What is the v6.4 strategy?

v6.4 watches ETH-USD, SOL-USD, and BNB-USD on dYdX. Long positions only (no shorts on v6.4). Roughly 30-50 trades per year per coin on backtests since 2020.

Position sizing is a fixed 32.5% of total subaccount equity per open trade. Max one position per market at a time.

A signal requires three conditions in sync: a momentum tier (recent rolling return above a threshold), a regime gate (ADX > 25 + ETH directional index above a long threshold), and a confirmation pattern (three rising bars or a breakout above a Donchian channel).

Signals fire on 30-minute candles. Cooldown between signals on the same coin is 18 hours.

Per-coin take-profit and stop-loss percentages, plus a max-hold limit. For ETH: TP +22%, SL -10%, max-hold 144 hours. For SOL: TP +25%, SL -10%, max-hold 144 hours. For BNB: TP +25%, SL -10%, max-hold 144 hours.

Two management overlays: early-loss exit (>5% down after 4 hours), and flat exit (still ±1% after 12 hours, with a 6-hour grace period). A regime exit closes the position if the regime flips bearish.

Walk-forward validated since 2020. Min year-weighted score 167.68 across the 6-year window. Around 60% of years end positive; the worst year is bounded by drawdown management.

Live since April 2026. The /backtest page shows the per-coin per-year breakdown.