Trend following · Long-term regime filter
Crypto Basket (5) Regime 150 · 8H
Long-term regime filter on BTC/USD, ETH/USD, SOL/USD, BNB/USD, XRP/USD CFDs, evaluated on completed 8H bars and executed at live bid/ask.
Annual return+10.8%Backtest
Max drawdown−11.3%Volatility 9.4%
Sharpe1.14Trades 564
Since go-live—awaiting first trade
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+10.8%
Max drawdown−11.3%
Sharpe1.14
Trades564
Winning trades13%
Time in market97%
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 150-bar moving average; short (or flat for long-only) while below.
- Trades both directions (long and short).
- Position size targets 8% annualised volatility (risk level 2/5), 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 | -0.1 | 1.7 | 1.6% | |||||||||
| 2024 | -1.0 | 4.6 | 6.3 | -3.2 | -2.3 | -0.9 | -1.2 | -1.5 | -0.4 | -1.0 | 14.4 | -0.5 | 12.7% |
| 2025 | 4.9 | -2.4 | -0.2 | -0.7 | 1.8 | -2.1 | 2.6 | 1.4 | -0.2 | 0.3 | 2.4 | 0.5 | 8.4% |
| 2026 | 1.6 | 3.1 | -3.2 | -1.5 | 0.1 | 3.1 | -1.9 | 4.5 | 2.5 | 0.6 | 8.9% |