← STRATEGY REGISTRYHistorical backtest

STXUSDTTrend following

Follows changes in the prevailing price trend.

Longstxusdt-bd0f653ed3

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)75.24%

NET RETURN1,372.39%

MAX MARK DRAWDOWN45.13%

BTC BUY & HOLD76.24%

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
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-18 (exclusive)
Closed positions: 117
Profitable trades: 29.91%
Best calendar month: 205.35%
Worst calendar month: -20.17%
Longest daily underwater spell: 361 days
Daily return volatility: 3.70%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-10.0%5.1%-5.4%-1.7%-2.8%-11.0%1.7%0.0%-4.4%-6.6%1.2%22.7%202314.2%205.4%26.0%-5.7%-13.3%14.1%-7.6%-13.1%-4.5%25.8%-20.2%82.5%2024-7.3%64.5%1.6%-5.8%-17.2%-8.3%12.1%-9.8%9.0%-2.7%29.0%-2.5%2025-5.2%-7.3%-3.7%31.1%9.3%2.8%-11.5%-2.6%-3.7%-1.4%0.0%-6.3%202638.1%-13.5%-8.8%-17.5%1.0%-4.4%-4.0%95.9%28.0%-0.1%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-14.13%	-64.22%
2023	475.43%	155.62%
2024	49.57%	121.29%
2025	-4.46%	-6.33%
2026	108.54%	-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.