23900 +3.94% SIDEWAYS 15 exit_fp
25 Jan 2026 21:00 26 Jan 2026 14:00 $0.23000 $0.24000 +3.92% SIDEWAYS 18 exit_fp
22 Jan 2026 18:00 23 Jan 2026 03:00 $0.24800 $0.25600 +2.80% SIDEWAYS 10 short_signal
22 Jan 2026 04:00 22 Jan 2026 05:00 $0.26500 $0.26600 -0.03% SIDEWAYS 2 exit_fp
21 Jan 2026 09:00 21 Jan 2026 15:00 $0.24000 $0.24600 +2.08% SIDEWAYS 7 exit_fp
19 Jan 2026 07:00 19 Jan 2026 20:00 $0.25800 $0.26600 +2.68% SIDEWAYS 14 exit_fp
17 Jan 2026 00:00 17 Jan 2026 15:00 $0.27900 $0.30700 +9.59% SIDEWAYS 16 exit_fp

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88.4% Win Rate Sharpe 12.91 114 Trades -19.2% Max Drawdown