Strategies / S62
Crowded Shorts Fade
Long when funding is two deviations below its own recent mean. Shorts are paying to stay in.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 4h | +11.2% | +1,034% | 0.18 | -35.5% | 51.6% | 5,929 |
The exact rule
- Go long when ext - SMA(90) / standard deviation(90) is below -2.
- Exit the long when ext - SMA(90) / standard deviation(90) is above 0.
- Stop: 3 ATR(14) from entry.
- Leave after 42 bars at most.
- Declared timeframe: 4h.
Explain it with Ask AI (Premium, on a desktop)
Runs on MarginPad data. This rule reads our funding history, which TradingView cannot see, so it has no Pine or Python file and no live lab.
Related strategies
Paid To Hold The TrendLong above the 200 SMA while funding is negative, so longs collect instead of paying.Long Flush BounceBuy after long liquidations hit four times their two-week hourly average: 3 ATR stop, 2R target.Short Squeeze FadeShort after short liquidations hit four times their two-week hourly average: 3 ATR stop, 2R target.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.