Data-Driven

Backtest Explorer

631,945 snapshots | 2026-02-28 → 2026-03-17 | Generated 2026-03-24

Signal Performance (24h)

Label	Samples	Win Rate	Median	Mean	Sharpe
SQUEEZE	28,746	40.7%	-4.1%	+3.0%	0.035
FORMING	117,816	39.7%	-3.2%	-0.4%	-0.009
EARLY	108,854	39.7%	-2.0%	+1.6%	0.004
NEUTRAL	293,806	36.6%	-0.9%	-0.3%	-0.004
GRADUATED	230	42.2%	-1.9%	-0.5%	-0.020
CONCENTRATED	37,281	35.5%	+0.0%	-0.1%	-0.006

Duration Matrix (24h forward)

How long a token stays in a signal state predicts returns far better than the signal itself. Sustained SQUEEZE (1-3d) has 67% win rate and +50% mean return.

Signal	Duration	n	Win Rate	Median	Mean	P25	P75	Sharpe
SQUEEZE	0-6h	1,832	37.7%	-8.9%	+1.2%	-29.1%	+10.8%	0.015
SQUEEZE	6-24h	900	48.8%	-0.5%	+15.6%	-19.1%	+22.6%	0.162
SQUEEZE	1-3d	212	67.0%	+11.7%	+50.6%	-2.9%	+50.6%	0.290
SQUEEZE	3-7d	36	50.0%	-0.7%	+7.7%	-11.0%	+5.7%	0.121
SQUEEZE	7d+	0	—	—	—	—	—	—
FORMING	0-6h	6,195	38.6%	-5.4%	+1.3%	-22.3%	+9.3%	0.016
FORMING	6-24h	4,173	43.0%	-2.4%	+1.4%	-16.0%	+9.7%	0.034
FORMING	1-3d	1,098	51.0%	+0.4%	+4.3%	-9.6%	+13.0%	0.144
FORMING	3-7d	142	46.5%	-0.7%	-0.2%	-7.7%	+4.6%	-0.010
FORMING	7d+	0	—	—	—	—	—	—
EARLY	0-6h	7,315	41.2%	-3.4%	+1.4%	-17.7%	+8.8%	0.020
EARLY	6-24h	3,926	42.6%	-1.7%	+19.7%	-12.0%	+6.3%	0.015
EARLY	1-3d	650	35.4%	-1.6%	-3.2%	-7.7%	+2.2%	-0.280
EARLY	3-7d	101	28.7%	-3.0%	-4.3%	-8.0%	+0.7%	-0.562
EARLY	7d+	0	—	—	—	—	—	—

By Score (24h)

Label	Samples	Win Rate	Median	Mean	Sharpe
0-14	347,468	36.6%	-0.6%	+0.2%	0.001
15-29	136,721	39.6%	-2.2%	+1.3%	0.003
30-49	87,258	39.8%	-3.3%	+0.3%	0.007
50-69	16,411	41.6%	-3.1%	+1.3%	0.026
70-100	669	40.4%	-2.5%	+11.2%	0.094

By Market Cap (24h)

Label	Win Rate	Median	Mean	Sharpe
<50K	—	—	—	—
50K-200K	—	—	—	—
200K-1M	—	—	—	—
1M-5M	—	—	—	—
5M+	—	—	—	—

Performance Matrix

Pre-computed lookup: signal x duration x score x market cap. 307 cells with n ≥ 20.

Signal	Duration	Score	MC	n	Win	Median	Mean	Sharpe
CONCENTRATED	24-72h	40-60	<50K	26	100.0%	+38.8%	+43.8%	2.677
SQUEEZE	>72h	60-80	>10M	42	97.6%	+13.1%	+11.3%	1.482
CONCENTRATED	24-72h	40-60	50K-200K	40	97.5%	+18.0%	+17.9%	1.233
CONCENTRATED	24-72h	20-40	1M-10M	49	73.5%	+19.6%	+27.5%	0.824
CONCENTRATED	<2h	20-40	50K-200K	25	68.0%	+3.0%	+23.3%	0.502
CONCENTRATED	24-72h	20-40	50K-200K	50	38.0%	+0.0%	+12.6%	0.463
CONCENTRATED	>72h	40-60	50K-200K	63	47.6%	-0.1%	+11.9%	0.406
CONCENTRATED	<2h	20-40	1M-10M	25	72.0%	+0.5%	+5.7%	0.397
CONCENTRATED	2-6h	20-40	50K-200K	41	70.7%	+1.5%	+30.2%	0.375
SQUEEZE	<2h	0-20	50K-200K	23	43.5%	-5.0%	+38.6%	0.373
FORMING	24-72h	40-60	>10M	238	59.2%	+5.0%	+25.1%	0.356
CONCENTRATED	6-12h	40-60	<50K	32	34.4%	+0.0%	+9.3%	0.300
SQUEEZE	>72h	40-60	>10M	141	56.0%	+5.0%	+3.6%	0.293
SQUEEZE	24-72h	40-60	<50K	297	48.5%	+0.0%	+11.5%	0.279
SQUEEZE	24-72h	60-80	<50K	69	53.6%	+1.2%	+18.0%	0.276
SQUEEZE	12-24h	60-80	50K-200K	209	45.5%	-4.0%	+16.5%	0.264
CONCENTRATED	2-6h	20-40	>10M	29	55.2%	+0.6%	+1.2%	0.252
SQUEEZE	24-72h	20-40	<50K	98	41.8%	-8.9%	+19.1%	0.246
SQUEEZE	<2h	60-80	<50K	144	47.2%	+0.0%	+20.1%	0.241
CONCENTRATED	6-12h	20-40	50K-200K	93	47.3%	+0.0%	+23.1%	0.241

