Trend following · Long-term regime filter
BTC · ETH Regime 100 · 1D
Long-term regime filter on BTC/USD, ETH/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+2.2%Backtest
Max drawdown−10.5%Volatility 5.8%
Sharpe0.40Trades 164
Since go-live—awaiting first trade
Backtest on real market data
Annual return+2.2%
Max drawdown−10.5%
Sharpe0.40
Trades164
Winning trades20%
Time in market98%
Backtest on real historical prices from Jun 13, 2021 to Oct 3, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Hold long while price is above its 100-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 5% annualised volatility (risk level 1/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.0 | -1.5 | 0.8 | -1.3 | 2.7 | -0.4 | -1.3 | -1.1% | |||||
| 2022 | 1.4 | -0.6 | 0.3 | -1.3 | 1.1 | 2.4 | -1.2 | -0.2 | -0.4 | -0.8 | -0.0 | 0.3 | 0.9% |
| 2023 | 2.4 | -0.1 | 0.7 | 0.1 | -0.8 | -2.1 | -1.3 | 0.1 | -0.5 | 0.7 | 1.4 | 1.7 | 2.3% |
| 2024 | -0.2 | 8.1 | 2.8 | -5.0 | -2.1 | -0.6 | -1.2 | 0.8 | -0.3 | -0.5 | 3.5 | -1.1 | 3.7% |
| 2025 | -0.3 | 0.3 | 0.6 | -0.7 | 0.2 | -0.1 | 1.7 | -0.1 | -1.2 | -0.7 | 1.8 | 0.1 | 1.6% |
| 2026 | 1.2 | 1.3 | -0.3 | -1.5 | -0.2 | 2.2 | -1.2 | 1.8 | 1.0 | 0.1 | 4.3% |