Best trading strategy for ETH
On ETH, the strongest tested strategy is MACD Crossover — Sharpe 1.21 net of fees, slippage and funding over 2024-08-15 → 2026-07-05, across 530 trades. Of the 12 single-asset strategies we backtested on ETH, 1 cleared the Sharpe 1.0 bar. Every number below is a real Hyperliquid backtest, not a claim.
The ETH 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 |
|---|---|---|---|---|---|
| MACD Crossoverclears bar | 1.21 | +13.7% | −6.5% | 530 | ok |
| Breakout | 0.76 | +66.0% | −35.3% | 80 | moderate |
| Supertrend | 0.66 | +11.1% | −7.5% | 18 | low |
| Ichimoku Cloud | 0.55 | +31.6% | −50.0% | 19 | low |
| MA Crossover | 0.46 | +6.4% | −7.5% | 147 | ok |
| Stochastic | 0.36 | +2.5% | −5.6% | 31 | moderate |
| Supertrend Bollinger | 0.30 | +1.7% | −3.7% | 5 | very low |
| RSI | 0.24 | +1.1% | −2.8% | 17 | low |
| AI Trading Bot | 0.19 | +2.3% | −9.9% | 150 | ok |
| ADX Trend | -0.07 | -0.8% | −7.6% | 49 | moderate |
| Confluence | -0.08 | -0.7% | −5.9% | 258 | ok |
| Mean Reversion | -1.27 | -7.0% | −7.9% | 35 | 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.
MACD Crossover cleared the bar on ETH (Sharpe 1.21). Start it on your own Hyperliquid account, or fork it and change the settings first.
At $1,000, MACD Crossover's worst historical dip on ETH was about $65. Free account, your own keys — Keel only places the trades.
What this is: a single-asset backtest of 12 systematic strategies on ETH, 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.