← STRATEGY REGISTRYHistorical backtest

JSTUSDTMomentum reversal

Trades changes in price momentum after exhaustion.

Longjstusdt-178c97310a

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)61.78%

NET RETURN832.92%

MAX MARK DRAWDOWN19.87%

BTC BUY & HOLD113.34%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction: Long
BTC filter: No
Protective stop: ATR
Signal exit: Yes
Exit rules: Signal / stop loss / take profit
Position sizing: Notional allocation
Backtest start: 2022-02-25
Backtest end: 2026-10-18 (exclusive)
Closed positions: 152
Profitable trades: 65.79%
Best calendar month: 24.83%
Worst calendar month: -7.13%
Longest daily underwater spell: 262 days
Daily return volatility: 1.14%

Rolling 12-month return

StrategyBTC spot buy-and-hold

Trailing calendar-year return, without annualizing shorter windows. The first 12 months have no values.

Quarterly returns

StrategyBTC spot buy-and-hold

Full calendar quarters only; partial quarters excluded. Consistency is the share of these quarters with a positive strategy return.

Time below previous peak

StrategyBTC spot buy-and-hold

Days since the previous daily equity peak; resets to zero when that peak is recovered.

Rolling 90-day BTC correlation

Strategy versus BTC

Correlation of daily returns over 90 complete daily observations, from −1 to +1. Gaps mean undefined correlation. This does not indicate whether BTC is used in signals.

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022—0.0%3.0%24.8%22.1%10.9%10.7%6.3%3.1%3.4%21.6%6.7%20233.3%16.9%5.0%-3.8%5.6%0.3%5.3%3.5%-0.1%-2.6%12.5%-2.3%20246.4%5.5%6.3%2.4%-3.0%1.7%8.5%-2.9%1.7%1.3%7.1%21.8%20255.7%-7.1%5.3%-0.1%-2.3%6.5%2.6%1.1%-5.3%2.5%5.0%5.9%20261.3%2.1%-1.8%0.0%-6.8%12.1%-3.4%4.3%-3.4%2.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	183.03%	-56.69%
2023	50.84%	155.62%
2024	70.64%	121.29%
2025	20.38%	-6.33%
2026	6.38%	-7.02%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-18, exclusive.