Trend following · Long-term regime filter
BTC Regime 50 · 1D
Long-term regime filter on BTC/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+7.5%Backtest
Max drawdown−14.9%Volatility 10.4%
Sharpe0.75Trades 54
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+7.5%
Max drawdown−14.9%
Sharpe0.75
Trades54
Winning trades20%
Time in market52%
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.
- Protective stop: exit if price moves 3× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Long-only: short signals mean the position is flat.
- Position size targets 12% annualised volatility (risk level 3/5), 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 | 2.5 | 2.0 | -2.7 | 4.3 | -1.7 | 0.0 | 4.3% | |||||
| 2022 | 0.0 | -1.7 | -1.1 | -2.4 | 0.0 | 0.0 | -1.3 | -1.7 | -2.0 | 0.2 | -2.3 | 0.0 | -11.7% |
| 2023 | 7.2 | -0.3 | 2.5 | 0.3 | -1.2 | 2.1 | -1.7 | -0.6 | -0.2 | 9.7 | 3.1 | 4.7 | 28.0% |
| 2024 | -1.6 | 10.1 | 5.0 | -4.0 | 0.2 | -0.8 | -0.3 | -2.9 | 0.4 | 2.1 | 10.8 | -1.4 | 17.7% |
| 2025 | 0.3 | -2.3 | 0.0 | 1.4 | 2.0 | -0.0 | 1.2 | -1.8 | -1.3 | -1.3 | 0.0 | 0.0 | -2.0% |
| 2026 | -0.8 | 0.0 | -1.7 | 1.7 | -0.9 | 0.0 | -1.4 | 8.4 | 2.3 | 0.6 | 8.3% |