Published tests
Strategies we tested ourselves on real exchange candles. Failures stay on the board, a backtesting tool that only shows winners is a marketing tool.
Every published test
26 runs
Returns are shown against buy-and-hold over the same window, red means the strategy underperformed simply holding.
Four-Week Rule
Richard Donchian · BNBUSDT · 1D
- Window
- 8.0 years
- Trades
- 27
- Win rate
- 51.9%
- PF
- 2.47
- Return vs hold
- +17670.5%vs +7164.4% hold61% exposure · 28% DD · hold 69% DD
- Max DD
- 27.8%
- Verdict
- RECOMMENDED
Four-Week Rule
Richard Donchian · SOLUSDT · 1D
- Window
- 6.1 years
- Trades
- 23
- Win rate
- 43.5%
- PF
- 1.50
- Return vs hold
- +13446.7%vs +3317.3% hold53% exposure · 66% DD · hold 96% DD
- Max DD
- 66.0%
- Verdict
- RECOMMENDED
Four-Week Rule
Richard Donchian · ETHUSDT · 1D
- Window
- 8.0 years
- Trades
- 29
- Win rate
- 51.7%
- PF
- 1.78
- Return vs hold
- +1898.9%vs +954.4% hold56% exposure · 52% DD · hold 74% DD
- Max DD
- 51.8%
- Verdict
- RECOMMENDED
Four-Week Rule
Richard Donchian · BTCUSDT · 1D
- Window
- 8.0 years
- Trades
- 29
- Win rate
- 55.2%
- PF
- 1.96
- Return vs hold
- +1801.1%vs +1096.7% hold62% exposure · 34% DD · hold 74% DD
- Max DD
- 33.8%
- Verdict
- RECOMMENDED
Double 7s
Larry Connors · BTCUSDT · 1D
- Window
- 8.0 years
- Trades
- 79
- Win rate
- 70.9%
- PF
- 1.89
- Return vs hold
- +179.8%vs +1096.7% hold29% exposure · 33% DD · hold 74% DD
- Max DD
- 33.5%
- Verdict
- RECOMMENDED
Turtle Trading. System 1 (long side)
Richard Dennis / Original Turtles (Free Rules Project) · BTCUSDT · 1D
- Window
- 8.0 years
- Trades
- 40
- Win rate
- 45.0%
- PF
- 4.86
- Return vs hold
- +134.0%vs +1096.7% hold44% exposure · 6% DD · hold 74% DD
- Max DD
- 5.8%
- Verdict
- RECOMMENDED
Turtle Trading. System 1 (long side)
Richard Dennis / Original Turtles (Free Rules Project) · BNBUSDT · 1D
- Window
- 8.0 years
- Trades
- 44
- Win rate
- 38.6%
- PF
- 4.30
- Return vs hold
- +119.8%vs +7164.4% hold43% exposure · 4% DD · hold 69% DD
- Max DD
- 4.3%
- Verdict
- RECOMMENDED
RSI(2) mean reversion
Larry Connors · BNBUSDT · 1D
- Window
- 8.0 years
- Trades
- 28
- Win rate
- 57.1%
- PF
- 2.54
- Return vs hold
- +62.5%vs +7164.4% hold5% exposure · 13% DD · hold 69% DD
- Max DD
- 12.9%
- Verdict
- RECOMMENDED
Moving-average pullback
Rayner Teo · BTCUSDT · 1D
- Window
- 8.0 years
- Trades
- 107
- Win rate
- 38.3%
- PF
- 3.39
- Return vs hold
- +59.1%vs +1096.7% hold28% exposure · 6% DD · hold 74% DD
- Max DD
- 5.5%
- Verdict
- RECOMMENDED
RSI(2) mean reversion
Larry Connors · ETHUSDT · 1D
- Window
- 8.0 years
- Trades
- 29
- Win rate
- 69.0%
- PF
- 2.80
- Return vs hold
- +58.9%vs +954.4% hold5% exposure · 10% DD · hold 74% DD
- Max DD
- 9.5%
- Verdict
- RECOMMENDED