Beta

About this strategy

ARB Vol-Targeted Turtle Breakdown is an official Trigr strategy by 0x7216…0007. It trades ARB on the 4H timeframe, short only. Version 1 was published on 2026-10-09.

A Turtle-style channel system on four-hour bars: shorts a close below the recent channel low and covers on a close above a shorter opposite channel high, with position size scaled to a volatility target. A hard stop caps each trade.

Asset
ARB
Timeframe
4H
Creator
0x7216…0007
Performance
Backtest + Paper-forward

Backtest

Backtest of the published version on the Trigr engine over point-in-time market data, from 2023-03-23 to 2026-10-09: net return +37.7%, Sharpe 0.64, max drawdown −16.8%, win rate 39%, 109 trades.

Costs. Trading fees and a builder fee of 1 bps per side are included. Slippage: not applied. Funding: not applied.

Paper-forward track

Forward paper track from 2026-10-09 to 2026-10-09 (0 days). 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.