Strategy 18_BTC
This strategy uses BTCUSD to trade a portfolio of BTC/Crypto ETFs. CAGR 46.92%, MaxDD -27.73%, 52% trade accuracy, 5.75 profit factor, 1.29 Sharpe, 1.69 MAR, and 30.59% average expectancy per trade.
Disclaimer: the following post is an organized representation of my research and project notes. It doesn’t represent any type of advice, financial or otherwise. Its purpose is to be informative and educational. Backtest results are based on historical data, not real-time data. There is no guarantee that these hypothetical results will continue in the future. Day trading is extremely risky, and I do not suggest running any of these strategies live.
Happy belated Thanksgiving, HGT fam! If you don't celebrate Thanksgiving, then happy Friday. Personally, I love Thanksgiving food. My wife and I cooked food for the week on Sunday/Monday and have been eating Thanksgiving meals for lunch/dinner ever since. My downstairs fridge looks like a caterer's fridge right now. So far, I've managed to maintain my weight through the week without adding to it. We shall see if that lasts through to Christmas and the new year.
You didn't come here to find out about my Thanksgiving week, though. So, let's get into the real reason you are here.
This strategy is a little bit different from the ones I have been working on recently. It uses the Bitcoin (BTC/BTCUSD) daily chart (using Tiingo data) to define a trend/regime filter and then trades a group of BTC/cryptocurrency related stocks. It was inspired by a strategy that a subscriber asked me to help them with on Signal. In case you missed it, I started a simple chat group on Signal and have been conversing with some of you about day trading and quant trading. It's been a good time.
If you are interested in jumping into those conversations, let me know.
Strategy Report
Strategy Logic
The rest of this post is for paid subscribers. Paid subscribers will have access to all paid publications, strategies, code associated with posts, and access to the HGT chat room. Red Team members will have access to the community GitHub and more.