Backtests / LDO
OMNISCIUS · V4.2 (THEROS)

LDO LDO (LDO) Backtest

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

6 Walk-Forward Cycles • Dec 2022 – May 2026 • $0.375300 (+1.21%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

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 Regimes Per-Cycle Trade Log View LDO 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
11.77
Sortino Ratio
10.35
Profit Factor
24.44
Calmar Ratio
140,530.50
Win Rate
87.4%
Max Drawdown
-18.3%
Avg Drawdown
-10.87%
Alpha vs B&H
+23,625,159,578,167.3pp
Total Trades
103
Exposure
36.5%
Beats B&H
6/6
Sharpe Trend
+0.47
LDO

LDO Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2022
—
—
—
—
—
—
—
—
—
—
—
+21.9%
9t
 +21.9%
2023
+329.5%
25t
+126.5%
9t
+60.5%
12t
+15.0%
3t
+79.8%
11t
+38.8%
9t
+51.1%
9t
+39.8%
15t
+33.2%
15t
+31.4%
15t
+157.0%
15t
+8.8%
3t
 +46,237.1%
2024
+105.6%
12t
+116.2%
17t
+109.4%
23t
+72.8%
20t
+142.4%
13t
+136.7%
19t
+109.1%
18t
+99.3%
17t
+121.6%
17t
+82.5%
16t
+263.9%
22t
+289.5%
20t
 +2,206,064.7%
2025
+328.6%
22t
+114.1%
21t
+93.4%
16t
+108.8%
15t
+139.9%
19t
+93.1%
13t
+151.8%
15t
+165.6%
18t
+50.2%
15t
+119.5%
18t
+97.4%
18t
+89.9%
12t
 +1,418,224.1%
2026
+36.9%
11t
+34.8%
12t
+57.8%
15t
+133.7%
11t
—
—
—
—
—
—
—
—
 +581.0%

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

Smart Insights
  • ↑ Exceptional return: +236.25B× — compound across the full walk-forward window.
  • ↑ High win rate: 87.4% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -18.3% — expect volatility on capital.
  • ↑ Robust sample: 103 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.95% on 95 trades, WR 80%.

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 173 91.1% +4.51% 29.28 17.0
BULL 95 84.2% +7.76% 16.77 19.1
SIDEWAYS 301 90.0% +4.66% 73.00 19.4
BEAR 46 64.8% +3.65% 5.93 20.9

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 Dec '22 – Jul '23 10.56 35.6x -7.9% 88.5% 78 Yes
2 Jul '23 – Feb '24 9.43 15.9x -10.1% 83.3% 84 Yes
3 Feb '24 – Aug '24 11.91 125.9x -12.7% 89.4% 123 Yes
4 Aug '24 – Mar '25 14.90 820.6x -18.3% 90.3% 134 Yes
5 Mar '25 – Oct '25 12.79 142.6x -9.2% 85.5% 110 Yes
6 Oct '25 – May '26 11.03 24.5x -7.0% 87.2% 86 Yes

Trade Log

Most recent 50 trades from the walk-forward backtest (Dec 2025 – Apr 2026).

