BTC
● Active since Aug 2026
ETH
● Active since Aug 2026
BNB
● Active since Aug 2026
SOL
Research phase
Historical Simulations
All tested strategies - historical simulation results
The strategy logic is proprietary and kept confidential. Every result is shown: wins, losses, trades, and drawdowns. Nothing hidden.
All strategies included in a single Full Access subscription
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 557 trades
Profitable months: 86 of 106 (81%) across the full backtest period
Fixed-strategy performance across the common 35%–80% split grid
The frozen strategy is evaluated at 10 chronological split points. The in-sample share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is measured as out-of-sample.
This is a fixed-strategy chronological stability analysis: the configuration is unchanged across every split, making the three coin results directly comparable.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
All 10 OOS splits are positive. The strategy was evaluated on chronological out-of-sample periods with the configuration held fixed across every tested period.
10/10 out-of-sample periods profitable. Ready to get the edge updates?
Join the Discord →Maximum drawdown comparison · Nov 2017 – Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BNB. The shaded zones mark the three biggest crashes of the last decade: the 2018 bear market, the COVID shock of 2020, and the 2022 Crypto Winter set off by LUNA's collapse.
Holding BNB through these periods meant watching a portfolio drop significantly from its peak. The red area shows how deep that hole was and how long it lasted. For every $10,000 invested near a market top, more than $8,000 could have temporarily disappeared.
The strategy stepped aside during each of the highlighted historical crisis periods. The green line shows the drawdown never exceeded 18.89%, even at its worst. That ceiling held through every crash in the backtest.
Many investors exit near the bottom after a 50-70% decline, realizing losses permanently. A controlled drawdown means staying invested through the full cycle, which is when compounding does its real work.
Distribution of hold time per trade – wins vs. losses
All 557 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BNB/USDT with a proprietary fixed configuration validated across multiple market environments. Implementation details remain confidential while the complete result history is available for review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown of this strategy reached −18.89% in the backtest. The Sharpe ratio of 0.25 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 286 trades
Profitable months: 49 of 65 (75%) across the full backtest period
Fixed-strategy performance across the common 35%–80% split grid
The frozen strategy is evaluated at 10 chronological split points. The in-sample share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is measured as out-of-sample.
This is a fixed-strategy chronological stability analysis: the configuration is unchanged across every split, making the three coin results directly comparable.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
All 10 OOS splits are positive. The strategy was evaluated on chronological out-of-sample periods with the configuration held fixed across every tested period.
10/10 out-of-sample periods profitable. Ready to get the edge updates?
Join the Discord →Maximum drawdown comparison · Jan 2021 – Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BTC. The shaded zones mark the three biggest crashes of the last decade: the 2018 bear market, the COVID shock of 2020, and the 2022 Crypto Winter set off by LUNA's collapse.
Holding BTC through these periods meant watching a portfolio drop significantly from its peak. The red area shows how deep that hole was and how long it lasted. For every $10,000 invested near a market top, the majority could have temporarily disappeared.
The result history is shown transparently. The green line shows a maximum measured drawdown of 9.01% during the backtest period.
Many investors exit near the bottom after a 50-70% decline, realizing losses permanently. A controlled drawdown means staying invested through the full cycle, which is when compounding does its real work.
Distribution of hold time per trade – wins vs. losses
All 286 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BTC/USDT with a proprietary fixed configuration validated across multiple market environments. Implementation details remain confidential while the complete result history is available for review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown of this strategy reached −9.01%, meaning your capital could lose nearly 9% of its value before recovering. The Sharpe ratio of 0.28 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 220 trades
Profitable months: loading…
Fixed-strategy performance across the common 35%–80% split grid
The frozen strategy is evaluated at 10 chronological split points. The in-sample share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is measured as out-of-sample.
This is a fixed-strategy chronological stability analysis: the configuration is unchanged across every split, making the three coin results directly comparable.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
Maximum drawdown comparison · Nov 2022 – Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding ETH. It highlights how the system behaved through strong rallies, deep corrections, and extended sideways periods.
Holding ETH outright exposed capital to full market volatility. The red area shows how severe those peak-to-trough drops became over the test window.
The strategy kept drawdown materially lower. That is the point of the regime-aware structure: adapt entries and exits to market state instead of treating every environment the same.
Distribution of hold time per trade – wins vs. losses
All 220 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for ETH/USDT with a proprietary fixed configuration validated across multiple market environments. The implementation details remain confidential; the complete result history is published for independent review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown of this strategy reached −7.20% in the backtest. The Sharpe ratio of 0.64 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.