The five-line Japanese system, reduced to its canonical entry.
Price above the cloud with the conversion line above the base line is the textbook Ichimoku long; the mirror image is the short. Beloved for looking sophisticated — the grade measures whether the sophistication pays.
Goichi Hosoda published Ichimoku Kinkō Hyō in 1969 after decades of development. The 9/26/52 parameters are his originals, designed for six-day Japanese trading weeks.
Long while price is above both cloud spans AND Tenkan(9) > Kijun(26); short on the full mirror image, on 1-hour candles, standard 9/26/52. Exits: 3-ATR trailing stop, 200-bar time exit.
The backtest above is history. Since publication, this exact spec also runs in our nightly forward-test harness (the same one behind /forward-tests): only trades entered after publication count, open positions are never force-closed, and the record publishes either way.
No closed forward trades recorded yet — the record accrues nightly as trades complete their full exit windows.
{
"name": "Ichimoku Cloud Baseline",
"universe": [
"BTC/USDT:USDT",
"ETH/USDT:USDT",
"SOL/USDT:USDT",
"BNB/USDT:USDT",
"XRP/USDT:USDT",
"DOGE/USDT:USDT",
"LINK/USDT:USDT",
"AVAX/USDT:USDT"
],
"risk": {
"risk_per_trade_pct": 1,
"leverage_cap": 3,
"max_daily_loss_pct": 5,
"max_dd_halt_pct": 25
},
"sleeves": [
{
"name": "main",
"timeframe": "1h",
"entry": {
"type": "rule",
"logic": "all",
"long": [
{
"indicator": "price",
"period": 1,
"op": ">",
"vs_indicator": "ichimoku_a",
"vs_period": 0
},
{
"indicator": "price",
"period": 1,
"op": ">",
"vs_indicator": "ichimoku_b",
"vs_period": 0
},
{
"indicator": "ichimoku_tenkan",
"period": 9,
"op": ">",
"vs_indicator": "ichimoku_kijun",
"vs_period": 26
}
],
"short": [
{
"indicator": "price",
"period": 1,
"op": "<",
"vs_indicator": "ichimoku_a",
"vs_period": 0
},
{
"indicator": "price",
"period": 1,
"op": "<",
"vs_indicator": "ichimoku_b",
"vs_period": 0
},
{
"indicator": "ichimoku_tenkan",
"period": 9,
"op": "<",
"vs_indicator": "ichimoku_kijun",
"vs_period": 26
}
]
},
"exit": {
"trail_atr": 3,
"time_exit_bars": 200
}
}
]
}Every strategy graded on identical terms: 1-hour candles, 8 liquid USDT perpetuals (BTC, ETH, SOL, BNB, XRP, DOGE, LINK, AVAX), ~6 years of data with a chronological train/test split, real cost hurdle, 1% risk-per-trade sizing, 3x leverage cap. All numbers are out-of-sample (test window only).
A Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee. Most strategies fail; a passing grade can stop working as markets change. Risk disclosure