Best multi-indicator combo for crypto perps

You can adjust RSI confirmation zone, Signal timeframe, Pinned universe. The config explorer on this page lets you compare every setting we tested — including the ones that underperformed — with the exact backtested result for each.

trend-combomedium risk

Multi-Indicator Confluence (Crypto)

Name: Multi-Indicator Confluence (Crypto) — backtest results (Hyperliquid, 2024-08-15→2026-09-29)
Creator: Keel

Does a multi-indicator confluence strategy work on crypto? Backtested on real Hyperliquid perps from 2024-08-15 to 2026-09-29, the default settings earned a Sharpe of 1.78 — +262.1% total return with a 21.1% worst drawdown across 1,554 trades in 848 positions, net of fees, slippage, and funding.

By Keel Research · Data as of 2026-09-29 · how this backtest was produced

Sharpe

1.78

default settings

Total return

+262.1%

Worst drawdown

−21.1%

Trades

1,554

2024-08-15 → 2026-09-29 · net of fees, slippage, and funding · price-only Sharpe 1.91 · these are the default settings, not a hand-picked best case.

Run this strategy →Fork & customize

At $1,000, this strategy’s worst historical dip was about $211. Free account, your own Hyperliquid keys — Keel only trades.

How it works

This is a three-filter trend strategy on the top-15 Hyperliquid perpetuals, four- hour bars. It goes long a coin only when all three agree: its EMA-50 is above its EMA-200 (an uptrend), its MACD histogram is positive (momentum), and its RSI sits in a healthy 45-70 zone (not overbought, not collapsing). If any filter disagrees, it holds cash. Positions are equal-weight, 1x gross, long-or-flat.

When it works best

Clean, established uptrends where trend, momentum, and strength all line up — the three filters keep it in the strongest names and out of anything ambiguous. Over 2024-08-15 to 2026-09-29 the default three-filter settings returned +262.1% with a Sharpe of 1.78 and a maximum drawdown of −21.1%, net of fees, slippage, and funding.

When it struggles

Choppy or reversing markets, where the filters flip in and out and entries get whipsawed. There is also an honest finding worth flagging: stacking more indicators is not free. Dropping the RSI filter — running just trend and momentum — actually scored a little higher in the test window, because the three measures overlap, so the third one screens out some good trades along with the noise. The default keeps all three because the full three-filter setup is the one people ask about, but the leaner two-filter version was the stronger performer.

How it’s built

The exact strategy behind this backtest — no black box. Switch to code to see or copy the full definition.

Configuration

Globalsconfig

target_timeframe4h

UniverseassetsTop by Volume · HL Perps · 15 assets15 resolved

Executiontrading

rebalanceOn Change

Factories

ema_gatefactory

px_vs_50factory

Pipeline7 steps

PriceDataLoaderData Loader

ohlcvstore

Parallel2 branches

entries

Parallel2 branches

const

ConstantForecastForecast Mapper

value1

setup

Parallel3 branches

regime_up

ema_gatecall

AboveThresholdFilterSignal Transform

threshold0

momentum_on

MACDIndicator

fast_period12slow_period26signal_period9

AboveThresholdFilterSignal Transform

threshold0

not_exhausted

RSIIndicator

period14

RangeSelectorSignal Transform

low_threshold45high_threshold70

MaskAndSignal Composer

ApplyMaskSignal Composer

score_signalconstfilter_signalsetup

conf_entrystore

exits

Parallel2 branches

const

ConstantForecastForecast Mapper

value1

bail

Parallel2 branches

macd_flip

MACDIndicator

fast_period12slow_period26signal_period9

BelowThresholdFilterSignal Transform

threshold0

below_50

px_vs_50call

BelowThresholdFilterSignal Transform

threshold0

MaskOrSignal Composer

ApplyMaskSignal Composer

score_signalconstfilter_signalbail

conf_exitstore

TradeManagerPosition Manager

entriesconf_entrypricesohlcv

Parallel1 branches

bail

conf_exitload

ExitPosition Manager

ExposurePosition Manager

EqualWeightSizerPosition Sizer

target_leverage1max_weight0.2

Globals(target_timeframe="4h")

