Strategy LabBETA
Build entry and exit rules from the dashboard's indicators and common technical functions, then backtest them on BTC history. Every indicator only uses data that was actually available on that day.
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BTC price (log) · shaded = holding
Equity multiple (log)
Drawdown
Trade log
| # | Entry | Exit | Days | Return |
|---|
Backtest rules
- Rules are checked on each daily UTC close and filled at the next day's close, never on the same day as the signal.
- Spot only: all-in BTC or all cash. No shorting, no leverage.
- Stop-loss, take-profit and max holding are checked on closes and also filled at the next close (there is no intraday data, so real triggers could come earlier).
- Sharpe uses daily returns, 365 days a year and a 0% risk-free rate. Returns are net of fees.
No peeking at the future
- The power-law fair value is refit every 30 days using only prices up to that point; every percentile is ranked against the past only.
- Lagged by publication time: ETF, stablecoins, mNAV, funding rate, L/S account ratio, leverage level and Bitfinex longs by 1 day; net liquidity by 2 days.
- That is why historical Cycle Temperature and Institutional Tide values differ slightly from the dashboard charts. This is intentional.
- Technical functions (moving averages, RSI, % change, Bollinger) use closing prices only.
Limits and disclaimer
- There are only three complete halving cycles. Leverage level starts in 2021-09 and ETF data in 2024-01, so strategies using them get short backtests.
- The more rules you try, the easier it is to find a combination that just happens to fit the past. Results that hold up after changing parameters and start dates are more meaningful.
- A personal research tool by CompoundWater. Past backtests do not guarantee future results. Not investment advice.