How would YOUR money have grown?
Enter a starting amount and pick how aggressive your sizing is. We replay every resolved call in order, compounding the position-sized return on each, to show what a disciplined account would have looked like.
Fraction of the account exposed to each call. 10% is a common disciplined default; 50% is aggressive.
You're not buying a crystal ball, you're buying discipline.
Ezath isn't magic. It's a system designed around consistency over magnitude - high win rate, tightly capped losses, small but reliable per-trade returns that compound. The same playbook institutional quant desks use, stripped down so a retail trader can actually run it. That consistency is the edge.
Every call comes from the same deterministic engine, multiple technical indicators (EMA200, RSI, MACD, ATR, volume) scored against each other. No human emotion, no FOMO, no panic. The same inputs always produce the same output.
Every signal ships with a stop-loss and a take-profit target computed from ATR (volatility). You know exactly how much you can lose before you enter. That's what makes risk manageable.
Every single call the engine has ever made is recorded, winners and losers. The 4-hour and 1-day timeframes you see are the only ones we trade. Nothing is hidden; this page is the whole dataset.
Most of the time, the answer is WAIT. We only fire a signal when conviction crosses a threshold, typically a few calls per coin per week. Fewer, higher-quality trades beat dozens of mediocre ones.
We don't compete on biggest single wins. A 65% win rate compounding at ~1% per trade outperforms 'one 50x trade per month' systems that quietly post -50% loss days. The math is unsexy. The math is also how Citadel and Renaissance actually work, small edges, repeated, compounded.
Common questions
Why not 100% win rate?▾
Anyone selling you a 100% win-rate strategy is lying. Markets are probabilistic, the best traders in the world are wrong 30–50% of the time. What matters is that the average win is bigger than the average loss, and that you follow every signal, not just the ones you like.
Why are the per-trade returns so small? Other services advertise 50%+ wins.▾
Per-trade returns of 0.5–2% (spot) are an intentional design choice, not a limitation. High-magnitude returns require high variance, and high variance is what blows accounts up. The systems advertising '100x setup' wins quietly take 50%+ drawdowns on losing weeks; their lifetime expectancy is often negative once you account for the deletes. Our profile is closer to how institutional quant desks actually operate: small per-trade edges, repeated thousands of times, compounded over years. Use leverage 3-10x if you want bigger absolute moves, the system's edge holds because each individual loss is tightly capped by ATR-based stops, so liquidation risk stays low.
What can we learn from this data?▾
The track record tells you two things: how often the engine is right, and what the average win and loss look like. Use it to size your positions, set your expectations, and decide which timeframes match your style. The longer the dataset grows, the more reliable each statistic becomes.
What about drawdown?▾
Every strategy has losing streaks. The simulator above shows the worst drawdown in the backtest, that's the pain you'd have had to sit through. If it scares you, size smaller.
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