Holds BTC and ETH only while each is above its 50-day average — in for the trends, flat for the crashes.
One account from the backtest start to today: backtest first, then paper trading since go-live, booked at published prices — nothing removed.
Starting capital
$10,000
2023-10-01
Held for
3.0 yrs
2023-10-01 → today
Current equity
$22,779
incl. floating —
Total return
+127.8%
Account equity (backtest + paper, net of costs)
Backtest period 2023-10-01 → 2026-10-09
Costs assumed: 5 bps fee + 5 bps slippage per side · Benchmark: BTC
Once a day at 00:00 UTC the model looks at yesterday's daily close of BTC and ETH. If the close is above the average of the last 50 daily closes, it holds that coin; if it is below, it stays in cash. Each coin gets half of 70% of the account. There is no price stop — closing below the average is the exit. It rarely trades and spends long stretches flat, so most of the big bear-market losses are skipped while most of the bull runs are kept. Results are unlevered, net of taker fees, slippage and funding.
00:00 UTC (08:00 SGT) daily, when yesterday's close is above the 50-day average and the coin is not already held; 35% of capital per coin.
At the next 00:00 UTC after a daily close below the 50-day average.
Sustained moves in either direction — it rides uptrends and sits out downtrends; choppy sideways months cost a few small losses.
Shown with a one-trading-day delay.
No signals published yet.
The exact factor formula, parameters and full rule set are available on the Elite plan.
Currently flat.
Floating P&L marks the latest price against the published entry price, before fees and slippage; closed trades are net of costs. Size is the share of strategy capital.