GOJIRA HOLDINGS
BACKTESTED PERFORMANCE

What The Backtests Show

All figures on this page are derived from historical backtesting and strategy simulation (TradingView Strategy Tester) and are hypothetical. Backtested results do not reflect actual trading, are subject to hindsight and survivorship bias, and do not guarantee future performance.

▌ PROFITABILITY HIT-RATE BY STRATEGY1D TIMEFRAME
STRATEGY 1 — DIGITAL ASSETSn = 80 INSTRUMENTS
51%
STRATEGY 2A — US EQUITIESn = 75 INSTRUMENTS
64%
STRATEGY 2B — INDIA EQUITIESn = 66 INSTRUMENTS
88%
STRATEGY 3 — COMMODITIESn = 8 RUNS
50%
SHARE OF EACH BACKTEST UNIVERSE CLEARING A PROFIT-FACTOR > 1.0 GATE · SCALE 0–100%
▌ MEDIAN PROFIT FACTOR, PROFITABLE SUBSETGROSS PROFIT ÷ GROSS LOSS
STRATEGY 1 — DIGITAL ASSETSMEDIAN OF QUALIFYING SET
1.62x
STRATEGY 2A — US EQUITIESMEDIAN OF QUALIFYING SET
1.47x
STRATEGY 2B — INDIA EQUITIESMEDIAN OF QUALIFYING SET
2.80x
STRATEGY 3 — COMMODITIESMEDIAN OF QUALIFYING SET
1.81x
AMONG INSTRUMENTS THAT CLEARED THE PROFITABILITY GATE · 1D TIMEFRAME · SCALE 0–3.5x
▌ ILLUSTRATIVE TOP-TIER INSTRUMENTSBACKTESTED
STRATEGYINSTRUMENTPROFIT FACTORMAX DRAWDOWNTRADES
DIGITAL ASSETSETH / 1D2.58x50.5%17
DIGITAL ASSETSBTC / 1D2.73x24.5%13
US EQUITIESNFLX / 1D5.62x15.9%7
US EQUITIESLLY / 1D7.05x15.3%8
INDIA EQUITIESDIXON / 1D5.57x24.8%8
INDIA EQUITIESHAL / 1D10.40x18.0%8
COMMODITIESSILVER / 4H2.09x29.3%55
COMMODITIESOIL / 1D1.75x38.1%27
SELECTED EXAMPLES FROM THE QUALIFYING TAIL OF EACH UNIVERSE — SHOWN TO ILLUSTRATE SIGNAL QUALITY, NOT AS A RETURN GUARANTEE. INDIVIDUAL INSTRUMENT BACKTESTS CARRY SMALL SAMPLE SIZES (7–55 TRADES) AND ARE NOT STATISTICALLY INDEPENDENT GUARANTEES OF LIVE PERFORMANCE.
▌ HOW WE READ OUR OWN BACKTESTSMETHODOLOGY

WHAT WE DO

  • All performance figures are generated in TradingView's Strategy Tester across historical price data, 100% equity per signal, with commission modelled.
  • Universes are re-tested periodically as new instruments enter or exit the qualifying watchlist.
  • A profit-factor gate (generally >1.0, with a higher bar for capital deployment) is applied before any instrument is eligible for live signals.

WHAT TO WEIGH CRITICALLY

  • Trade counts on many individual instruments are small (often under 20) — these are directional signals, not statistically independent proofs.
  • Backtests do not capture slippage, liquidity constraints at size, or every fee — live performance will differ from simulated performance.
  • Past and simulated performance is not a guarantee, forecast, or promise of any future result.