Worst Cells (Avoid)

SQUEEZE	>72h	40-60	200K-1M	56	10.7%	-32.2%	-35.6%	-1.564
SQUEEZE	24-72h	20-40	200K-1M	46	15.2%	-13.7%	-14.3%	-0.764
FORMING	12-24h	0-20	200K-1M	33	18.2%	-15.5%	-12.4%	-0.650
FORMING	6-12h	0-20	>10M	22	18.2%	-4.8%	-9.8%	-0.574
SQUEEZE	>72h	40-60	1M-10M	233	30.5%	-4.3%	-5.3%	-0.550
EARLY	2-6h	0-20	1M-10M	90	28.9%	-4.6%	-8.5%	-0.533
CONCENTRATED	12-24h	20-40	>10M	40	32.5%	-0.1%	-2.3%	-0.480
SQUEEZE	<2h	20-40	1M-10M	33	33.3%	-5.1%	-14.7%	-0.444
SQUEEZE	<2h	0-20	<50K	84	26.2%	-22.0%	-17.7%	-0.439
SQUEEZE	12-24h	60-80	1M-10M	207	26.6%	-7.4%	-12.5%	-0.428

Predictive Columns

Higher value = better 24h returns

Column	Spearman	n
ml_dynamic_score	+0.174	1,816
ml_score_boost	+0.141	1,618
age_days	+0.135	25,462
rank	+0.133	25,512
median_wallet_age_days	+0.108	976
days_tracked	+0.085	25,512
pattern_consolidation	+0.084	23,190
min_wallet_age_days	+0.083	976

Anti-Predictive Columns

Higher value = worse 24h returns

Column	Spearman	n
exits_24h	-0.158	24,713
distributors_24h	-0.158	24,713
exits_36h	-0.156	24,315
distributors_36h	-0.156	24,315
distributors_48h	-0.155	24,504
exits_48h	-0.153	24,504
wallet_age_skewness	-0.153	970
distributors_12h	-0.152	24,912
exits_12h	-0.148	24,912
new_entrants_24h	-0.145	24,713

Key Takeaways

Raw signals alone barely beat random (40% win rate). Duration is the edge.
SQUEEZE held 1-3 days: 67% win rate, +50.6% mean, Sharpe 0.29
FORMING held 1-3 days: 51% win rate, +4.3% mean, Sharpe 0.14
Flash signals (<6h) are noise — SQUEEZE 0-6h has 37.7% win rate and -9% median.
Distribution activity (exits/distributors) is the strongest anti-signal at ρ ≈ -0.16.
The 200K-1M MC range is a death zone for sustained SQUEEZE signals.

Loading dashboard...

