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) | 0.3% | -40.9% | -22.0% | -23.8% | -17.4% | -17.4% |
| CAGR (gross) | 0.3% | -40.9% | -22.0% | -23.8% | -17.4% | -17.4% |
| Returns (net) | 0.0% | -4.2% | -5.9% | -12.5% | -11.7% | -11.7% |
| Returns (gross) | 0.0% | -4.2% | -5.9% | -12.5% | -11.7% | -11.7% |
| Sharpe ratio | 5.08 | -2.06 | -0.65 | -0.45 | -0.33 | -0.33 |
| Max drawdown | -0.0% | -8.5% | -13.6% | -31.7% | -31.7% | -31.7% |
| Volatility | 0.1% | 24.1% | 31.0% | 41.4% | 43.5% | 43.5% |
| TVL low | $18.10K | $17.70K | $16.82K | $4.06K | $105.32 | $105.32 |
| TVL high | $18.10K | $19.47K | $19.95K | $29.92K | $29.92K | $29.92K |
| Share price start (USDC) | 0.883293 | 0.922307 | 0.939107 | 1.01009 | 1.0000 | 1.0000 |
| Share price end (USDC) | 0.883345 | 0.883345 | 0.883345 | 0.883345 | 0.883345 | 0.883345 |
| Period data availability | 8 days | 31 days | 91 days | 181 days | 238 days | 238 days |
| Period start | 2026-07-14 | 2026-06-21 | 2026-04-22 | 2026-01-22 | 2025-11-26 | 2025-11-26 |
| Period end | 2026-07-21 | 2026-07-21 | 2026-07-21 | 2026-07-21 | 2026-07-21 | 2026-07-21 |