KATAFI — Backtest: Regime-Router & Strategy Lab
Walk-forward simulation ranked strictly by Return ÷ MaxDD (Efficiency Ratio) — never raw return alone
Equity Curve — $BTC (1D)
48 barsRegime-Router (+3.5%)
Buy & Hold (+5.4%)
Uptrend 62%
Range 38%
Cash 0%
Uptrend → Trend CatcherRange → OG 5-StackCash → Sit on Hands
Efficiency Scorecard (Ranked by Return ÷ MaxDD)
Total Return
+3.5%
vs +5.4% Buy & Hold
Max Drawdown
-6.6%
vs -7.5% B&H DD
Return ÷ MaxDD (Primary Efficiency Ratio)
0.5xModerate Efficiency
Win Rate
52%
Active Bars
39
Regime Routing Rule:
1D 200-EMA + 5-Stack Confluence