Strategy and research · pre-registered 2026-09-26

Be in the coin while it trends. Sit in cash while it doesn't.

The rule holds BTC and ETH only while each one closes above its own 50-day average, and sizes the position so a wild market gets a smaller one. It is old, simple and public - and out of 185 strategies we tested, it was the one that beat holding Bitcoin on risk-adjusted terms in years it had never seen.

I.How it works

Three decisions a day, the same for everyone.

  1. Is the trend up? After the 00:00 UTC close, the coin's close is compared with the average of its last 50 closes. Above: risk-on. Not above: risk-off, weight 0 - that share of the book is cash until the close is back above the line.
  2. How big? Risk-on size = the smaller of 100 % and 60 % divided by the coin's annualised volatility over the last 30 days. A calm uptrend gets a full share; a violent one (say 120 % volatility) gets half.
  3. What does it cost? The weight is held for the next day. Every change pays 0.15 % per side of the amount moved (fee plus slippage) in the test; the record charges the same.

Trends persist

Time-series momentum - assets that rose tend to keep rising for a while - is one of the best documented effects in markets (Moskowitz, Ooi and Pedersen, 2012), and it has been measured in crypto too (Liu and Tsyvinski, 2021). The rule does not predict; it only stays with a move that is already happening.

Volatility sets the size

Sizing by volatility (Moreira and Muir, 2017) keeps a single blow-up week from dominating the year. Crypto's volatility swings between 40 % and 150 % a year; a fixed-size position takes those swings in full.

Cash is a position

The rule's whole edge over holding came from what it skipped: most of 2018 and 2022. In return it is late into every rally and trails holding in the strongest bull years - both are on the charts.

II.What was tested

185 strategies, one rulebook, fixed before the first run.

The protocol (research/lab/PROTOCOL.md, committed before any result existed) fixed the families, their parameter grids, the costs, the periods and the selection rule. Every cell of every grid counts as a trial.

FamilyIdeaTrials
Trend + vol cap (the v1 rule)Close above its 50-day average, 60 % volatility cap, BTC+ETH1
Time-series momentumEvery coin of the point-in-time top 10 or 30 with a positive 20-180-day return, per-coin volatility targeting, with and without a BTC-trend gate96
Cross-sectional momentumRotate weekly into the 3, 5 or 10 strongest coins of the top 30, inverse-volatility weights, BTC-trend gate on/off24
Breakout + ATR trailDonchian channel breakout (20-100 bars), exit on a 2-5 ATR trailing stop; BTC/ETH/SOL on daily and 4-hour bars, and the top 10 daily48
Regime gatesBTC above its 100-day average; half size while BTC volatility is in its top 20 % of the year1
FundingSkip coins with overheated perpetual funding; a funding-carry sleeve (spot long, perpetual short); idle cash in that sleeve7
Machine learningLightGBM on 30 features (returns, volatility, trend distance, volume, BTC state, funding, open interest, cross-sectional ranks), retrained every January, holds the top 3/5/10 predictions weekly6
Capped leverageThe selected rule at 1.5x and 2x gross, excess carried in perpetuals at their real funding2

Data: daily candles for all 668 USDT pairs Binance ever listed, including the ones later delisted (LUNA, FTT and hundreds more); 4-hour candles; Binance perpetual funding since 2019; Bybit open interest since 2020. The top 30 on any day is ranked from that day's trailing traded value only, so the baskets hold what was big then. A delisted coin is sold at its last close.

III.How the winner was chosen

Picked on 2018-2022. Judged on 2023 to today.

Each family's parameters were chosen on 2018-2022 by the best neighbourhood Sharpe ratio - the cell and its grid neighbours together, so a lucky spike does not win. The family winners were then ranked by that in-sample Sharpe, and the first one down the ranking that beat holding BTC out of sample on Sharpe, Sortino and MAR, with a smaller worst drawdown, at normal and at double costs, and that can be computed every day from the forward record's data (Kraken daily candles), was selected.

