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Index Regime (200-Day Trend)

BTCUSDT · daily · default settings

Passed out-of-sample

Holds on the held-out segment (net of cost) — not a promise of profit.

Net CAGR
+26.4%
vs buy & hold
+3.7 pp
Max. Drawdown
−63.4%
Round-Trips
32
Win rate
22%
StrategyBuy & Holdlog scale · 2018-01-01 – 2026-10-28

Today: invested since 2026-08-19

Since the rules were frozen (2026-07-28): +17.3% vs buy & hold +27.3% · 0 Round-Trips — too short for a verdict (total return, not annualised)

As of 2026-10-29 · window 2018-03-04 – 2026-10-28 · net of cost, descriptive, not a signal

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tradingstrategies.work · Backtesting Arena · Not financial advice