Trend following · Long-term regime filter
Crypto Basket (4) Regime 50 · 1D
Long-term regime filter on BTC/USD, ETH/USD, SOL/USD, LINK/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+13.4%Backtest
Max drawdown−20.3%Volatility 15.0%
Sharpe0.91Trades 219
Since go-live—awaiting first trade
Backtest on real market data
Annual return+13.4%
Max drawdown−20.3%
Sharpe0.91
Trades219
Winning trades19%
Time in market63%
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 50-bar moving average; short (or flat for long-only) while below.
- Long-only: short signals mean the position is flat.
- Position size targets 18% annualised volatility (risk level 4/5), capped at 1:1 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 | 2.4 | 10.1 | 0.4 | 8.1 | -2.6 | -1.3 | 17.7% | |||||
| 2022 | -0.4 | -1.5 | 2.0 | -3.5 | 0.0 | -0.5 | -0.1 | -1.9 | -2.3 | 0.0 | -4.2 | -0.5 | -12.4% |
| 2023 | 6.0 | -0.4 | -0.1 | -0.9 | -1.4 | -1.1 | 1.5 | -1.4 | 1.5 | 13.9 | 12.0 | 14.6 | 51.2% |
| 2024 | -6.8 | 9.6 | 5.2 | -5.1 | 1.4 | -3.0 | -0.6 | -3.3 | 0.7 | -0.6 | 13.9 | -2.9 | 6.8% |
| 2025 | 0.3 | -2.2 | 0.0 | 0.9 | 2.6 | -1.0 | 4.6 | 4.1 | -1.7 | -1.9 | 0.0 | 0.0 | 5.5% |
| 2026 | -1.9 | 0.0 | -2.7 | -1.1 | -0.8 | 0.0 | -1.0 | 12.6 | 6.0 | 0.1 | 10.9% |