Does anything beat buy & hold on Shiba Inu (SHIB)?
Every setup we tested on Shiba Inu (SHIB) — ranked out-of-sample, corrected for multiple testing, and forward-tracked in public from the day this page published. The honest answer is the headline.
Beat buy-and-hold out-of-sample AND cleared the multiple-testing hurdle.
Beat buy-and-hold out-of-sample AND full-sample out-of-sample Sharpe 2.83 cleared the selection hurdle 2.30. Buy-and-hold benchmark: +24.8% CAGR over 7.9 years (-34.9% CAGR in the out-of-sample window).
Educational research from historical backtests — not investment advice. Past performance does not predict future results.
Shiba Inu: Pivot Points (Standard) Cleared Every Filter We Apply — What That Does and Doesn't Mean
Beating buy-and-hold in crypto is a high bar. Shiba Inu compounds at +24.8%% simply by being held, and it trades around the clock through drawdowns that would end careers elsewhere. We ran 570 indicator configurations against SHIB, and one — Pivot Points (Standard) on the daily timeframe — cleared that bar in the full window and, more importantly, out of sample, adding +388.9%% of annualized alpha over the untouched holding baseline. In a market this young and this volatile, that combination is uncommon: most setups here lose to doing nothing.
Read the numbers with the selection problem in mind. When you test 570 setups, the best one looks good by construction, so we require the out-of-sample Sharpe (2.83) to clear a multiple-testing hurdle of 2.3 — this one did, across 2.4 years and 206 trades, with a max drawdown of -50.8%%. That makes the result harder to dismiss as noise, not impossible. Crypto regimes shift fast; liquidity, participants, and volatility today differ from the test window. Validated means the evidence survived our filters. It does not mean it will survive the future.
Every figure above is computed from our own backtests — nothing is estimated or invented. Hypothetical results; not investment advice.
The setups that ranked, and what they are
Fully mechanical — no discretionary steps, no hidden filters. We name the indicator and publish its record; we keep the settings.
Pivot Points (Standard)
What it is: A market-structure rule: it reacts to swing structure and prior levels rather than to a smoothed average. Long/flat only — no leverage, no shorting. The parameters we tested are not published.
How it was tested: signals evaluated at daily-bar close, the position changes on the NEXT bar, 0.08% cost per side. Same engine, same cost model, same out-of-sample split as every other number on this site.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 2.83 · alpha +388.9% · 59 trades over 2.4 yrs.
Fibonacci Pivots
What it is: An oscillator rule: it reads a bounded momentum gauge and takes exposure when it turns from an extreme. Long/flat only — no leverage, no shorting. The parameters we tested are not published.
How it was tested: signals evaluated at daily-bar close, the position changes on the NEXT bar, 0.08% cost per side. Same engine, same cost model, same out-of-sample split as every other number on this site.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 2.83 · alpha +388.9% · 59 trades over 2.4 yrs.
Camarilla Pivots
What it is: A mean-reversion rule: it fades stretched moves and exits as price reverts toward its average. Long/flat only — no leverage, no shorting. The parameters we tested are not published.
How it was tested: signals evaluated at daily-bar close, the position changes on the NEXT bar, 0.08% cost per side. Same engine, same cost model, same out-of-sample split as every other number on this site.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 2.06 · alpha +260.0% · 48 trades over 2.4 yrs.
Since publication — including if it loses
The setup is ahead so far — over a window this short that is mostly noise. Marked to market nightly from real prices, rules frozen at publication, as of 2026-10-27. Currently LONG.
We tested 570 setups (indicator × parameters × timeframe) on Shiba Inu (SHIB). Only setups with ≥30 trades qualify (324 did). Setups are ranked by out-of-sample Sharpe — the last ~30% of history, which standard-parameter rules never saw during selection. Because picking the best of 570 tries mines even the holdout, the VALIDATED verdict additionally requires the top setup’s OOS Sharpe to clear a selection hurdle of 2.3 (√(2 ln N)/√T) AND positive alpha in both windows. Of the eligible setups, 33.6% had positive out-of-sample alpha (median OOS Sharpe -1.17) — the table below is truncated, but this summary covers all of them. How we test: methodology. The scoring contract is published in full; the parameters of each individual setup are not.
