← STRATEGY REGISTRYHistorical backtest

RUNEUSDTTrend following

Follows changes in the prevailing price trend.

Longruneusdt-71b7f1bcb3

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)86.01%

NET RETURN1,852.73%

MAX MARK DRAWDOWN46.43%

BTC BUY & HOLD77.84%

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
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 151
Profitable trades: 17.22%
Best calendar month: 99.82%
Worst calendar month: -10.18%
Longest daily underwater spell: 503 days
Daily return volatility: 2.60%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-3.2%2.0%42.6%-3.7%-3.5%-3.6%-4.7%-2.4%-2.5%3.6%-10.2%-3.5%2023-3.7%-3.7%-4.8%0.0%-3.6%6.0%-1.1%77.9%19.4%67.9%99.8%-2.4%2024-3.4%13.7%40.9%-2.3%1.4%-1.2%15.0%15.6%-0.5%0.9%-6.1%-1.1%2025-2.5%-2.3%-2.3%14.8%25.0%-3.7%-2.7%3.5%-2.4%-2.5%-2.3%-3.7%20267.2%-3.6%-3.7%-3.7%-1.3%-3.4%4.5%7.1%51.0%-8.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	2.77%	-64.22%
2023	520.19%	155.62%
2024	87.48%	121.29%
2025	15.93%	-6.33%
2026	40.96%	-6.18%

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: 2026-10-16, exclusive.