Universe(mode="top_volume", top_n=15, market="perp", resolved=["BTC", "DOGE", "ETH", "GRAM", "HYPE", "LINK", "LIT", "PUMP", "SOL", "SUI", "VVV", "XPL", "XRP", "ZEC", "kPEPE"], resolved_at="2026-07-06T20:37:14.085090+00:00")

Execution(rebalance="on_change")

ema_gate = Pipeline([
    {
        "fast": [EWMA(window=50)],
        "slow": [EWMA(window=200)],
    },
    Crossover(fast_key="fast", slow_key="slow"),
], name="ema_gate")

px_vs_50 = Pipeline([
    {
        "px": [EWMA(window=2)],
        "e50": [EWMA(window=50)],
    },
    Crossover(fast_key="px", slow_key="e50"),
], name="px_vs_50")

Pipeline([
    PriceDataLoader(),
    Store("ohlcv"),
    {
        "entries": [
            Pipeline([
                {
                    "const": [ConstantForecast(value=1.0)],
                    "setup": [
                        Pipeline([
                            {
                                "regime_up": [ema_gate, AboveThresholdFilter(threshold=0.0)],
                                "momentum_on": [MACD(fast_period=12, slow_period=26, signal_period=9), AboveThresholdFilter(threshold=0.0)],
                                "not_exhausted": [RSI(period=14), RangeSelector(low_threshold=45, high_threshold=70)],
                            },
                            MaskAnd(),
                        ], name="setup"),
                    ],
                },
                ApplyMask(score_signal="const", filter_signal="setup"),
                Store("conf_entry"),
            ], name="entries"),
        ],
        "exits": [
            Pipeline([
                {
                    "const": [ConstantForecast(value=1.0)],
                    "bail": [
                        Pipeline([
                            {
                                "macd_flip": [MACD(fast_period=12, slow_period=26, signal_period=9), BelowThresholdFilter(threshold=0.0)],
                                "below_50": [px_vs_50, BelowThresholdFilter(threshold=0.0)],
                            },
                            MaskOr(),
                        ], name="bail"),
                    ],
                },
                ApplyMask(score_signal="const", filter_signal="bail"),
                Store("conf_exit"),
            ], name="exits"),
        ],
    },
    TradeManager(entries="conf_entry", prices="ohlcv"),
    {
        "bail": [Load("conf_exit"), Exit()],
    },
    Exposure(),
    EqualWeightSizer(target_leverage=1.0, max_weight=0.2),
], name="confluence_crypto")

Globals(target_timeframe="4h")Universe(mode="top_volume", top_n=15, market="perp", resolved=["BTC", "DOGE", "ETH", "GRAM", "HYPE", "LINK", "LIT", "PUMP", "SOL", "SUI", "VVV", "XPL", "XRP", "ZEC", "kPEPE"], resolved_at="2026-07-06T20:37:14.085090+00:00")Execution(rebalance="on_change")ema_gate = Pipeline([    {        "fast": [EWMA(window=50)],        "slow": [EWMA(window=200)],    },    Crossover(fast_key="fast", slow_key="slow"),], name="ema_gate")px_vs_50 = Pipeline([    {        "px": [EWMA(window=2)],        "e50": [EWMA(window=50)],    },    Crossover(fast_key="px", slow_key="e50"),], name="px_vs_50")Pipeline([    PriceDataLoader(),    Store("ohlcv"),    {        "entries": [            Pipeline([                {                    "const": [ConstantForecast(value=1.0)],                    "setup": [                        Pipeline([                            {                                "regime_up": [ema_gate, AboveThresholdFilter(threshold=0.0)],                                "momentum_on": [MACD(fast_period=12, slow_period=26, signal_period=9), AboveThresholdFilter(threshold=0.0)],                                "not_exhausted": [RSI(period=14), RangeSelector(low_threshold=45, high_threshold=70)],                            },                            MaskAnd(),                        ], name="setup"),                    ],                },                ApplyMask(score_signal="const", filter_signal="setup"),                Store("conf_entry"),            ], name="entries"),        ],        "exits": [            Pipeline([                {                    "const": [ConstantForecast(value=1.0)],                    "bail": [                        Pipeline([                            {                                "macd_flip": [MACD(fast_period=12, slow_period=26, signal_period=9), BelowThresholdFilter(threshold=0.0)],                                "below_50": [px_vs_50, BelowThresholdFilter(threshold=0.0)],                            },                            MaskOr(),                        ], name="bail"),                    ],                },                ApplyMask(score_signal="const", filter_signal="bail"),                Store("conf_exit"),            ], name="exits"),        ],    },    TradeManager(entries="conf_entry", prices="ohlcv"),    {        "bail": [Load("conf_exit"), Exit()],    },    Exposure(),    EqualWeightSizer(target_leverage=1.0, max_weight=0.2),], name="confluence_crypto")

Explore the settings

precomputed · updates instantly

Adjust a setting to see the exact backtested result — including the ones that lost money.

