Bitcoin weekly EMA(7) research compares a trend-following model with buy and hold on Coinbase BTC/USD weekly bars. The saved active rule opens when price crosses above the 7-period exponential moving average and closes when it crosses below; the separate BTC series is the benchmark. Because this is a weekly model, its seven-period moving average and crossover signals should not be confused with a seven-day rule. Reproducing the result requires the same bar interval, source and execution assumptions. The comparison is useful for studying exposure to long Bitcoin trends and periods spent outside the market. It does not establish that the model must beat buy and hold in every market regime. Inspect whipsaws, missed recoveries and losing trades alongside the cumulative equity curve. Backtest results are historical, not a forecast or a guarantee. Compare sample dates, drawdown, trade count and turnover as well as return. Fees, slippage and signal-execution timing can change realized performance. This research is for information only, not investment advice.
Over an empirical backtest sample comprising 58 audited executions, this model achieved a cumulative net return of +28,164.9% (+63.2% compound annual growth rate). Trade execution efficiency registered a 41.4% win rate (relying on asymmetric payoff distribution to overcome lower win frequency), paired with an outstanding profit factor of 5.61. Downside risk analysis records a maximum historical drawdown of -35.1% (moderate drawdown volatility), while current drawdown stands at -26.2% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 2.19 (exceptional risk-adjusted alpha) alongside an R² statistical fit score of 0.85 (85% consistency, indicating high equity curve linearity with controlled dispersion).
Observed historical parameters demonstrate viable quantitative edge, with standard portfolio risk controls advised.Strategies: 0
