BTC 200-Day Trend
trend-following
crypto
monthly
defensive
Holds Bitcoin when price is above the 200-day moving average, rotates to T-bills when below. Evaluated monthly to reduce noise.
Jan 1, 2018 — present
·
$10,000 initial
·
updated Jun 13
·
Live
Performance Summary
Total P&L
+$18.5K
Annualised Return
+13.21%
Sharpe Ratio
0.50
Max Drawdown
−64.90%
Apr '21 – Mar '23
Simple Return
+185.02%
Win Rate
28.6%
Profit Factor
2.02
Volatility (Ann.)
47.44%
Period
1 Jan 2018 – Present
Initial Capital
$10K
Final Value
$28.5K
Total Return
+185.02%
Drift Tolerance
—
Rebalance Frequency
Monthly
Equity PerformanceAll Time – Present
vs INDEX:SP:GSPCAlpha +16.6%Beta 0.65Outperformed 45.10% of months
Strategy
Monthly Returns% · green = positive · red = negative
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | -31.78% | +1.73% | -31.09% | -2.10% | +0.15% | +0.15% | +0.14% | +0.16% | +0.14% | +0.17% | +0.18% | +0.18% | -52.6% |
| 2019 | +0.17% | +0.18% | +0.17% | +0.19% | +56.99% | +44.70% | -18.71% | -4.83% | -13.59% | -0.33% | -17.11% | -6.58% | +18.0% |
| 2020 | +0.12% | -7.69% | +1.35% | -0.02% | +5.30% | -3.19% | +23.92% | +3.16% | -7.67% | +25.61% | +44.88% | +47.77% | +203.0% |
| 2021 | +18.33% | +35.04% | +27.15% | -1.98% | -38.19% | +1.64% | -0.01% | -0.01% | -11.34% | +8.67% | -7.58% | -18.77% | -9.5% |
| 2022 | -0.75% | -0.02% | +0.05% | -0.01% | +0.03% | +0.08% | +0.04% | +0.19% | +0.21% | +0.16% | +0.31% | +0.36% | +0.6% |
| 2023 | +0.28% | -3.49% | +23.03% | +3.03% | -7.23% | +11.97% | -4.09% | -11.28% | -1.21% | +0.43% | +5.29% | +11.63% | +26.4% |
| 2024 | +1.15% | +43.72% | +15.60% | -14.29% | +11.30% | -10.62% | +7.13% | -8.51% | -3.55% | +0.40% | +38.78% | -4.14% | +80.9% |
| 2025 | +9.61% | -17.61% | -2.16% | +2.37% | +6.62% | +3.02% | +8.05% | -6.35% | +5.21% | -3.95% | -17.01% | -5.79% | -20.6% |
| 2026 | +0.30% | +0.27% | +0.29% | +0.29% | +0.32% | +0.13% | — | — | — | — | — | — | +1.6% |
Holdings
ETF:NYSE_ARCA:BIL$28,460
100.0%+$259 (+0.9%)
1 position · $28,460
Insights
Insights generation not implemented yet