Bitcoin SMA(50) strategy research compares a moving-average rule with buy and hold on BTC/USD daily data from Coinbase. The saved active model opens on an upward price crossover of the 50-period simple moving average and closes on a downward crossover; a separate BTC/USD series is the passive benchmark. This distinction matters: a crossover is an event, while simply observing that price is above the average is a state. The saved rules should be used when reproducing this test. The comparison asks whether filtering market exposure changes the return path and downside experience relative to staying invested. Read the equity curves and trade statistics together. Time out of the market can miss a recovery, and repeated crossovers can increase trading costs in a sideways period. 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. Video: youtube.com/watch?v=txs-hpBznQM This research is for information only, not investment advice.
Over an empirical backtest sample comprising 104 audited executions, this model achieved a cumulative net return of +93,483.8% (+79.9% compound annual growth rate). Trade execution efficiency registered a 29.8% win rate (relying on asymmetric payoff distribution to overcome lower win frequency), paired with an outstanding profit factor of 5.79. Downside risk analysis records a maximum historical drawdown of -49.6% (elevated drawdown risk during market contractions requiring disciplined margin management), while current drawdown stands at 0.0% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 3.71 (exceptional risk-adjusted alpha) alongside an R² statistical fit score of 0.87 (87% consistency, indicating high equity curve linearity with controlled dispersion).
Historical return drift exhibits negative expectancy or elevated drawdown during the tested interval; macro trend filters are recommended.Strategies: 0
