Ichimoku trend-follower
Systematic long/short strategy for Hyperliquid perpetual futures, powered by multi-timeframe Ichimoku regime detection to align with prevailing trend structure and capture extended moves in both directions.
Performance metrics
| Metric | Week | Month | 3 months | 6 months | Year | Lifetime |
|---|---|---|---|---|---|---|
| CAGR (net) | 1,586.5% | -63.9% | -67.5% | -27.0% | -27.0% | -27.0% |
| CAGR (gross) | 1,586.5% | -63.9% | -67.5% | -27.0% | -27.0% | -27.0% |
| Returns (net) | 5.6% | -8.0% | -24.2% | -14.1% | -14.1% | -14.1% |
| Returns (gross) | 5.6% | -8.0% | -24.2% | -14.1% | -14.1% | -14.1% |
| Sharpe ratio | 6.81 | -2.77 | -2.31 | 0.15 | 0.15 | 0.15 |
| Max drawdown | -2.5% | -13.6% | -31.4% | -47.7% | -47.7% | -47.7% |
| Volatility | 42.8% | 34.6% | 44.3% | 111.6% | 111.6% | 111.6% |
| TVL low | $16.82K | $16.82K | $10.22K | $105.32 | $105.32 | $105.32 |
| TVL high | $17.76K | $19.69K | $29.92K | $29.92K | $29.92K | $29.92K |
| Share price start (USDC) | 0.779498 | 0.894794 | 1.08575 | 0.957586 | 0.957586 | 0.957586 |
| Share price end (USDC) | 0.822868 | 0.822868 | 0.822868 | 0.822868 | 0.822868 | 0.822868 |
| Period data availability | 8 days | 31 days | 91 days | 177 days | 177 days | 177 days |
| Period start | 2026-05-14 | 2026-04-21 | 2026-02-20 | 2025-11-26 | 2025-11-26 | 2025-11-26 |
| Period end | 2026-05-21 | 2026-05-21 | 2026-05-21 | 2026-05-21 | 2026-05-21 | 2026-05-21 |