BTC Trend-Momentum Strategy by SystemsOverFeelings
By SystemsOverFeelings
Performance Metrics
- Author: SystemsOverFeelings
- Symbol: INDEX:BTCUSD
- Timeframe: 1 day
- Win Rate: 68.4%
- Profit Factor: 4.34
Description
A rules-based long/short strategy designed specifically for Bitcoin, combining three complementary components:Trend filter (EMA 200): Only trades in the direction of the prevailing trend — long above the EMA, short below it.Volume confirmation (Chaikin Money Flow): Confirms that actual buying or selling pressure supports the trend direction before entering.Momentum trigger (Stochastic RSI): Times entries when %K crosses back out of oversold/overbought territory, avoiding entries at momentum extremes.Optional volatility filter (ATR vs. its moving average): Can restrict trading to periods of above-average volatility, filtering out low-volatility chop.Risk disclosure: This strategy has no built-in stop-loss or take-profit. Positions are only closed by an opposing signal (a long signal closes an existing short and vice versa). This means an open position can theoretically run at a loss for an extended period before the opposite signal triggers. Traders should manage their own risk (position sizing, stops) independently when applying this on a live account.Backtest settings used: Initial capital $1,000, 0.075% commission per trade, no slippage, 100% equity per trade, tested on BTC/USD from 2018 onward. Past performance does not guarantee future results.This publication is for educational purposes only and does not constitute financial advice.