That took 8 of the 9 finalists. The funding-carry sleeve passed the numbers - a steady few percent a year with tiny drawdowns in the test - but it needs perpetual-futures funding data and is not a trend rule; the 4-hour breakout came within a hair of BTC's Sharpe but needs intraday bars. Both are reported, neither is selected.

Family winner (chosen on 2018-2022 only)IS SharpeOOS per yearOOS SharpeOOS SortinoOOS worst DDOOS MAROOS Sharpe 2x costsVerdict
Funding carry (spot long + perp short) carry BTC+ETH enter > 0 %/yr5.76+3.0 %8.3014.02-1 %2.724.31fails: needs data beyond daily candles
Donchian breakout + ATR trailing stop ('BTC/ETH/SOL 4h', 100, 4)1.71+26.6 %1.151.96-27 %0.980.98fails: Sharpe, MAR, 2x costs, needs data beyond daily candles
Cross-sectional momentum (strongest K of the top 30) (14, 5, 'on')1.49+70.8 %1.091.81-67 %1.060.93fails: Sharpe, Sortino, deeper drawdown, 2x costs
F1 + idle cash in funding carry F1 winner + idle cash in carry (enter > 0 %/yr)1.30+20.0 %1.091.72-23 %0.850.87fails: Sharpe, Sortino, MAR, 2x costs, needs data beyond daily candles
LightGBM, 30 features, walk-forward (5, 'on')1.27+32.7 %0.891.33-48 %0.690.71fails: Sharpe, Sortino, MAR, 2x costs, needs data beyond daily candles
F1 + funding filter F1 winner, skip funding > 100 %/yr1.15+17.8 %0.991.55-24 %0.730.77fails: Sharpe, Sortino, MAR, 2x costs, needs data beyond daily candles
Time-series momentum, top-N basket, vol targeted (20, 0.4, 10, 'on')1.10+17.9 %0.991.56-24 %0.740.78fails: Sharpe, Sortino, MAR, 2x costs
v1 rule: close above 50-day average, 60 % vol cap (BTC+ETH) sma-50-volcap BTC+ETH1.10+52.8 %1.412.34-30 %1.751.32selected
F1 + BTC volatility gate F1 winner + BTC vol gate1.05+17.1 %0.991.57-24 %0.710.77fails: Sharpe, Sortino, MAR, 2x costs
BTC, bought and held (the bar)0.44+54.5 %1.171.83-53 %1.03--

IS = in sample (2018-2022; the ML model's own walk-forward predictions 2020-2022). OOS = 2023-01-01 to 2026-09-25. Every family ran with 0.10 % fees plus 0.05 % (BTC, ETH) or 0.10 % (other coins) slippage per side.

IV.Results hypothetical

Same pace as BTC since 2023, a much smaller fall.

Out of sample, 2023-01-01 to 2026-09-25Per yearSharpeSortinoWorst drawdownMAR
Selected rule (spot, BTC+ETH)+52.8 %1.412.34-30 %1.75
BTC, bought and held+54.5 %1.171.83-53 %1.03
BTC+ETH, bought and held+40.4 %0.911.38-60 %0.67
Top-30 coins, held (point in time)-21.2 %0.030.04-90 %-0.24
Same rule at 1.5x gross cap (research variant)+75.2 %1.352.22-44 %1.73
Whole test, 2018-01-01 to 2026-09-25Per yearSharpeSortinoWorst drawdownMAR
Selected rule (spot, BTC+ETH)+46.9 %1.221.90-53 %0.88
BTC, bought and held+23.4 %0.650.94-81 %0.29
BTC+ETH, bought and held+22.4 %0.650.92-88 %0.25
Same rule at 1.5x gross cap (research variant)+64.1 %1.171.81-70 %0.92

Growth of 1, rule vs BTC held

log scale

ruleBTC held

Drawdown from the last high

rule vs BTC held

ruleBTC held

Calendar years

YearSelected ruleBTC heldDifference
2018-22 %-72 %+51 %
2019+64 %+94 %-30 %
2020+267 %+302 %-35 %
2021+105 %+60 %+45 %
2022-39 %-64 %+25 %
2023 OOS+91 %+156 %-65 %
2024 OOS+50 %+121 %-72 %
2025 OOS+35 %-6 %+42 %
2026 (to 09-25) OOS+26 %-4 %+30 %

V.Robustness

Would it survive a different draw of history?

