Has a working strategy12 strategies tested
The best PENGU trading strategy, backtested
The best PENGU trading strategy in our backtests is MACD Crossover. Tested on PENGU alone from 2024-08-15 to 2026-09-29, it earned a Sharpe of 1.26 over 61 trades, net of fees, slippage and funding. 4 of the 12 strategies we ran on PENGU cleared our bar of Sharpe 1.0.
By Keel Research Team · Data as of 2026-09-29 · how these backtests were produced
Best Sharpe
1.26
MACD Crossover
Cleared the bar
4 / 12
Data from
2024-12-17
first bar in the test
Tested through
2026-09-29
end of the test
The PENGU 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 | 1.26 | +35.1% | −9.0% | 61 | moderate |
| Supertrend Bollingerclears bar | 1.16 | +34.3% | −15.0% | 26 | low |
| Breakoutclears bar | 1.13 | +216.8% | −69.5% | 84 | moderate |
| Supertrendclears bar | 1.07 | +36.4% | −12.8% | 27 | low |
| Confluence | 0.91 | +17.1% | −8.1% | 40 | moderate |
| ADX Trend | 0.83 | +21.8% | −15.3% | 66 | moderate |
| AI Trading Bot | 0.71 | +24.0% | −22.8% | 10 | low |
| Ichimoku Cloud | 0.48 | -9.6% | −79.0% | 36 | moderate |
| MA Crossover | 0.45 | +10.4% | −14.8% | 4 | very low |
| Mean Reversion | 0.41 | +4.0% | −4.9% | 68 | moderate |
| Stochastic | 0.18 | +1.8% | −5.8% | 3 | very low |
| RSI | -0.41 | -4.6% | −12.4% | 3 | very low |
2024-08-15 → 2026-09-29 · net of fees, slippage, and funding · one engine, one window, one cost model for every strategy, with 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 best PENGU strategy: MACD Crossover
MACD Crossover cleared the bar on PENGU alone (Sharpe 1.26). The library version trades a basket of coins. To run it on PENGU alone, fork it and pick PENGU as its only coin.
At $1,000, MACD Crossover's worst historical dip on PENGU alone was about $90. Free account, your own keys. Keel only places the trades.
PENGU trading bot on Hyperliquid
Any strategy on this page can be your PENGU trading bot, running on your own Hyperliquid account with no code. The ones that cleared our bar on PENGU are the place to start, led by MACD Crossover, Supertrend Bollinger and Breakout. We tested each one on PENGU alone, while the library versions trade a basket of coins, so fork one, pick PENGU as its only coin and backtest it again before you start it.
Paper trade it first on live prices, which needs no wallet. When you go live, Keel trades from your own Hyperliquid account through an agent wallet that can place trades but can never withdraw, so your money stays in your account, and you can pause the bot or revoke its access at any time.
What this is: a single-asset backtest of 12 systematic strategies on PENGU, 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.
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Strategies on other assets
See the full strategy library or the per-asset index.