Has a working strategy12 strategies tested
Best trading strategy for PENGU
On PENGU, the strongest tested strategy is MACD Crossover — Sharpe 1.24 net of fees, slippage and funding over 2024-08-15 → 2026-07-05, across 277 trades. Of the 12 single-asset strategies we backtested on PENGU, 5 cleared the Sharpe 1.0 bar. Every number below is a real Hyperliquid backtest, not a claim.
By Keel Research · Data as of 2026-07-05 · how these backtests were produced
Best Sharpe
1.24
MACD Crossover
Cleared the bar
5 / 12
Data coverage
81%
of the window
First bar
2024-12-17
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 | 1.24 | +26.3% | −8.2% | 277 | ok |
| Breakoutclears bar | 1.22 | +219.0% | −68.4% | 66 | moderate |
| Supertrendclears bar | 1.21 | +37.6% | −12.8% | 24 | low |
| Ichimoku Cloudclears bar | 1.10 | +143.4% | −78.8% | 13 | low |
| Confluenceclears bar | 1.09 | +17.2% | −6.5% | 146 | ok |
| AI Trading Bot | 0.89 | +20.4% | −17.3% | 69 | moderate |
| MA Crossover | 0.74 | +17.1% | −9.1% | 80 | moderate |
| ADX Trend | 0.65 | +14.0% | −14.7% | 58 | moderate |
| Stochastic | 0.18 | +1.6% | −5.1% | 24 | low |
| RSI | -0.44 | -6.1% | −15.9% | 24 | low |
| Mean Reversion | -0.57 | -2.2% | −4.6% | 10 | low |
| Supertrend Bollinger | -0.81 | -1.6% | −1.6% | 1 | very low |
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.
Run the best PENGU strategy — MACD Crossover
MACD Crossover cleared the bar on PENGU (Sharpe 1.24). 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 PENGU was about $82. Free account, your own keys — Keel only places the trades.
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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