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) | 42.2% | 113.2% | -44.5% | -31.0% | -8.8% | -8.8% |
| CAGR (gross) | 42.2% | 113.2% | -44.5% | -31.0% | -8.8% | -8.8% |
| Returns (net) | 0.7% | 6.4% | -13.5% | -16.8% | -5.3% | -5.3% |
| Returns (gross) | 0.7% | 6.4% | -13.5% | -16.8% | -5.3% | -5.3% |
| Sharpe ratio | 1.91 | 2.51 | -1.52 | 0.07 | 0.36 | 0.36 |
| Max drawdown | -1.3% | -8.3% | -26.0% | -47.7% | -47.7% | -47.7% |
| Volatility | 19.2% | 32.2% | 34.8% | 99.4% | 98.6% | 98.6% |
| TVL low | $19.08K | $18.35K | $16.82K | $4.06K | $105.32 | $105.32 |
| TVL high | $19.40K | $19.95K | $28.39K | $29.92K | $29.92K | $29.92K |
| Share price start (USDC) | 0.900455 | 0.851886 | 1.04814 | 1.08933 | 0.957586 | 0.957586 |
| Share price end (USDC) | 0.906547 | 0.906547 | 0.906547 | 0.906547 | 0.906547 | 0.906547 |
| Period data availability | 8 days | 31 days | 91 days | 182 days | 217 days | 217 days |
| Period start | 2026-06-23 | 2026-05-31 | 2026-04-01 | 2026-01-01 | 2025-11-26 | 2025-11-26 |
| Period end | 2026-06-30 | 2026-06-30 | 2026-06-30 | 2026-06-30 | 2026-06-30 | 2026-06-30 |