Aptos Trading Signals
AI-powered APT signals from Omniscius v2.5. Walk-forward validated.
AlgoZilla monitors Aptos (APT) around the clock using 170+ technical indicators. Our Omniscius v2.5 model delivers a 81.4% win rate across 334 backtest trades with a Sharpe ratio of 11.5 and a maximum drawdown of -8.9%.
Every signal includes entry price, stop-loss, and take-profit. The model is retrained bi-weekly specifically for APT, adapting to its unique market dynamics.
About Aptos
Aptos (APT) is a Layer 1 blockchain built by former members of Meta's Diem project. Using the Move programming language, Aptos focuses on safety, scalability, and user experience. As a newer asset with high institutional backing, APT shows strong trending behavior during market sentiment shifts. Our model tracks its momentum patterns and cross-correlation with other Layer 1 tokens for signal generation.
APT Performance
Based on the last 50 backtest trades for Aptos.
Paper Trade Results
Simulated live trading results for Aptos. Paper trades are executed monthly — each month represents a clean start.
How paper trades work: Paper trades simulate real-time signal execution without actual capital. Each monthly result shows the compound return from following every signal from the first day of that month — a clean entry point with no carry-over from previous months. The quarterly figure (Q1, Q2, etc.) compounds across three months, reflecting what a full-quarter allocation would have returned.
The model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. Results include trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1% / 0.1%) is significantly cheaper and would improve returns further.
Trade History
Price chart with entry (green) and exit (red/green) points from the walk-forward backtest.
Equity Curve
Portfolio growth over the most recent walk-forward fold (log scale).
Backtest Performance
Walk-forward validated results for APT. Tested 2024–2026.
Extended Statistics
Recent Trades
Last 20 trades from the walk-forward backtest (run: April 17, 2026). Backtests are re-run after each bi-weekly model retrain.
| Entry | Exit | PnL | Regime | Duration |
|---|---|---|---|---|
| 02 Feb 2026 01:00 | 02 Feb 2026 14:00 | +0.94% | SIDEWAYS | 14h |
| 31 Jan 2026 18:00 | 31 Jan 2026 23:00 | +5.02% | SIDEWAYS | 6h |
| 27 Jan 2026 20:00 | 28 Jan 2026 09:00 | +0.57% | SIDEWAYS | 14h |
| 25 Jan 2026 19:00 | 27 Jan 2026 05:00 | +8.16% | SIDEWAYS | 1.5d |
| 21 Jan 2026 13:00 | 22 Jan 2026 19:00 | +0.59% | SIDEWAYS | 1.3d |
| 19 Jan 2026 01:00 | 19 Jan 2026 01:00 | -0.25% | SIDEWAYS | 1h |
| 16 Jan 2026 16:00 | 17 Jan 2026 08:00 | +6.04% | SIDEWAYS | 17h |
| 12 Jan 2026 09:00 | 13 Jan 2026 15:00 | +8.74% | SIDEWAYS | 1.3d |
| 09 Jan 2026 13:00 | 10 Jan 2026 00:00 | +0.97% | SIDEWAYS | 12h |
| 06 Jan 2026 18:00 | 06 Jan 2026 21:00 | +3.21% | SIDEWAYS | 4h |
| 05 Jan 2026 13:00 | 05 Jan 2026 18:00 | +3.72% | SIDEWAYS | 6h |
| 03 Jan 2026 16:00 | 05 Jan 2026 00:00 | +2.58% | SIDEWAYS | 1.4d |
| 02 Jan 2026 05:00 | 03 Jan 2026 03:00 | +3.94% | SIDEWAYS | 23h |
| 31 Dec 2025 19:00 | 01 Jan 2026 16:00 | +8.01% | SIDEWAYS | 22h |
| 30 Dec 2025 05:00 | 30 Dec 2025 07:00 | +0.11% | SIDEWAYS | 3h |
| 27 Dec 2025 01:00 | 28 Dec 2025 00:00 | +2.15% | SIDEWAYS | 24h |
| 19 Dec 2025 02:00 | 19 Dec 2025 19:00 | +12.28% | SIDEWAYS | 18h |
| 18 Dec 2025 04:00 | 18 Dec 2025 13:00 | +5.02% | SIDEWAYS | 10h |
| 15 Dec 2025 17:00 | 17 Dec 2025 00:00 | +2.47% | SIDEWAYS | 1.3d |
| 12 Dec 2025 17:00 | 13 Dec 2025 16:00 | +5.00% | SIDEWAYS | 24h |
Frequently Asked Questions
What is a backtest?
A backtest simulates how the model would have traded using historical data. Our backtests use walk-forward validation: the model is trained on past data and tested on future data it has never seen. This prevents overfitting and gives realistic performance estimates. View APT backtest →
What are paper trades?
Paper trades are live signals executed in real-time without real money. They show how the model performs right now on current market data. Unlike backtests, paper trades have no hindsight bias — they prove the model works in live conditions. View paper trades →
Backtest vs Paper Trade?
Backtests cover years of data across multiple market cycles (bull, bear, sideways). Paper trades cover weeks to months of live data. Together they provide a complete picture: backtests show long-term robustness, paper trades confirm current-market performance.
How often is the model retrained?
The Omniscius model is retrained every two weeks per coin. Each retrain ingests the latest price data, on-chain metrics, and sentiment indicators. Feature importance is recalculated automatically so the model adapts to evolving market conditions. Learn more about Omniscius →
Start Trading Aptos Smarter
Every signal includes entry price, stop-loss, and take-profit. Delivered to your Telegram the moment our model detects an opportunity.
