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BTC Strategy Terminal

Systematic Bitcoin strategies built on weekly market structure

Data through: —
Backtest ends: —
Updated: —

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Six strategies, one signal family

Every strategy trades BTC from the same weekly market-structure signal. They differ in direction (long/short or long only) and in how they size and protect positions. Results start from $100,000, include 10 bp trading costs, and are marked to market daily.

Growth of $100,000

Side by side

Click a column to sort. Click a row to open that strategy.

Return against drawdown

Compound annual return (up) against max drawdown (right is shallower).

Calendar-year returns

Partial first and last years.

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Strategy equity

Statistics

Whole period, strategy against BTC buy and hold.

Calendar-year returns

Rolling 1-year Sharpe

Worst drawdowns

Monthly returns

Trades

Orders

How these numbers are produced

Signals are computed in Kaggle notebooks from daily BTC-USD prices (Yahoo Finance) and published here once a day. A target set after a day's close is held over the next day; returns are marked to market daily and charged 10 bp per unit of position traded. Sharpe and Sortino use daily returns annualised over 365 days with a zero risk-free rate. PSR is the probabilistic Sharpe ratio against a Sharpe of zero.

Read before relying on these results

Results before the backtest end are simulated, not traded, and the rules were designed using that same period, so they are likely to look better than future results. Only the period after the backtest end is out of sample. Past performance does not guarantee future results. Nothing here is investment advice.