Marginal — close, but below the bar12 strategies tested
Best trading strategy for AAVE
On AAVE, no strategy clearly cleared our Sharpe 1.0 bar. The closest was RSI at Sharpe 0.89 — treat it as marginal, not a green light. We ran 12 single-asset strategies on AAVE; the full leaderboard, including the ones that failed, is below.
By Keel Research · Data as of 2026-07-05 · how these backtests were produced
Best Sharpe
0.89
RSI
Cleared the bar
0 / 12
Data coverage
99%
of the window
First bar
2024-08-15
The AAVE strategy leaderboard
Every strategy ranked by net Sharpe. Rows that clear the Sharpe 1.0 bar are highlighted; failed and wiped-out runs stay visible — click any strategy for its full multi-asset backtest.
| Strategy | Net Sharpe | Return | Max DD | Trades | Confidence |
|---|---|---|---|---|---|
| RSI | 0.89 | +4.8% | −1.5% | 14 | low |
| MA Crossover | 0.62 | +15.4% | −7.7% | 127 | ok |
| Supertrend | 0.40 | +8.8% | −12.0% | 22 | low |
| Ichimoku Cloud | 0.37 | -11.5% | −65.9% | 29 | low |
| MACD Crossover | 0.29 | +4.3% | −12.6% | 473 | ok |
| AI Trading Bot | 0.08 | +0.5% | −12.5% | 110 | ok |
| Supertrend Bollinger | 0.01 | -0.5% | −10.6% | 15 | low |
| Stochastic | -0.04 | -1.2% | −14.7% | 72 | moderate |
| Mean Reversion | -0.23 | -2.0% | −7.3% | 43 | moderate |
| Breakout | -0.33 | -69.4% | −80.5% | 96 | moderate |
| Confluence | -0.40 | -5.4% | −13.7% | 243 | ok |
| ADX Trend | -0.68 | -9.9% | −18.3% | 41 | moderate |
2024-08-15 → 2026-07-05 · net of fees, slippage, and funding · one engine, one window, one cost model for every strategy — no cherry-picking.
The return column reflects each strategy’s own position sizing (some hold only a small slice of one coin), so Sharpe — which isn’t affected by leverage — is the fair way to rank them. 3 strategies that rank coins against each other (like funding carry and momentum ranking) can't run on a single asset, so they're left out.
Start from the closest — RSI
Nothing cleared our bar on AAVE, but RSI came closest (Sharpe 0.89). Fork it and see if you can push it further — or run it as it is.
At $1,000, RSI's worst historical dip on AAVE was about $15. Free account, your own keys — Keel only places the trades.
What this is: a single-asset backtest of 12 systematic strategies on AAVE, on real Hyperliquid data, net of fees, slippage and funding. A high Sharpe on a low trade count is a small sample, not a promise. Where nothing clears the bar, we say so. Past performance does not predict future results, and this is not investment advice.
Related tools
Strategies on other assets
See the full strategy library or the per-asset index.