Steelman 1004: 19 Backtests
We backtested 19 steelman 1004 strategies across crypto, ETFs. 2 beat the benchmark before correction; best +8.9 pts/yr.
Every result below is the strategy's annualized return minus an equal-weight benchmark, rebalanced daily, on the same assets and days. Strategies are charged real trading costs; the benchmark pays none. Data stops at the discovery cutoff. See the full family index, the full method and every result, or download the raw registry (JSON).
2 of 19 strategies finished ahead of the benchmark on the raw number, and 0 had an unadjusted p-value under 0.05. After one correction across all 707 tests in the registry, 0 passed, so no result here is a confirmed edge. Scored 2026-10-04, using data up to 2025-03-15. Method: see the evidence page.
How to read these results
"Ahead" means a higher return than the benchmark in this historical test, and "behind" means a lower one. Neither is a confirmed edge. A strategy is only counted as working if it survives a correction for how many strategies were tried, because testing hundreds of ideas will throw up some lucky winners by chance. Steelman 1004 is grouped by the signal it trades on, not by the asset it was tested on, and every strategy here saw only data up to the same cutoff date, so none could see data another could not.
Results
- Steelman multi-timeframe daily only (crypto): ahead of the benchmark by 8.9 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend fx ungated (close>SMA50) (ETFs): ahead of the benchmark by 0.2 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend fx regime-gated (close>SMA50, UP regime) (ETFs): behind the benchmark by 0.8 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, fixed exit (comm) (ETFs): behind the benchmark by 2.8 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, pct exit (comm) (ETFs): behind the benchmark by 3.8 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman multi-timeframe daily AND 4h agree (crypto): behind the benchmark by 3.9 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend comm regime-gated (close>SMA50, UP regime) (ETFs): behind the benchmark by 4.1 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend comm ungated (close>SMA50) (ETFs): behind the benchmark by 4.1 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, atr exit (comm) (ETFs): behind the benchmark by 4.6 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman multi-timeframe 4h only (crypto): behind the benchmark by 11.6 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend crypto ungated (close>SMA50) (crypto): behind the benchmark by 14.6 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, atr exit (crypto) (crypto): behind the benchmark by 21.7 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, pct exit (crypto) (crypto): behind the benchmark by 31.3 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman 55d breakout, fixed exit (crypto) (crypto): behind the benchmark by 34.0 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman trend crypto regime-gated (close>SMA50, UP regime) (crypto): behind the benchmark by 34.3 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman BTC 4h +1% momentum, regime chop (crypto): behind the benchmark by 58.9 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman BTC 4h +1% momentum, regime down (crypto): behind the benchmark by 62.5 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman BTC 4h +1% momentum, regime up (crypto): behind the benchmark by 68.5 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).
- Steelman BTC 4h +1% momentum, regime all (crypto): behind the benchmark by 87.3 percentage points a year. Not statistically significant. Source: none published (Tickfloor research-desk test).