Larry Connors profile picture

Larry Connors

Double 7s

Verified1DRecommended Channel

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

Most-tested backtest · BTCUSDT 1D2018-09-022026-08-31 · 8.0 years

Step by step, exactly as executed

1

Timeframe

1D

2

Setup / filter

close > SMA(200)

3

Entry

the close is the lowest close of the last 7 candles → market at the next candle open

4

Stop

NONE — no stop-loss rule was provided, so no stop is placed

5

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

6

Risk

1% of equity as trade notional (there is no stop, so this is not risk to a stop)

4

Executable rules

2

Published sources

3

Known limitations

The published rules, verbatim

1

Timeframe

daily.

2

Trend filter

the close is above the 200-day simple moving average.

3

Entry

the close is the lowest close of the last 7 days.

4

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.

Sign in to run these rules yourself and see your own results here.