← STRATEGY REGISTRYHistorical backtest

JSTUSDTMomentum reversal

Trades changes in price momentum after exhaustion.

Longjstusdt-792944e42c

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)43.22%

NET RETURN429.93%

MAX MARK DRAWDOWN15.89%

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: Fixed
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: 97
Profitable trades: 62.89%
Best calendar month: 19.59%
Worst calendar month: -5.84%
Longest daily underwater spell: 199 days
Daily return volatility: 1.15%

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%-2.4%2.3%19.6%1.6%6.2%3.2%1.9%0.0%7.9%13.3%20234.2%6.1%1.5%-5.8%7.8%10.8%0.0%-5.1%6.1%3.3%6.3%5.4%20240.4%3.1%6.3%0.0%4.1%-4.0%5.7%-3.9%1.4%7.8%4.4%-2.7%202510.8%7.1%-4.7%0.6%6.2%10.5%0.0%11.1%2.1%12.4%0.0%0.0%20264.3%0.6%-4.1%0.0%1.4%-3.7%2.3%0.3%2.7%-0.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	65.51%	-56.69%
2023	47.16%	155.62%
2024	24.11%	121.29%
2025	70.23%	-6.33%
2026	2.98%	-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.