Top 20 of 324 eligible setups
Ranked by out-of-sample Sharpe. Full + out-of-sample columns, costs included. Hypothetical.
| # | Setup | TF | Total ret | Sharpe | Max DD | Win | Trades | α vs B&H | OOS Sharpe | OOS α | OOS trades |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Pivot Points (Standard) | Daily | >+999% | 1.52 | -50.8% | 34.0% | 206 | +138.7% | 2.83 | +388.9% | 59 |
| 2 | Fibonacci Pivots | Daily | >+999% | 1.57 | -50.1% | 33.2% | 217 | +150.5% | 2.83 | +388.9% | 59 |
| 3 | Camarilla Pivots | Daily | >+999% | 1.41 | -50.1% | 32.9% | 216 | +124.2% | 2.06 | +260.0% | 48 |
| 4 | Projection Bands | Daily | >+999% | 1.08 | -59.6% | 35.6% | 87 | +40.3% | 1.81 | +186.6% | 30 |
| 5 | VWAP Bands | Daily | +658.5% | 0.73 | -58.4% | 42.2% | 45 | +4.4% | 1.5 | +127.4% | 17 |
| 6 | Bollinger Mean-Reversion | Daily | >+999% | 1.05 | -54.5% | 41.2% | 34 | +23.2% | 1.45 | +114.8% | 13 |
| 7 | Fibonacci Bands | Daily | >+999% | 1.05 | -54.5% | 41.2% | 34 | +23.2% | 1.45 | +114.8% | 13 |
| 8 | Lorentzian Classification | Daily | >+999% | 1.13 | -64.0% | 19.5% | 261 | +43.8% | 1.44 | +130.2% | 110 |
| 9 | Connors RSI | Daily | +469.0% | 0.66 | -78.9% | 37.3% | 67 | -0.2% | 1.33 | +112.8% | 22 |
| 10 | Connors RSI-2 | Daily | +620.5% | 0.71 | -60.8% | 40.8% | 71 | +3.6% | 1.33 | +112.7% | 21 |
| 11 | Lorentzian Classification | Weekly | +148.4% | 0.55 | -54.3% | 39.4% | 33 | -3.2% | 1.04 | +110.2% | 19 |
| 12 | MA Envelope | Daily | >+999% | 0.92 | -72.5% | 37.8% | 90 | +25.8% | 1.02 | +93.1% | 27 |
| 13 | Pivot Points (Standard) | Weekly | +465.6% | 0.8 | -53.5% | 33.3% | 42 | +15.8% | 0.92 | +97.4% | 12 |
| 14 | Fibonacci Pivots | Weekly | +94.2% | 0.49 | -59.1% | 35.6% | 45 | -8.4% | 0.65 | +72.4% | 13 |
| 15 | Markov Regime | Daily | -51.3% | 0.02 | -82.4% | 23.8% | 42 | -33.5% | 0.65 | +56.8% | 17 |
| 16 | ADX Strong Trend | Daily | >+999% | 0.66 | -86.3% | 22.5% | 40 | +22.1% | 0.52 | +50.1% | 12 |
| 17 | DMI Direction | Daily | >+999% | 0.66 | -89.0% | 27.8% | 54 | +15.0% | 0.52 | +49.4% | 14 |
| 18 | Laguerre RSI | Daily | +35.8% | 0.35 | -64.7% | 36.7% | 49 | -20.8% | 0.5 | +47.6% | 17 |
| 19 | ADX / DMI | Daily | >+999% | 0.67 | -87.2% | 26.0% | 50 | +19.8% | 0.47 | +46.2% | 14 |
| 20 | Detrended Price Osc. | Daily | -27.8% | 0.27 | -80.3% | 26.7% | 195 | -28.8% | 0.46 | +45.2% | 58 |
Hypothetical backtests with 0.08%/side costs. Not investment advice — see the full disclaimer.
These are historical backtests of mechanical rules. They are educational research, not investment advice, not a recommendation, and not tailored to you. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.