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A diversified bundle of three Bitcoin trading strategies: one mean reversion, one seasonal, and one momentum-based – all designed to capture different market behaviors in the volatile world of crypto. ✔️ 163 trades✔️ 5.7% average gain per trade✔️ 47% win rate✔️ Profit factor: 2✔️ 100% annual return (CAGR)✔️ 60% market exposure✔️ Risk-adjusted return: 168%✔️ Max…
A portfolio strategy that combines two long-standing seasonal effects—one in stocks, one in bonds—into a complementary system. Backtested on the SPY and TLT ETFs to demonstrate the power of diversification through seasonality. ✔️ 467 trades✔️ 0.5% average gain per trade✔️ 63% win rate✔️ Profit factor: 1.7✔️ 5.5% annual return (CAGR)✔️ 22% market exposure✔️ Risk-adjusted return:…
This strategy blends two complementary approaches—trend following and mean reversion—into one robust system. Backtested on the QQQ ETF, it demonstrates how combining different edges can enhance performance and reduce risk. ✔️ 99 trades✔️ 4.4% average gain per trade✔️ 66% win rate✔️ Profit factor: 3✔️ 15% annual return (CAGR)✔️ 72% market exposure✔️ Risk-adjusted return: 21%✔️ Max…
A hybrid strategy that combines a long-term trend-following approach with a short-term mean reversion component. Backtested on both SPY and QQQ ETFs, with a stronger equity curve for SPY. Trades are entered at the close (or optionally the next open for slightly better results). ✔️ 237 trades✔️ 1.8% average gain per trade✔️ 51% win rate✔️…
