TAO Volatility Breakout (Funding-Gated) is an official Trigr strategy by 0x7216…0007. It trades TAO on the 1d timeframe, long only. Version 9 was published on 2026-10-09.
Waits for TAO volatility to build and trades the breakout, riding expansion moves as the range resolves, taking signals only when funding shows positioning is not crowded. Position size scales down when volatility spikes, and exits follow the signal itself. Signed net-friction backtest: return +50.7%, Sharpe 1.14, profit factor 1.7407, max drawdown −12.5%, 44 trades. Includes the 1 bps builder fee, 10 bps slippage, point-in-time funding, next-bar fills, and a 3% venue-placeable Hyperliquid stop. Historical results are hypothetical, selection-conditioned, and not a guarantee of live returns.
Backtest of the published version on the Trigr engine over point-in-time market data, from 2024-04-12 to 2026-10-07: net return +13.0%, Sharpe 1.33, max drawdown −2.9%, win rate 55%, 44 trades.
Costs. Trading fees and a builder fee of 1 bps per side are included. Slippage: not applied. Funding: not applied.
Forward paper track from 2026-07-24 to 2026-10-15 (83 days): return +0.0%, fees included. Paper fills are simulated on live market prices; this is not a funded account.
Past performance, backtested or paper, does not guarantee future results. Nothing here is investment advice.
