Regime Execution Strategy [JOAT]

Regime Execution Strategy [JOAT] at a glance

Kind of rule	Breakout
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, Donchian Channels, EMA, Rate of change, SMA, Standard deviation
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	65 cells: 13 coins on 5 chart speeds (15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−1.0%
Cells above zero	19 of 65
Cells that cleared the quality check	2 of 65
Middle drawdown, every cell	3.7%
Page updated	2026-11-08

Regime Execution Strategy [JOAT] backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How Regime Execution Strategy [JOAT] works

Rules in this group usually work like this. It buys when price pokes above a recent high, and it bets on a fall when price pokes under a recent low. It is wrong often. It pays for those false starts with the few times price keeps going. How far back it looks decides how many pokes it takes. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, rate of change, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses 10 percent of the account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when (volume / the larger of the 20-period SMA of volume and 1) is at or above Min RVOL (0.8) and bull votes is at or above Min Votes (2) and bull regime and (long breakout or long reclaim) and not ((volume / the larger of the 20-period SMA of volume and 1) is at or above Min RVOL (0.8) and bear votes is at or above Min Votes (2) and bear regime and (short breakout or short reclaim)).
• Enters short when (volume / the larger of the 20-period SMA of volume and 1) is at or above Min RVOL (0.8) and bear votes is at or above Min Votes (2) and bear regime and (short breakout or short reclaim) and not ((volume / the larger of the 20-period SMA of volume and 1) is at or above Min RVOL (0.8) and bull votes is at or above Min Votes (2) and bull regime and (long breakout or long reclaim)).
• Places a stop at the smaller of long stop candidate and (the average entry price − mintick), a target at (the average entry price + (the 14-period ATR × Target ATR (2.6))) when a long position is open.
• Closes the position when a long position is open and (((1 when tanh fast (((the close − (beta0 + (beta1 × x norm))) / band spread)) is below 0, else 0) + (1 when channel bias is below 0, else 0)) + (1 when tanh fast (((momentum norm + pullback bias) / 2)) is below −Pressure Threshold (0.1), else 0)) is at or above Min Votes (2) and ((((tanh fast (((the close − (beta0 + (beta1 × x norm))) / band spread)) × 0.4) + (channel bias × 0.3)) + ….
• Places a stop at the larger of short stop candidate and (the average entry price + mintick), a target at (the average entry price − (the 14-period ATR × Target ATR (2.6))) when a short position is open.
• Closes the position when a short position is open and (((1 when tanh fast (((the close − (beta0 + (beta1 × x norm))) / band spread)) is above 0, else 0) + (1 when channel bias is above 0, else 0)) + (1 when tanh fast (((momentum norm + pullback bias) / 2)) is above Pressure Threshold (0.1), else 0)) is at or above Min Votes (2) and ((((tanh fast (((the close − (beta0 + (beta1 × x norm))) / band spread)) × 0.4) + (channel bias × 0.3)) + ….

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, Donchian Channels, EMA, Rate of change, SMA, Standard deviation
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses 10 percent of the account.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Source	close
Forgetting Factor	0.975
Regression Horizon	80
Band Multiplier	1.8
ATR Blend	0.35
Rebase Interval	200
Reset Length	20
Reset Alpha	50
Fast EMA	21
Slow EMA	55
Pressure Length	20
Pressure Threshold	0.1
Min RVOL	0.8
Min Votes	2
Stop ATR	1.6
Target ATR	2.6
Max Drawdown %	15
Max Intraday Filled Orders	6
Show Dashboard	on
Show Bands	on
Show Channel	on
Show Regime Background	on
Position	Top Right
Size	Normal

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 19 of 65 cells finished above zero (29.2%). The median of every cell was −1.0%.

2 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 4 of 13; daily chart, 1D 6 of 13; hourly chart, 1h 1 of 13; 30-minute chart, 30m 4 of 13; 4-hour chart, 4h 4 of 13.

Cells tried after the fee	65
Finished above zero	19 (29.2%)
Middle result, the median of every cell	−1.0%
Middle drawdown, every cell	3.7%
Cells that cleared the quality check	2
Middle result, over the cells that cleared the quality check	+4.6%
Extra, Calmar on the checked rows. Result divided by the deepest fall	1.04
Extra, Sharpe on the checked rows. Result divided by how bumpy the path was	0.10
Middle drawdown, the checked rows	4.4%
Deepest fall, the checked rows	4.5%
Middle number of trades, the checked rows	103

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

The table also shows +4.6%, taken only over the cells that cleared the quality check. Cells that finished down are left out of that figure, which is why it stands away from the median of every cell. It describes those rows only.

2 of 65 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

What this does not show

The useful question is what the false starts cost. Count the trades, not the one that kept going.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Regime Execution Strategy [JOAT]

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Regime Execution Strategy [JOAT] uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Donchian Channels: the highest high and lowest low, and the breakout rule they define
• Exponential moving average (EMA): what it measures and where it misleads
• Rate of change (ROC) and momentum: the simplest measures of speed
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores

"Regime Execution Strategy [JOAT]" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.