STRATEGIES
← STRATEGY REGISTRYHistorical backtest

SEIUSDTBreakout

TW

Trades price breakouts from an established trading range.

Shortseiusdt-efde4092b6

Data updated:

ANNUAL RETURN (CAGR)71.04%
NET RETURN447.33%
MAX MARK DRAWDOWN24.42%
BTC BUY & HOLD181.17%

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
Short
BTC filter
No
Protective stop
ATR
Signal exit
Yes
Exit rules
Signal / stop loss / take profit
Position sizing
Notional allocation
Backtest start
2023-08-16
Backtest end
2026-10-16 (exclusive)
Closed positions
132
Profitable trades
43.94%
Best calendar month
27.96%
Worst calendar month
-11.82%
Longest daily underwater spell
128 days
Daily return volatility
2.23%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2023———————0.9%0.4%6.1%0.0%0.8%20240.5%-1.7%-1.5%19.9%0.6%7.7%28.0%20.6%-8.7%3.7%4.6%8.8%202515.2%19.7%8.7%1.7%7.7%0.7%-6.6%-8.8%4.9%13.0%21.1%3.3%20263.3%0.3%18.8%-9.3%1.6%18.2%-11.8%-8.6%1.9%4.4%——

Calendar-year performance

PeriodStrategyBTC hold
20238.27%44.59%
2024110.15%121.29%
2025108.89%-6.33%
202615.15%-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.