BTC/USDTBreakout Strategy
by @spicyofcFormer prop-desk trader.
9 years in crypto.
EntryBuy BTC on the first hourly candle that closes above its highest close of the last 30 days, after that high has stood for at least 3 days.
ExitSell 14 days later.
Robustness Testsi
Makes Money After Feesi
Each bar is total P&L at a higher fee.
A bp is one hundredth of one percent, so 10 bps is 0.1%.
Positive In At Least 60% Of Its Yearsi
Each bar adds up the trades that started that year, before fees.
Still Makes Money With Delayed Entriesi
The grey line buys on time.
The blue line buys late, and the sell time stays the same.
Neighbouring Settings Also Make Moneyi
Each dot on the map is the same rule with a different high and hold.
The height and colour show the Sharpe, so a long hold can't win just by holding BTC longer.
Most robust only counts settings with all eight neighbours, so it never sits on the edge.
Still Makes Money Without Its Best Tradesi
Monte Carlo Reshufflei
1,000 simulations, each one the same {{N}} trades in a random orderVariance Testi
{{N}} trades drawn from the real {{N}} with repeats, 1,000 timesNoise Testi
24 noisy copies of BTC per level, the rule run again on eachThe signals use the wiggled prices, and each trade buys and sells at the real price.
Trade Breakdowni
all {{N}} trades, 6-hour candles, 35 days before the buy to 7 days after the sellEach chart is one trade.
The dashed line is the 30-day high the rule broke, and the dot is where that high was set.
Do you want help finding your strategy?
Work with me to become a consistent trader in 6 months
The strategy shared in this document can work as a point of confluence for a discretionary trade, or as one of the parts of an automated higher-timeframe system.
Work with me for 6 months and we start from exactly where you are.
By the end you trade two discretionary strategies as well as know how to find, build and improve new strategies with AI.
- Custom Roadmap
- Breakout Strategy
- Reversal Strategy
- AIAI Integration
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