Trend following · Long-term regime filter
BTC Regime 200 · 4H
Long-term regime filter on BTC/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+8.2%Backtest
Max drawdown−19.4%Volatility 16.4%
Sharpe0.56Trades 59
Since go-live—awaiting first trade
Backtest on real market data
Annual return+8.2%
Max drawdown−19.4%
Sharpe0.56
Trades59
Winning trades8%
Time in market50%
Backtest on real historical prices from Oct 15, 2024 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 200-bar moving average; short (or flat for long-only) while below.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- Position size targets 18% annualised volatility (risk level 4/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.0 | 9.1 | -0.9 | 8.1% | |||||||||
| 2025 | 0.0 | -2.2 | -2.2 | -0.5 | 2.5 | -2.1 | 3.3 | -3.1 | -1.8 | -1.6 | 0.0 | -2.9 | -10.4% |
| 2026 | -0.4 | 0.0 | -2.3 | 1.5 | -0.2 | 0.0 | -3.2 | 18.4 | 4.8 | 1.9 | 20.6% |