Compound Return
+436.7%
Win Rate
84.0%
42W / 8L
Max Drawdown
-3.7%
€10,000 Invested
€53,668
5.4x 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
27 Apr 2026 08:00 27 Apr 2026 23:00 $0.38440 $0.40910 +5.99% SIDEWAYS 16 exit_fp
25 Apr 2026 20:00 26 Apr 2026 19:00 $0.37490 $0.45360 +20.50% SIDEWAYS 24 exit_fp
23 Apr 2026 21:00 24 Apr 2026 01:00 $0.38910 $0.38510 -1.43% SIDEWAYS 5 signal
23 Apr 2026 04:00 23 Apr 2026 08:00 $0.37550 $0.38060 +0.94% SIDEWAYS 5 short_signal
20 Apr 2026 01:00 21 Apr 2026 15:00 $0.35990 $0.39710 +9.88% SIDEWAYS 39 exit_fp
14 Apr 2026 21:00 16 Apr 2026 19:00 $0.35140 $0.45120 +27.88% SIDEWAYS 47 exit_fp
13 Apr 2026 18:00 14 Apr 2026 08:00 $0.31900 $0.35820 +11.71% BEAR 15 trail
13 Apr 2026 02:00 13 Apr 2026 05:00 $0.31320 $0.30770 -2.25% BEAR 4 stop
09 Apr 2026 12:00 11 Apr 2026 02:00 $0.31450 $0.33270 +5.35% BEAR 39 short_signal
07 Apr 2026 01:00 07 Apr 2026 23:00 $0.30990 $0.33550 +7.82% BEAR 23 exit_fp
05 Apr 2026 06:00 06 Apr 2026 10:00 $0.30810 $0.32650 +5.54% BEAR 29 exit_fp
31 Mar 2026 09:00 31 Mar 2026 14:00 $0.31960 $0.32460 +1.15% BEAR 6 short_signal
30 Mar 2026 01:00 30 Mar 2026 17:00 $0.30850 $0.31790 +2.50% BEAR 17 trail
27 Mar 2026 11:00 28 Mar 2026 23:00 $0.27670 $0.30840 +10.87% BEAR 37 trail
26 Mar 2026 20:00 26 Mar 2026 22:00 $0.28630 $0.28770 +0.08% BEAR 3 signal
25 Mar 2026 02:00 25 Mar 2026 08:00 $0.29650 $0.30150 +1.27% BEAR 7 exit_fp
22 Mar 2026 21:00 24 Mar 2026 13:00 $0.28180 $0.29250 +3.27% BEAR 41 trail
20 Mar 2026 19:00 21 Mar 2026 01:00 $0.29670 $0.29840 +0.16% SIDEWAYS 7 signal
15 Mar 2026 22:00 16 Mar 2026 11:00 $0.30980 $0.31840 +2.25% BEAR 14 trail
14 Mar 2026 01:00 15 Mar 2026 09:00 $0.29620 $0.30450 +2.26% BEAR 33 trail
10 Mar 2026 09:00 11 Mar 2026 22:00 $0.28980 $0.29980 +3.03% BEAR 38 short_signal
08 Mar 2026 17:00 09 Mar 2026 20:00 $0.28130 $0.28970 +2.56% BEAR 28 short_signal
08 Mar 2026 01:00 08 Mar 2026 04:00 $0.28120 $0.27350 -3.25% BEAR 4 stop
03 Mar 2026 09:00 04 Mar 2026 19:00 $0.29870 $0.32470 +8.26% BEAR 35 exit_fp
01 Mar 2026 18:00 02 Mar 2026 15:00 $0.30170 $0.31650 +4.48% BEAR 22 exit_fp
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.28820 $0.31340 +8.30% BEAR 19 exit_fp
24 Feb 2026 06:00 25 Feb 2026 10:00 $0.29300 $0.30510 +3.59% BEAR 29 trail
23 Feb 2026 01:00 23 Feb 2026 09:00 $0.29260 $0.30890 +5.14% BEAR 9 exit_fp
19 Feb 2026 15:00 21 Feb 2026 09:00 $0.31860 $0.33430 +4.50% BEAR 43 exit_fp
18 Feb 2026 21:00 19 Feb 2026 02:00 $0.32840 $0.33200 +0.68% BEAR 6 signal
16 Feb 2026 22:00 17 Feb 2026 01:00 $0.34580 $0.34320 -1.16% BEAR 4 signal
13 Feb 2026 01:00 14 Feb 2026 14:00 $0.33500 $0.35640 +5.95% BEAR 38 short_signal
11 Feb 2026 09:00 12 Feb 2026 12:00 $0.32630 $0.33680 +2.67% BEAR 28 trail
09 Feb 2026 07:00 09 Feb 2026 10:00 $0.35000 $0.33980 -3.32% BEAR 4 stop
06 Feb 2026 00:00 07 Feb 2026 05:00 $0.31460 $0.36370 +15.25% BEAR 30 short_signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.41990 $0.40600 -3.71% BEAR 3 stop
01 Feb 2026 13:00 02 Feb 2026 15:00 $0.41640 $0.42990 +2.92% BEAR 27 exit_fp
31 Jan 2026 15:00 01 Feb 2026 00:00 $0.42670 $0.42470 -0.89% BEAR 10 regime_exit
25 Jan 2026 19:00 27 Jan 2026 09:00 $0.48920 $0.51230 +4.29% SIDEWAYS 39 trail
23 Jan 2026 15:00 23 Jan 2026 18:00 $0.52560 $0.53260 +1.02% SIDEWAYS 4 signal
21 Jan 2026 01:00 21 Jan 2026 22:00 $0.53080 $0.53330 +0.16% SIDEWAYS 22 short_signal
19 Jan 2026 00:00 19 Jan 2026 19:00 $0.54180 $0.56090 +3.21% SIDEWAYS 20 exit_fp
13 Jan 2026 05:00 14 Jan 2026 00:00 $0.62350 $0.66790 +6.79% SIDEWAYS 20 exit_fp
12 Jan 2026 14:00 12 Jan 2026 16:00 $0.61690 $0.62170 +0.47% SIDEWAYS 3 signal
11 Jan 2026 23:00 12 Jan 2026 01:00 $0.63100 $0.63740 +0.70% SIDEWAYS 3 signal
08 Jan 2026 10:00 09 Jan 2026 15:00 $0.62250 $0.64390 +3.12% SIDEWAYS 30 exit_fp
03 Jan 2026 14:00 05 Jan 2026 00:00 $0.60860 $0.64000 +4.83% SIDEWAYS 35 short_signal
02 Jan 2026 22:00 03 Jan 2026 01:00 $0.62530 $0.62230 -0.79% SIDEWAYS 4 signal
31 Dec 2025 17:00 02 Jan 2026 09:00 $0.56760 $0.61780 +8.51% SIDEWAYS 41 take_profit
30 Dec 2025 11:00 31 Dec 2025 01:00 $0.58840 $0.59370 +0.59% SIDEWAYS 15 signal

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87.4% Win Rate Sharpe 11.77 103 Trades -18.3% Max Drawdown