Momentum · Time-series momentum
BTC · ETH · SOL Momentum 60 · 1D
Time-series momentum on BTC/USD, ETH/USD, SOL/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+11.8%Backtest
Max drawdown−24.0%Volatility 16.8%
Sharpe0.75Trades 166
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+11.8%
Max drawdown−24.0%
Sharpe0.75
Trades166
Winning trades30%
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
- Long when the return over the last 60 bars is positive, short when it is negative.
- 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 | -1.4 | 1.4 | 10.1 | 1.6 | 12.2 | -0.2 | -8.8 | 14.2% | |||||
| 2022 | 0.0 | 0.0 | 2.7 | -3.9 | -2.9 | 0.0 | 0.0 | -3.4 | -1.4 | 0.1 | -2.6 | -0.3 | -11.3% |
| 2023 | 11.0 | -1.1 | 5.5 | 0.8 | -3.9 | -0.1 | -0.9 | -4.9 | -0.1 | 8.9 | 10.6 | 17.1 | 48.9% |
| 2024 | -2.2 | 12.8 | 8.6 | -9.9 | -0.9 | -1.6 | -1.4 | -2.6 | -1.4 | 2.8 | 15.6 | -5.6 | 11.8% |
| 2025 | 0.3 | -2.3 | 0.0 | -0.2 | 2.1 | -1.0 | 3.3 | 2.4 | -0.7 | -4.6 | 0.1 | 0.0 | -0.9% |
| 2026 | -4.4 | 0.0 | 0.0 | 1.3 | -1.7 | -2.3 | 0.0 | 11.7 | 3.9 | 0.4 | 8.4% |