BIT / Backtest Lab BTC-USD · 1D · 2023-08-16 → 2026-08-15 · WALK-FORWARD 0.1sRUN 7bee8d1b COMPLETE SIGNAL STORE ↗ SPACE ↗
Leaderboard podium
#1
Bollinger Breakout
NVDA · 1h
3.33OOS SHARPE
ret +22.3% · dd -19.3% · 49 trades
#2
Chronos Forecast Follower
BTC-USD · 1d · Chronos-Bolt Small
1.43OOS SHARPE
ret +122.3% · dd -23.1% · 35 trades
#3
MACD Momentum
NVDA · 1h
1.26OOS SHARPE
ret +21.7% · dd -29.7% · 93 trades
Signal aggregator
Signal aggregator8 MODELS
Chronos-Bolt Small▲ LONG+0.27%acc 53%w0.07
Chronos-Bolt Base▼ SHORT-1.15%acc 51%w0.03
Chronos-Bolt Mini▼ SHORT-1.23%acc 51%w0.03
Baseline · Drift BASELINE▼ SHORT-0.06%acc 51%w0.03
Baseline · Seasonal naive BASELINE▼ SHORT-8.33%acc 51%w0.03
Chronos-Bolt Tiny▲ LONG+0.60%acc 50%w0.01
Baseline · Random walk BASELINE■ FLAT+0.00%acc —w0.00
Chronos T5 Small▲ LONG+0.95%acc 48%w0.00
BTC-USD · 1d
SHORT ▼
WEIGHTED EDGE -1.44%
4/8 MODELS AGREE
weight = realised directional accuracy above a coin flip, on this asset and timeframe
Learned models call direction correctly 50.2% of the time; naive baselines manage 51.1%. The models are not beating the baselines on direction. Read the leaderboard with that in mind.
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