DRAWUP

backtested · crypto · 26 markets · 5 rules

crypto, backtested

5 classic rules on 26 crypto markets, 1,105 to 1,701 daily bars each, 5 bps a side, split 70/30 so nothing was tuned on the window it is judged by. out of sample, 18 of the 26 had a rule that made money.

what is the best strategy for crypto?

marketbuy and holdbest ruleits returnmade money
near82.2%12 month momentum135.4%4 of 5uniswap10.7%rsi(14) mean reversion55.3%3 of 5dogecoin-55.1%12 month momentum50.6%1 of 5injective-44.7%12 month momentum44.8%2 of 5arbitrum-61.5%20 day breakout39.4%1 of 5stellar-37.1%rsi(14) mean reversion35.6%1 of 5bnb11.1%50/200 moving average32.9%3 of 5chainlink-16.5%20 day breakout27.7%1 of 5aave-50.7%rsi(14) mean reversion25.1%1 of 5bitcoin cash-29.7%12 month momentum24.2%2 of 5tron19.3%buy and hold19.3%4 of 5ethereum-10.5%20 day breakout16.8%2 of 5ethereum classic-56.5%12 month momentum14.3%1 of 5cardano-69.6%12 month momentum12.7%1 of 5celestia-17.9%12 month momentum10.2%2 of 5litecoin-36.2%12 month momentum4.6%1 of 5filecoin-65.2%rsi(14) mean reversion3.3%1 of 5cosmos-62.1%rsi(14) mean reversion0.8%1 of 5aptos-86.5%12 month momentum0.0%0 of 5optimism-80.5%12 month momentum0.0%0 of 5bitcoin-28.7%rsi(14) mean reversion-2.4%0 of 5polkadot-75.4%12 month momentum-3.2%0 of 5xrp-42.7%rsi(14) mean reversion-8.6%0 of 5avalanche-56.5%12 month momentum-12.7%0 of 5sui-65.1%12 month momentum-17.8%0 of 5solana-34.0%50/200 moving average-22.2%0 of 5

every figure is out of sample: the last 30% of each history, which no rule was tuned on. a market needs about 700 daily bars before it earns a page here, so several listed perps do not have one yet.

if this looks like work

it is, and we did it

ours runs one rule at one pace on a funded account, and we print how often it passes beside how often it stops out.

DRAWUP! see every rate we published