← STRATEGY REGISTRYHistorical backtest

JSTUSDTMomentum reversal

Trades changes in price momentum after exhaustion.

Longjstusdt-d846e9cb6e

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)38.22%

NET RETURN349.33%

MAX MARK DRAWDOWN23.79%

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: 125
Profitable trades: 56.80%
Best calendar month: 20.58%
Worst calendar month: -7.80%
Longest daily underwater spell: 245 days
Daily return volatility: 1.50%

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%6.4%-1.2%5.1%5.8%19.9%-4.0%7.0%0.0%7.6%12.6%20233.1%0.0%9.9%-3.9%-3.4%-3.9%0.0%-5.3%5.5%3.7%6.2%4.7%2024-2.5%2.9%-3.4%-7.8%-4.3%-1.0%16.4%4.6%-3.7%6.5%2.7%-7.6%202514.0%-3.1%-5.8%1.4%8.4%20.6%0.0%3.9%-3.5%7.2%0.0%2.8%202617.7%1.3%0.0%17.5%0.0%-0.8%4.1%-0.2%0.6%-0.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	74.43%	-56.69%
2023	16.32%	155.62%
2024	0.30%	121.29%
2025	52.53%	-6.33%
2026	44.76%	-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.