Complete 12-cell public cross-product on explicit resolved universes.

Signal timeframe

RSI confirmation zone

Pinned universe

Sharpe

1.78

Return

262.1%

Worst DD

−21.1%

Trades

1,554

Run these settings →Fork & customize

At $1,000, these settings' worst historical dip was about $211. You land in the editor with this exact setup. Free account, your own keys.

Compare all 12 settings

Settings	Sharpe	Return	Worst DD	Trades
Signal 4h · RSI 40-75 · Pinned top15_launch	2.03	359.8%	−20.2%	1,596
Signal 4h · RSI 40-75 · Pinned top25_launch	1.88	440.9%	−28.7%	3,941
Signal 4h · RSI 45-70 · Pinned top15_launchdefault	1.78	262.1%	−21.1%	1,554
Signal 4h · RSI 45-70 · Pinned top25_launch	1.73	354.9%	−26.3%	3,895
Signal 4h · RSI 50-65 · Pinned top15_launch	1.68	224.7%	−21.2%	1,390
Signal 4h · RSI 50-65 · Pinned top25_launch	1.58	278.8%	−29.0%	3,522
Signal 1d · RSI 40-75 · Pinned top15_launch	0.55	29.6%	−34.1%	159
Signal 1d · RSI 40-75 · Pinned top25_launch	0.58	35.2%	−37.0%	276
Signal 1d · RSI 45-70 · Pinned top15_launch	0.66	38.5%	−34.6%	154
Signal 1d · RSI 45-70 · Pinned top25_launch	0.78	55.5%	−36.7%	261
Signal 1d · RSI 50-65 · Pinned top15_launch	0.70	40.8%	−33.1%	140
Signal 1d · RSI 50-65 · Pinned top25_launch	0.77	52.3%	−37.2%	250

The data

Monthly returns

Month	Return
2024-08	0.0%
2024-09	+13.8%
2024-10	+6.3%
2024-11	+29.4%
2024-12	+1.6%
2025-01	-5.8%
2025-02	-1.6%
2025-03	-0.5%
2025-04	+5.2%
2025-05	-1.6%
2025-06	+1.0%
2025-07	+13.8%
2025-08	-1.8%
2025-09	+29.5%
2025-10	-1.9%
2025-11	-0.3%
2025-12	+4.8%
2026-01	+6.5%
2026-02	+3.6%
2026-03	+4.7%
2026-04	-2.7%
2026-05	+11.1%
2026-06	-7.9%
2026-07	+1.1%
2026-08	+15.9%
2026-09	+18.3%

Which assets it traded

Avg allocation	Days held	% of time held	Asset
0.1774	733	15.76	LINK
0.1818	718	15.44	BTC
0.1858	704	15.14	HYPE
0.177	677	14.56	ETH
0.1767	627	13.48	SOL
0.1852	587	12.62	VVV
0.1737	550	11.83	DOGE
0.1752	514	11.05	SUI
0.1731	513	11.03	kPEPE
0.1749	510	10.97	XRP
0.1852	361	7.76	ZEC
0.1789	330	7.1	PUMP
0.183	312	6.71	LIT
0.1806	169	3.63	XPL
0.1584	24	0.52	GRAM

What this is: a historical backtest on real Hyperliquid market data, net of fees, slippage, and funding. Its worst historical drawdown was 21.1% — expect drawdowns of that order or worse. Past performance does not predict future results, and this is not investment advice. Size your account so a full drawdown is survivable.

Multi-Indicator Confluence (Crypto)

How it works

How it works

When it works best

When it struggles

How it’s built

Configuration

Factories

Explore the settings

The data

Monthly returns

Which assets it traded

Common questions

Related strategies