Backtests / TRB
OMNISCIUS · V4.2 (THEROS)

TRB TRB (TRB) Backtest

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

6 Walk-Forward Cycles • Jul 2021 – May 2026 • $21.0000 (-0.76%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Tellor (TRB) provides a decentralized oracle network that delivers off-chain data on-chain via a proof-of-work-style competitive reporting system. Long-running protocol (since 2019) with 49K+ bars of history. Volatile due to thin liquidity but well-suited for systematic strategies.

KPIs Equity Curve Regimes Per-Cycle Trade Log View TRB 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
12.45
Sortino Ratio
14.75
Profit Factor
29.37
Calmar Ratio
71,689.78
Win Rate
89.0%
Max Drawdown
-19.3%
Avg Drawdown
-14.96%
Alpha vs B&H
+632,348,194,372,906,647,552.0pp
Total Trades
163
Exposure
42.6%
Beats B&H
6/6
Sharpe Trend
-0.46
TRB

TRB Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
—
—
—
+161.1%
20t
+189.4%
21t
+216.4%
21t
+208.3%
16t
+165.9%
21t
+72.7%
17t
 +33,753.0%
2022
+68.2%
22t
+100.4%
18t
+158.7%
16t
+62.8%
16t
+441.6%
23t
+117.5%
24t
+421.7%
19t
+366.7%
15t
+120.7%
15t
+50.9%
9t
+123.7%
16t
+57.1%
13t
 +4,763,602.4%
2023
+77.1%
13t
+103.1%
14t
+92.7%
16t
+54.5%
13t
+25.9%
12t
+66.8%
12t
+67.2%
12t
+109.1%
17t
+652.5%
28t
+363.3%
21t
+90.6%
14t
+843.9%
23t
 +4,930,713.2%
2024
+88.6%
17t
+36.9%
12t
+96.5%
21t
+96.4%
17t
+342.7%
21t
+57.3%
16t
+92.1%
15t
+134.6%
19t
+91.7%
15t
+56.5%
16t
+249.7%
19t
+173.5%
19t
 +897,122.2%
2025
+61.0%
18t
+92.7%
19t
+79.4%
14t
+100.4%
13t
+353.6%
17t
+116.3%
17t
+78.6%
13t
+73.9%
11t
+50.2%
16t
+136.3%
19t
+104.8%
17t
+85.7%
16t
 +458,825.2%
2026
+58.5%
16t
+58.1%
17t
+54.9%
12t
+116.7%
18t
+21.0%
2t
—
—
—
—
—
—
—
 +917.1%

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

Smart Insights
  • ↑ Exceptional return: +6,323,481,943.73B× — compound across the full walk-forward window.
  • ↑ High win rate: 89.0% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.3% — expect volatility on capital.
  • ↑ Robust sample: 163 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.15% on 138 trades, WR 85%.

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 215 88.4% +3.96% 21.48 16.2
BULL 138 81.8% +6.38% 265.68 24.2
SIDEWAYS 507 90.6% +4.96% 50.21 19.6
BEAR 119 88.7% +4.23% 12.48 15.8

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 Jul '21 – Apr '22 13.05 2,693x -17.9% 83.9% 186 Yes
2 Apr '22 – Feb '23 12.69 4,045x -16.5% 91.0% 155 Yes
3 Feb '23 – Dec '23 12.80 1,117x -11.3% 90.4% 157 Yes
4 Dec '23 – Sep '24 11.32 1,874x -19.3% 84.7% 170 Yes
5 Sep '24 – Jul '25 12.24 1,495x -19.0% 90.7% 162 Yes
6 Jul '25 – May '26 12.59 184.0x -5.8% 93.3% 149 Yes

