← STRATEGY REGISTRYHistorical backtest

ZROUSDTTrend following

Follows changes in the prevailing price trend.

Longzrousdt-3d5b5891a2

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)91.80%

NET RETURN354.73%

MAX MARK DRAWDOWN40.95%

BTC BUY & HOLD25.50%

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 / take profit
Position sizing: Notional allocation
Backtest start: 2024-06-20
Backtest end: 2026-10-18 (exclusive)
Closed positions: 192
Profitable trades: 42.19%
Best calendar month: 29.86%
Worst calendar month: -19.13%
Longest daily underwater spell: 220 days
Daily return volatility: 2.21%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2024—————6.2%9.9%3.7%13.4%-4.8%18.9%15.8%202519.1%-1.2%3.7%1.7%0.1%17.4%16.6%16.5%8.9%3.1%-3.4%-12.8%202617.6%12.1%-6.2%-19.1%-11.0%1.8%0.9%3.6%10.0%29.9%——

Calendar-year performance

Period	Strategy	BTC hold
2024	79.78%	44.11%
2025	87.16%	-6.33%
2026	35.15%	-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.