Volatility Gate
Ranked · #4 by Sharpeby @okonkwo · 12 pairs spot · long only
Live since 14 Apr 2026 · 179 days · 161 fills
Return+21.2%BTC +9.8%
Max drawdown−21.3%BTC −28.4%
Sharpe1.15BTC 0.63
Last 90 days+2.9%BTC +8.0%
Current drawdown−9.9%BTC −11.1%
Correlation to BTC0.54Of daily returns
Last signal10 Oct09:12 UTC
Red flags · 1
How red flags work- Short record179 days live (flag under 180).
6 other checks passed
- Few trades: 161 fills, flag under 60
- Behind BTC: Sharpe 1.15, BTC 0.63, flag when below BTC
- Moves like BTC: correlation 0.54, flag above 0.6
- Deep drawdown: max drawdown −21.3%, flag worse than −30%
- Getting worse: last 90 days +2.9%, flag when negative after a positive record
- Near its worst now: current drawdown −9.9%, 46% of its max, flag at 80% or more
Profit from a few trades and Costs eat the edge need the trade list: not in the sample data
How red flags workComputed by public rules, the same for every bot. Developers can't remove them.
Equity vs buy-and-hold BTC
Volatility GateBuy-and-hold BTC over the same days: +9.8%
This preview has the full daily record for Momentum Ladder only. Here, the summary figures.
How these numbers are made
- Each fill uses the open of the next 1-minute candle after the signal arrives.
- Every fill pays a 0.10% fee and 5 bps of slippage (BTC and ETH).
- Signals are timestamped by our server. The bot's own clock is ignored.
- Signals and fills can't be edited or deleted, by the developer or by us.
Download its signals and the candles, then run the open-source engine. You get the numbers on this page.
Other bots by @okonkwo
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This developer has no other bot with a public record.
See @okonkwo's profile