Aktualisiert
Absolute Capital LTI
⚡ Absolute Capital — Long Term Investment (AC·LTI)
A systematic, long-only Bitcoin allocation rule on the 2-day chart. No discretion. Three states, checked once a day.
LONG: EMA 12 above EMA 21 and price closes above EMA 50. Hold BTC. CAUTION: EMA 12 above EMA 21 but price below EMA 50. Be out, cash ready to re-enter. CASH: EMA 12 below EMA 21. Be out.
Every state change is labelled on the confirmed bar and fires an alert, so nothing repaints.
Backtest, BTC/USD (Coinbase), 2-day bars, 24 Aug 2016 to 25 Sep 2026, 0.15% cost per buy and per sell, long only, no leverage: 72.8% a year against 63.8% for holding. Worst fall from a peak -50% against -84%. 39 closed trades, 41% winners, average winner +67%, average loser -4.8%. Ahead of holding in both halves of the period and in 95% of rolling 4-year windows.
The edge depends on acting on time: acting 2 days after a state change still returned 71.5% a year; acting 4 days late at 0.5% cost returned 61.5%, below holding.
Built for BTC on the 2D timeframe. The EMA lengths and the 2-day chart were chosen on this same history, so the backtest is flattered. Past performance does not predict future results. Education, not financial advice.
A systematic, long-only Bitcoin allocation rule on the 2-day chart. No discretion. Three states, checked once a day.
LONG: EMA 12 above EMA 21 and price closes above EMA 50. Hold BTC. CAUTION: EMA 12 above EMA 21 but price below EMA 50. Be out, cash ready to re-enter. CASH: EMA 12 below EMA 21. Be out.
Every state change is labelled on the confirmed bar and fires an alert, so nothing repaints.
Backtest, BTC/USD (Coinbase), 2-day bars, 24 Aug 2016 to 25 Sep 2026, 0.15% cost per buy and per sell, long only, no leverage: 72.8% a year against 63.8% for holding. Worst fall from a peak -50% against -84%. 39 closed trades, 41% winners, average winner +67%, average loser -4.8%. Ahead of holding in both halves of the period and in 95% of rolling 4-year windows.
The edge depends on acting on time: acting 2 days after a state change still returned 71.5% a year; acting 4 days late at 0.5% cost returned 61.5%, below holding.
Built for BTC on the 2D timeframe. The EMA lengths and the 2-day chart were chosen on this same history, so the backtest is flattered. Past performance does not predict future results. Education, not financial advice.
Versionshinweise
⚡ Absolute Capital - Long Term Investment (AC·LTI)A systematic, long-only Bitcoin allocation rule on the 2-day chart. No discretion. Three states, checked once a day.
LONG: EMA 12 above EMA 21 and price closes above EMA 50. Hold BTC.
CAUTION: EMA 12 above EMA 21 but price below EMA 50. Be out, cash ready to re-enter.
CASH: EMA 12 below EMA 21. Be out.
Every state change is labelled on the confirmed bar and fires an alert, so nothing repaints.
Backtest, BTC/USD (Coinbase), 2-day bars, 24 Aug 2016 to 25 Sep 2026, 0.15% cost per buy and per sell, long only, no leverage:
72.8% a year against 63.8% for holding. Worst fall from a peak -50% against -84%. 39 closed trades, 41% winners, average winner +67%, average loser -4.8%. Ahead of holding in both halves of the period and in 95% of rolling 4-year windows.
The edge depends on acting on time: acting 2 days after a state change still returned 71.5% a year; acting 4 days late at 0.5% cost returned 61.5%, below holding.
Settings: every colour (LONG, CAUTION, CASH, EMA 50, labels), line widths and transparency, the 12/21 fill, the state labels and the state table (position, text size, colours) can be changed. The rule does not change with them.
Built for BTC on the 2D timeframe. The EMA lengths and the 2-day chart were chosen on this same history, so the backtest is flattered. Past performance does not predict future results. Education, not financial advice.
Mentoring Traders to be Traders
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Mentoring Traders to be Traders
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.