Trend following · Long-term regime filter
Crypto Basket (6) Regime 150 · 8H
Long-term regime filter on AVAX/USD, LINK/USD, DOT/USD, ADA/USD, POL/USD, SOL/USD CFDs, evaluated on completed 8H bars and executed at live bid/ask.
Annual return+9.4%Backtest
Max drawdown−12.7%Volatility 12.5%
Sharpe0.79Trades 458
Since go-live—awaiting first trade
Backtest on real market data
Annual return+9.4%
Max drawdown−12.7%
Sharpe0.79
Trades458
Winning trades14%
Time in market100%
Backtest on real historical prices from Oct 3, 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 150-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), 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 | -1.5 | 14.2 | -5.6 | 6.2% | |||||||||
| 2025 | -1.4 | 2.3 | 0.0 | -0.8 | -0.9 | 0.2 | -0.5 | 2.4 | -1.2 | 2.0 | 3.4 | 1.2 | 6.8% |
| 2026 | 1.1 | 1.1 | -2.0 | -4.1 | -2.4 | 5.2 | -3.2 | 2.6 | 8.1 | -0.3 | 5.5% |