Larry Connors
Double 7s
A simple long-only rotation: above the 200-day average, buy a new 7-day closing low and sell the first new 7-day closing high.
Win rate
70.1%
Share of trades that closed in profit
Trades
77
Completed trades in the test
Profit factor
1.92
Above 1 means profit beat loss
Return
159.6%
Account change over the window · buy & hold 963.8%
Max drawdown
33.5%
Worst fall from a peak
Step by step, exactly as executed
Timeframe
1D
Setup / filter
close > SMA(200)
Entry
the close is the lowest close of the last 7 candles → market at the next candle open
Stop
NONE — no stop-loss rule was provided, so no stop is placed
Target / exit
Target: no fixed target · Rule exit: a close that is the highest close of the last 7 candles closes the trade at the next open
Risk
1% of equity as trade notional (there is no stop, so this is not risk to a stop)
Executable rules
Published sources
Known limitations
The published rules, verbatim
Timeframe
daily.
Trend filter
the close is above the 200-day simple moving average.
Entry
the close is the lowest close of the last 7 days.
Exit
the close is the highest close of the last 7 days. No stop loss.
Sources
What this test cannot reproduce
Long side only: the mirror short rules cannot be executed on Spot.
No stop loss is published, so R-based statistics are undefined and sizing is a fixed notional.
Published for ETFs; this test runs on the crypto pair you named.
Portfolio — every backtest of this strategy
Each row prints the exact window it was measured on. Rows with different windows measure different market periods, so their numbers differ without contradicting each other.
Backtestify house test
- ETHUSDT1D2018-09-02 → 2026-08-31 · 8.0 yearsRecommended
Measured on 2920 days of candles · run 2026-08-31
72 tradesWR 62.5%PF 1.26+24.7% / hold +718.1%DD 54.8% - BTCUSDT1D2018-09-02 → 2026-08-31 · 8.0 yearsRecommended
Measured on 2920 days of candles · run 2026-08-31
77 tradesWR 70.1%PF 1.92+159.6% / hold +963.8%DD 33.5%
Sign in to run these rules yourself and see your own results here.