Trade Log

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

Compound Return
+488.1%
Win Rate
94.0%
47W / 3L
Max Drawdown
-3.8%
€10,000 Invested
€58,813
5.9x 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
01 May 2026 15:00 02 May 2026 01:00 $19.500 $21.260 +8.92% SIDEWAYS 11 exit_fp
29 Apr 2026 19:00 01 May 2026 02:00 $18.030 $20.050 +11.09% SIDEWAYS 32 exit_fp
27 Apr 2026 08:00 29 Apr 2026 05:00 $18.210 $19.010 +4.29% SIDEWAYS 46 signal
26 Apr 2026 01:00 26 Apr 2026 18:00 $18.210 $18.660 +2.37% SIDEWAYS 18 signal
23 Apr 2026 06:00 24 Apr 2026 15:00 $17.970 $19.200 +6.74% SIDEWAYS 34 exit_fp
21 Apr 2026 20:00 21 Apr 2026 22:00 $18.390 $18.370 -0.21% SIDEWAYS 3 signal
19 Apr 2026 23:00 21 Apr 2026 03:00 $17.930 $18.287 +1.85% SIDEWAYS 29 trail
18 Apr 2026 17:00 19 Apr 2026 00:00 $18.640 $18.830 +0.92% SIDEWAYS 8 signal
17 Apr 2026 22:00 18 Apr 2026 01:00 $20.340 $20.900 +2.62% SIDEWAYS 4 signal
16 Apr 2026 14:00 16 Apr 2026 23:00 $18.020 $23.440 +29.91% SIDEWAYS 10 exit_fp
14 Apr 2026 19:00 16 Apr 2026 01:00 $15.290 $16.990 +10.97% SIDEWAYS 31 take_profit
13 Apr 2026 01:00 14 Apr 2026 01:00 $15.280 $15.780 +3.14% BEAR 25 signal
10 Apr 2026 12:00 10 Apr 2026 20:00 $15.030 $16.380 +8.84% BEAR 9 exit_fp
08 Apr 2026 23:00 09 Apr 2026 23:00 $14.750 $14.960 +1.24% BEAR 25 trail
06 Apr 2026 22:00 07 Apr 2026 23:00 $14.650 $15.450 +5.32% BEAR 26 exit_fp
05 Apr 2026 09:00 06 Apr 2026 06:00 $14.680 $14.875 +1.15% BEAR 22 trail
04 Apr 2026 01:00 04 Apr 2026 20:00 $14.520 $14.860 +2.16% BEAR 20 trail
03 Apr 2026 04:00 03 Apr 2026 09:00 $14.880 $15.020 +0.81% BEAR 6 signal
02 Apr 2026 13:00 02 Apr 2026 15:00 $14.480 $14.560 +0.42% BEAR 3 signal
01 Apr 2026 05:00 01 Apr 2026 07:00 $15.110 $15.140 +0.07% BEAR 3 signal
31 Mar 2026 01:00 31 Mar 2026 07:00 $15.070 $15.110 +0.14% BEAR 7 signal
29 Mar 2026 15:00 30 Mar 2026 08:00 $14.610 $15.260 +4.31% BEAR 18 exit_fp
24 Mar 2026 12:00 25 Mar 2026 11:00 $15.530 $16.200 +4.18% BEAR 24 signal
22 Mar 2026 21:00 23 Mar 2026 20:00 $15.280 $15.769 +3.01% BEAR 24 trail
19 Mar 2026 08:00 21 Mar 2026 01:00 $15.890 $16.420 +3.20% SIDEWAYS 42 signal
16 Mar 2026 01:00 16 Mar 2026 08:00 $16.350 $16.820 +2.74% BEAR 8 signal
11 Mar 2026 02:00 12 Mar 2026 22:00 $15.290 $16.320 +6.60% BEAR 45 signal
09 Mar 2026 23:00 10 Mar 2026 13:00 $15.130 $15.421 +1.74% BEAR 15 trail
07 Mar 2026 23:00 09 Mar 2026 10:00 $14.610 $15.043 +2.82% BEAR 36 trail
03 Mar 2026 19:00 04 Mar 2026 20:00 $14.480 $15.120 +4.28% BEAR 26 signal
01 Mar 2026 18:00 03 Mar 2026 06:00 $13.930 $14.297 +2.49% BEAR 37 trail
28 Feb 2026 09:00 01 Mar 2026 02:00 $13.340 $14.600 +9.34% BEAR 18 exit_fp
26 Feb 2026 14:00 27 Feb 2026 07:00 $14.590 $14.960 +2.43% BEAR 18 exit_fp
25 Feb 2026 13:00 25 Feb 2026 21:00 $14.680 $15.500 +5.48% BEAR 9 signal
24 Feb 2026 11:00 25 Feb 2026 00:00 $13.850 $14.021 +1.05% BEAR 14 trail
22 Feb 2026 21:00 22 Feb 2026 23:00 $14.570 $14.710 +0.83% BEAR 3 signal
19 Feb 2026 01:00 21 Feb 2026 08:00 $15.070 $15.540 +3.02% BEAR 56 exit_fp
15 Feb 2026 19:00 17 Feb 2026 03:00 $15.400 $16.080 +4.31% BEAR 33 signal
14 Feb 2026 10:00 14 Feb 2026 13:00 $15.670 $16.510 +5.26% BEAR 4 signal
13 Feb 2026 01:00 13 Feb 2026 21:00 $14.390 $15.040 +4.41% BEAR 21 signal
11 Feb 2026 09:00 12 Feb 2026 12:00 $13.680 $14.333 +4.62% BEAR 28 trail
09 Feb 2026 08:00 09 Feb 2026 17:00 $14.320 $14.990 +4.57% BEAR 10 exit_fp
08 Feb 2026 17:00 08 Feb 2026 19:00 $14.630 $14.880 +1.61% BEAR 3 signal
07 Feb 2026 06:00 07 Feb 2026 16:00 $14.600 $14.920 +2.09% BEAR 11 signal
06 Feb 2026 01:00 06 Feb 2026 17:00 $13.970 $15.320 +9.55% BEAR 17 exit_fp
04 Feb 2026 16:00 04 Feb 2026 20:00 $15.830 $16.170 +2.05% BEAR 5 signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $16.340 $15.769 -3.63% BEAR 3 stop
02 Feb 2026 01:00 03 Feb 2026 01:00 $16.100 $16.140 +0.15% BEAR 25 signal
31 Jan 2026 15:00 01 Feb 2026 00:00 $16.080 $15.990 -0.70% BEAR 10 regime_exit
30 Jan 2026 20:00 30 Jan 2026 23:00 $17.770 $17.950 +0.91% SIDEWAYS 4 signal

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89.0% Win Rate Sharpe 12.45 163 Trades -19.3% Max Drawdown