Trend following · Long-term regime filter
BTC · ETH Regime 100 · 8H
Long-term regime filter on BTC/USD, ETH/USD CFDs, evaluated on completed 8H bars and executed at live bid/ask.
Annual return+5.8%Backtest
Max drawdown−6.1%Volatility 5.9%
Sharpe0.98Trades 244
Since go-live—awaiting first trade
Backtest on real market data
Annual return+5.8%
Max drawdown−6.1%
Sharpe0.98
Trades244
Winning trades14%
Time in market99%
Backtest on real historical prices from Oct 26, 2023 to Oct 4, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.0 | 0.8 | 1.2 | 2.0% | |||||||||
| 2024 | -1.0 | 4.6 | 0.7 | -0.8 | 0.6 | -1.2 | -0.7 | 0.3 | -0.2 | -1.1 | 4.8 | -0.0 | 5.9% |
| 2025 | -1.6 | 1.3 | 0.0 | -0.4 | 1.3 | -1.8 | 1.9 | 0.7 | -1.0 | -0.2 | 1.4 | -1.3 | 0.1% |
| 2026 | 1.6 | 2.1 | -2.4 | -0.9 | 1.4 | 3.0 | -1.6 | 3.8 | 1.4 | 0.3 | 9.0% |