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Triton signal

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Triton backtest

Triton trades the Liquidity Resonance signal. Below is a backtest on historical data from 2022/09/30 to 2026/09/25

Total return
+2,691%
Annualized return
+130.4%
Max drawdown
-38.9%
Win rate
69.9%
Trades
1,013
Leverage
2x
BTC, same period
+332%
BTC max drawdown
-53.8%

Trading rules

  • Markets: USDT perpetuals of the 24 major coins, long only.
  • Entry: a coin is bought as soon as it resonates. Up to 8 coins are held at once, each with 9.375% of the funds as margin; when several coins resonate in the same hour, the one with higher LIQ goes first. Each coin enters once per wave: while fewer than 8 coins are held, coins that resonate later in the wave still enter; once all 8 are held, they don't.
  • Leverage: 2x. With all 8 coins held, 75% of the funds is used as margin, for 1.5x total exposure. No per-coin stop loss or take profit, no maximum holding time.
  • Exit: everything closes when Overall LIQ falls below 0; while the ETF 30D net inflow is 60,000 BTC or more (strong inflow), it closes only when Overall LIQ falls below −1.
  • Bear-market filter: after a red divergence in ILI (Institutional Liquidity Index), only resonances while the ETF 30D net flow is above 0 trigger, so the signal does not go dull in a bear market.
  • Crash guard: when BTC falls 12% or more within 48 hours, everything closes, followed by a 24-hour cooldown with no entries.

Yearly returns

YearTritonBTC
2022 (from 09/30)-12.5%-15.4%
2023+175.1%+155.9%
2024+123.2%+121.1%
2025+190.3%-6.4%
2026 (to 09/25)+78.9%-3.6%

By coin

Every coin Triton traded: number of trades, win rate, and the average, best and worst trade. Returns are the coin's price move after costs, before leverage.

CoinTradesWin rateAvg per tradeBest tradeWorst trade
DOT10867.6%+1.7%+25.2%-15.9%
ADA7766.2%+1.3%+52.2%-21.6%
BCH6972.5%+2.0%+13.2%-12.8%
LINK6965.2%+1.0%+36.1%-22.9%
NEAR6660.6%+0.8%+26.7%-24.9%
OP6671.2%+2.5%+36.5%-21.8%
ARB6266.1%+2.2%+55.1%-22.1%
AVAX5962.7%+0.7%+15.8%-19.4%
DOGE5570.9%+1.9%+17.0%-19.8%
ETH5477.8%+1.0%+11.0%-24.1%
AAVE5172.6%+2.8%+24.3%-6.5%
SUI4969.4%+3.0%+31.0%-20.7%
LTC4465.9%+2.9%+37.9%-19.9%
APT4374.4%+2.2%+22.1%-23.2%
SOL4077.5%+3.7%+22.4%-15.3%
BTC3672.2%+1.7%+13.7%-4.1%
XRP1979.0%+2.2%+21.4%-6.6%
BNB1586.7%+5.4%+14.5%-6.4%
UNI1283.3%+4.0%+29.9%-14.6%
GRAM1080.0%+4.1%+19.0%-4.3%
TRX366.7%+7.5%+13.6%-0.6%
ZEC3100.0%+5.8%+7.7%+4.7%
ATOM2100.0%+3.1%+5.1%+1.2%
HYPE1100.0%+38.6%+38.6%+38.6%
All (24 coins)1,01369.9%+2.0%+55.1%-24.9%

The backtest uses 1-hour closes of Binance USDT perpetuals, entering and exiting at the close of the signal candle, with a 0.05% fee and 0.05% slippage per side and funding rates; no profit share is deducted. Past performance does not guarantee future results.

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