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) | -62.9% | -64.5% | 0.3% | 25.1% | 25.1% | 25.1% |
| CAGR (gross) | -62.9% | -64.5% | 0.3% | 25.1% | 25.1% | 25.1% |
| Returns (net) | -1.9% | -8.1% | 0.1% | 8.5% | 8.5% | 8.5% |
| Returns (gross) | -1.9% | -8.1% | 0.1% | 8.5% | 8.5% | 8.5% |
| Sharpe ratio | -1.78 | -1.63 | 0.66 | 0.90 | 0.90 | 0.90 |
| Max drawdown | -6.8% | -13.9% | -34.7% | -34.7% | -34.7% | -34.7% |
| Volatility | 49.6% | 54.4% | 137.5% | 134.0% | 134.0% | 134.0% |
| TVL low | $26.50K | $25.07K | $4.06K | $105.32 | $105.32 | $105.32 |
| TVL high | $28.39K | $29.92K | $29.92K | $29.92K | $29.92K | $29.92K |
| Share price start (USDC) | 1.05888 | 1.13109 | 1.03804 | 0.957586 | 0.957586 | 0.957586 |
| Share price end (USDC) | 1.03893 | 1.03893 | 1.03893 | 1.03893 | 1.03893 | 1.03893 |
| Period data availability | 8 days | 31 days | 92 days | 134 days | 134 days | 134 days |
| Period start | 2026-04-01 | 2026-03-09 | 2026-01-08 | 2025-11-26 | 2025-11-26 | 2025-11-26 |
| Period end | 2026-04-08 | 2026-04-08 | 2026-04-08 | 2026-04-08 | 2026-04-08 | 2026-04-08 |