RSI-Gauss-Velocity-Strategy-WiP by WorkInProgress374
By WorkInProgress374
Performance Metrics
- Author: WorkInProgress374
- Symbol: COINBASE:BTCUSDC
- Timeframe: 1 day
- Net P&L: +453,830,236.85 USD (+45,383.02%)
- Win Rate: 38.9%
- Profit Factor: 5.778
- Max Drawdown: 45,266,886.08 USD (20.28%)
- Total Trades: 90
Description
Strategy Overview: RSI-Gauss-Velocity-Strategy-WiPThis high-performance strategy captures trend expansions by combining N-Pole Gaussian Filter signal processing with Stochastic RSI momentum. Unlike traditional moving averages, the Gaussian Filter creates a responsive, low-lag baseline and volatility channel designed to filter market noise and focus on true directional energy.The MechanicsGaussian Channel: Uses a 4-pole bell-curve weighting to create a "Filtered True Range".Momentum Confirmation: Entries require Stoch-RSI to be at extreme levels (>80 or <20) to ensure breakouts are backed by cyclical momentum.Trend Alignment: Longs are only taken when the Gaussian trend is sloping upward.Key Logic UpgradesMomentum Velocity Exit: Replaces static exits with a slope exhaustion filter that senses when a trend is "tired," locking in profits before a price crash.Asymmetric Profit Protection: Allows aggressive momentum exits only when in profit, giving losing trades room to breathe while protecting gains during "blow-off tops".Compounding Retention: Avoids hard trailing stops to stay in winning trades longer, significantly boosting compounding potential.Performance Evolution (Nov 2014 – Mar 2026)The optimized version represents a massive leap in efficiency over the original script:Total P&L: Increased from +2,610% to +45,383%.Profit Factor: Improved from 5.69 to 5.78.Drawdown: Maintained at a stable -20.28% despite the exponential profit increase.Optimized for: BTC, ETH, and high-beta trending assets on 1H, 4H, and Daily timeframes.