Script leaderboard · data 2026-09-26
HLC3/Kaufman Strategy strategy results by timeframe and regime | TensorTrader
Backtest results for the TradingView strategy HLC3/Kaufman Strategy: median ROI, Sortino and worst drawdown by timeframe and market regime, and how to automate it paper first.
HLC3/Kaufman Strategy: tournament results
HLC3/Kaufman Strategy is a published TradingView strategy that TensorTrader's script tournament backtested across many symbols. It placed on the leaderboard 3 times: 0 timeframe rankings and 3 market-regime rankings.
Its best placement was the Bull+ regime with a median per-symbol ROI of +125.9%. The worst max drawdown across its placements was 13.3%. The tournament ranks scripts within the same timeframe using median per-symbol ROI, median Sortino and the worst drawdown, not pooled compounding, so one lucky symbol cannot carry a script.
By market regime
Bull+ is a strong uptrend: ADX of 25 or more with a strong positive slope, where buyers are in control and pullbacks stay shallow.
Bull- is a weak uptrend: ADX of 18 or more with a gentler positive slope, grinding higher with frequent pullbacks.
Bear+ is a strong downtrend: ADX of 25 or more with a strong negative slope, where sellers are in control and bounces fail.
- Bull+
- median ROI +125.9%, median Sortino 1.63, worst drawdown 13.3% on 4h
- Bull-
- median ROI +57.7%, median Sortino 6.98, worst drawdown 1.5% on 30m
- Bear+
- median ROI +16.1%, median Sortino 9.15, worst drawdown 0.4% on 15m
Where it ranks
- Bull+ regime list
- #1 of 16; its median ROI is 83.4 pts above that list's median (+42.5%)
- Bull- regime list
- #7 of 16; its median ROI is 17.1 pts above that list's median (+40.6%)
- Bear+ regime list
- #7 of 16; its median ROI is 2.7 pts above that list's median (+13.5%)
Automating a strategy
As a Pine strategy, HLC3/Kaufman Strategy automates with one alert per token and timeframe: its own entries and exits fire strategy alerts, and {{strategy.order.action}} tells the executor whether each fill is a buy or a sell. Match the strategy's default order size to the size you intend to trade, because real orders are sized by your TensorTrader policy.
What these numbers mean
These are strategy-tester backtests on stored tapes, refreshed as the tournament runs (board generated 2026-09-26). Backtests understate costs and flatter fills, so a placement here is a reason to paper trade HLC3/Kaufman Strategy, not evidence that it will earn. Check the worst drawdown as well as the median ROI, and prefer scripts that place in several regimes or timeframes.
Automate HLC3/Kaufman Strategy
- 1Add HLC3/Kaufman Strategy to your TradingView favorites from its TradingView page.
- 2Open the TensorTrader extension, Batch Create, and select a testnet exchange key.
- 3Pick HLC3/Kaufman Strategy in step 3 · Signal source; the alert mechanism is detected automatically.
- 4Choose tokens and timeframes, review the plan roster and create the alerts.
Not financial advice. Figures are TensorTrader optimizer or backtest results with the method stated; past results do not predict future returns.