Label

Samples

Win Rate

Median

Mean

Sharpe

SQUEEZE

28,746

40.7%

-4.1%

+3.0%

0.035

FORMING

117,816

39.7%

-3.2%

-0.4%

-0.009

EARLY

108,854

39.7%

-2.0%

+1.6%

0.004

NEUTRAL

293,806

36.6%

-0.9%

-0.3%

-0.004

GRADUATED

230

42.2%

-1.9%

-0.5%

-0.020

CONCENTRATED

37,281

35.5%

+0.0%

-0.1%

-0.006

Signal

Duration

Win Rate

Median

Mean

P25

P75

Sharpe

SQUEEZE

0-6h

1,832

37.7%

-8.9%

+1.2%

-29.1%

+10.8%

0.015

SQUEEZE

6-24h

900

48.8%

-0.5%

+15.6%

-19.1%

+22.6%

0.162

SQUEEZE

1-3d

212

67.0%

+11.7%

+50.6%

-2.9%

+50.6%

0.290

SQUEEZE

3-7d

50.0%

-0.7%

+7.7%

-11.0%

+5.7%

0.121

SQUEEZE

7d+

—

FORMING

0-6h

6,195

38.6%

-5.4%

+1.3%

-22.3%

+9.3%

0.016

FORMING

6-24h

4,173

43.0%

-2.4%

+1.4%

-16.0%

+9.7%

0.034

FORMING

1-3d

1,098

51.0%

+0.4%

+4.3%

-9.6%

+13.0%

0.144

FORMING

3-7d

142

46.5%

-0.7%

-0.2%

-7.7%

+4.6%

-0.010

FORMING

7d+

—

EARLY

0-6h

7,315

41.2%

-3.4%

+1.4%

-17.7%

+8.8%

0.020

EARLY

6-24h

3,926

42.6%

-1.7%

+19.7%

-12.0%

+6.3%

0.015

EARLY

1-3d

650

35.4%

-1.6%

-3.2%

-7.7%

+2.2%

-0.280

EARLY

3-7d

101

28.7%

-3.0%

-4.3%

-8.0%

+0.7%

-0.562

EARLY

7d+

—

Label

Samples

Win Rate

Median

Mean

Sharpe

0-14

347,468

36.6%

-0.6%

+0.2%

0.001

15-29

136,721

39.6%

-2.2%

+1.3%

0.003

30-49

87,258

39.8%

-3.3%

+0.3%

0.007

50-69

16,411

41.6%

-3.1%

+1.3%

0.026

70-100

669

40.4%

-2.5%

+11.2%

0.094

Label

Samples

Win Rate

Median

Mean

Sharpe

<50K

—

50K-200K

—

200K-1M

—

1M-5M

—

5M+

—

Signal

Duration

Score

Win

Median

Mean

Sharpe

CONCENTRATED

24-72h

40-60

<50K

100.0%

+38.8%

+43.8%

2.677

SQUEEZE

>72h

60-80

>10M

97.6%

+13.1%

+11.3%

1.482

CONCENTRATED

24-72h

40-60

50K-200K

97.5%

+18.0%

+17.9%

1.233

CONCENTRATED

24-72h

20-40

1M-10M

73.5%

+19.6%

+27.5%

0.824

CONCENTRATED

<2h

20-40

50K-200K

68.0%

+3.0%

+23.3%

0.502

CONCENTRATED

24-72h

20-40

50K-200K

38.0%

+0.0%

+12.6%

0.463

CONCENTRATED

>72h

40-60

50K-200K

47.6%

-0.1%

+11.9%

0.406

CONCENTRATED

<2h

20-40

1M-10M

72.0%

+0.5%

+5.7%

0.397

CONCENTRATED

2-6h

20-40

50K-200K

70.7%

+1.5%

+30.2%

0.375

SQUEEZE

<2h

0-20

50K-200K

43.5%

-5.0%

+38.6%

0.373

FORMING

24-72h

40-60

>10M

238

59.2%

+5.0%

+25.1%

0.356

CONCENTRATED

6-12h

40-60

<50K

34.4%

+0.0%

+9.3%

0.300

SQUEEZE

>72h

40-60

>10M

141

56.0%

+5.0%

+3.6%

0.293

SQUEEZE

24-72h

40-60

<50K

297

48.5%

+0.0%

+11.5%

0.279

SQUEEZE

24-72h

60-80

<50K

53.6%

+1.2%

+18.0%

0.276

SQUEEZE

12-24h

60-80

50K-200K

209

45.5%

-4.0%

+16.5%

0.264

CONCENTRATED

2-6h

20-40

>10M

55.2%

+0.6%

+1.2%

0.252

SQUEEZE

24-72h

20-40

<50K

41.8%

-8.9%

+19.1%

0.246

SQUEEZE

<2h

60-80

<50K

144

47.2%

+0.0%

+20.1%

0.241

CONCENTRATED

6-12h

20-40

50K-200K

47.3%

+0.0%

+23.1%

0.241

Column

Spearman

ml_dynamic_score

+0.174

1,816

ml_score_boost

+0.141

1,618

age_days

+0.135

25,462

rank

+0.133

25,512

median_wallet_age_days

+0.108

976

days_tracked

+0.085

25,512

pattern_consolidation

+0.084

23,190

min_wallet_age_days

+0.083

976

Column

Spearman

exits_24h

-0.158

24,713

distributors_24h

-0.158

24,713

exits_36h

-0.156

24,315

distributors_36h

-0.156

24,315

distributors_48h

-0.155

24,504

exits_48h

-0.153

24,504

wallet_age_skewness

-0.153

970

distributors_12h

-0.152

24,912

exits_12h

-0.148

24,912

new_entrants_24h

-0.145

24,713

Key Takeaways

Raw signals alone barely beat random (40% win rate). Duration is the edge.

SQUEEZE held 1-3 days: 67% win rate, +50.6% mean, Sharpe 0.29

FORMING held 1-3 days: 51% win rate, +4.3% mean, Sharpe 0.14

Flash signals (<6h) are noise — SQUEEZE 0-6h has 37.7% win rate and -9% median.

Distribution activity (exits/distributors) is the strongest anti-signal at ρ ≈ -0.16.

The 200K-1M MC range is a death zone for sustained SQUEEZE signals.