Monte Carlo on the selected rule

10,000 block-bootstrap paths, 2023+Per year 5 / 50 / 95 %Sharpe 5 / 50 / 95 %Worst drawdown 5 / 50 / 95 %Paths losing money
Selected rule+11 % / +48 % / +102 %0.47 / 1.31 / 2.17-46 % / -29 % / -20 %1.2 %
BTC held+1 % / +49 % / +123 %0.24 / 1.09 / 1.97-68 % / -45 % / -31 %4.7 %

10,000 paths re-drawn from 2023+ daily returns in 20-day blocks (keeps volatility clusters together). Reshuffling the order of the rule's 169 trades gives a worst drawdown between -18 % and -37 % in 90 % of orders.

Parameter grids: how much of each family beat BTC

Family gridCellsBeat BTC Sharpe in sampleBeat BTC Sharpe out of sampleBeat BTC MAR out of sampleMedian OOS Sharpe
Time-series momentum, top-N basket, vol targeted9688 %0 %1 %0.54
Cross-sectional momentum (strongest K of the top 30)2471 %0 %4 %0.30
Donchian breakout + ATR trailing stop48100 %15 %21 %1.00
LightGBM, 30 features, walk-forward6100 %0 %0 %0.80

Most momentum, rotation and ML variants beat BTC in 2018-2022 and none of them did from 2023: altcoins as a group fell far behind Bitcoin in this cycle (the top-30 basket, held, went -21 % a year while BTC grew 5.1-fold), and any strategy that spread across them paid for it. That is the main reason the BTC+ETH rule won.

Walk-forward: parameters re-chosen every January

Walk-forward (re-chosen every 1 January)OOS per yearOOS SharpeOOS worst DDOOS MAR
Time-series momentum, top-N basket, vol targeted+13.0 %0.79-24 %0.54
Cross-sectional momentum (strongest K of the top 30)+70.8 %1.09-67 %1.06
LightGBM, 30 features, walk-forward+32.7 %0.89-48 %0.69
Donchian breakout + ATR trailing stop+25.4 %1.09-27 %0.94

Luck after 185 tries

The deflated Sharpe ratio (Bailey and López de Prado) asks how likely a Sharpe ratio is to be real after this many trials. For the selected rule it is 0.31 on 2023+ and 0.09 on 2018+ (1.0 = certainly real). In plain words: the backtest does not prove an edge. The rule was already published and running before this test, which is some protection, and the sealed forward record is how it will be proven or disproven.

VI.The 1.5x variant

More return from the same entries - with more risk.

Allowing the same book up to 1.5 times its size (the excess held in perpetual futures and charged their real historical funding) lifted the 2023+ yearly growth above holding BTC while its worst drawdown stayed smaller than BTC's; at 2x the drawdown was deeper than BTC's and it failed the bar. Leverage magnifies losses as well as gains, adds liquidation risk and funding costs that can turn against a holder. It is shown as research only; the published record and every chart run the spot rule.

VII.Limits

What this research cannot tell you.

  • 2023 to today is one market cycle. A long sideways market with sharp reversals is where a 50-day trend rule loses most; the out-of-sample years had only short stretches of it.
  • Daily bars only for the rule: a crash inside a day is taken in full until the next close.
  • Costs are modelled, not measured on real fills; cash earns nothing in the test.
  • The backtest uses Binance prices; the forward record uses Kraken's. On the 520 overlapping days checked, the rule's on/off state was identical on both.
  • Nothing here knows your situation. It is research, data and software output, not investment advice.

Risk. Crypto assets can lose most or all of their value. Backtested results are hypothetical and were produced with hindsight; past and simulated results do not predict future results. Only use money you can afford to lose.