STRATEGIES
← STRATEGY REGISTRYHistorical backtest

MORPHOUSDTMomentum

TW

Follows sustained price momentum with causal signals.

Longmorphousdt-f902bed6ef

Data updated:

ANNUAL RETURN (CAGR)110.54%
NET RETURN312.02%
MAX MARK DRAWDOWN38.96%
BTC BUY & HOLD-17.56%

Cumulative return

StrategyBTC spot buy-and-hold
Strategy versus BTC spot buy-and-hold cumulative return, percent

Drawdown

StrategyBTC spot buy-and-hold
Daily strategy and BTC drawdown, percent

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
2024-11-22
Backtest end
2026-10-18 (exclusive)
Closed positions
180
Profitable trades
32.78%
Best calendar month
52.52%
Worst calendar month
-15.44%
Longest daily underwater spell
142 days
Daily return volatility
3.71%

Rolling 12-month return

StrategyBTC spot buy-and-hold
Rolling 12-month return

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

Quarterly returns

StrategyBTC spot buy-and-hold
Quarterly returns

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
Time below previous peak

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

Rolling 90-day BTC correlation

Strategy versus BTC
Rolling 90-day BTC correlation

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2024——————————52.5%33.7%2025-15.4%17.4%-6.0%-7.9%18.1%5.2%14.1%18.4%2.9%21.8%-0.7%-10.1%202615.1%11.6%-4.3%3.9%23.9%-8.6%-8.1%4.0%-7.1%-2.7%——

Calendar-year performance

PeriodStrategyBTC hold
2024103.91%-5.34%
202561.60%-6.33%
202625.04%-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.