42 backtested crypto strategies across breakout, momentum, mean reversion, and sector plays. Filter by type, sort by Sharpe or CAGR. All results are hypothetical and based on historical data.

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BTC Monthly Momentum
BTC LONG
Simple trend-following rule: go long BTC when its 30-day return is positive, hold cash when negative. Signal Construct...
Sharpe
1.22
CAGR
+51.3%
Max DD
-46.8%
Period
6.1yr
BTC Quarterly Momentum
BTC LONG
Long BTC when the 90-day return is positive, with position size that scales with momentum strength. Signal Constructio...
Sharpe
1.21
CAGR
+35.1%
Max DD
-30.7%
Period
6.1yr
BTC Dual Momentum v2
BTC LONG
Dual-timeframe momentum with vol-targeted leverage — full size when both 7d and 30d returns are positive, half size when...
Sharpe
1.16
CAGR
+31.4%
Max DD
-33.1%
Period
6.1yr
BTC 200-Day Trend
BTC LONG
Long BTC when price is above the 200-day moving average, with tiered sizing based on the golden cross (50MA > 200MA). ...
Sharpe
0.94
CAGR
+27.5%
Max DD
-41.9%
Period
5.6yr
BTC Momentum MR Combo
BTC LONG
Hybrid strategy blending trend-following with mean-reversion — sizes up on oversold dips in uptrends, and only buys extr...
Sharpe
1.19
CAGR
+30.4%
Max DD
-35.0%
Period
6.1yr
BTC Weekly Breakout
BTC LONG
Simplified Donchian channel breakout on BTC — enters on a 4-week high, exits on a 2-week low or 12% stop loss, with scal...
Sharpe
1.17
CAGR
+68.3%
Max DD
-57.4%
Period
6.1yr
BTC Weekly Seasonality
BTC LONG
Exploits intra-week BTC patterns — full position Monday to Wednesday, reduced position Thursday to Sunday, only active i...
Sharpe
0.81
CAGR
+20.8%
Max DD
-35.3%
Period
6.1yr
BTC Tiered Sizing
BTC LONG
Multi-tier position sizing for BTC based on how many momentum signals are active — more bullish signals mean larger posi...
Sharpe
1.12
CAGR
+43.0%
Max DD
-52.4%
Period
6.1yr
BTC Leads Memes
CS LONG
Exploits BTC leading altcoins by 1-3 days — goes long high-beta alts after BTC pumps and short after BTC dumps. Signal...
Sharpe
0.91
CAGR
+41.5%
Max DD
-73.1%
Period
6.1yr
RSI Momentum v2
CS L/S
RSI-based cross-sectional ranking with a trend filter — only ranks RSI for coins above their 50MA or with extremely low ...
Sharpe
1.41
CAGR
+68.8%
Max DD
-55.0%
Period
6.1yr
Trend Momentum Long-Only
CS LONG
Long top coins by momentum, but only those in a confirmed uptrend with price above 20MA above 60MA. Signal Constructio...
Sharpe
1.11
CAGR
+70.1%
Max DD
-56.4%
Period
6.1yr
Regime-Adaptive
CS L/S
Adapts long/short allocation to BTC regime using 30-day return as the switch — from aggressive long-only in strong bulls...
Sharpe
1.33
CAGR
+78.9%
Max DD
-54.1%
Period
5.3yr
Multi-TF Momentum LO
CS LONG
Blends momentum across three timeframes — 7-day, 21-day, and 63-day — into a single composite score for long-only select...
Sharpe
1.2
CAGR
+73.6%
Max DD
-74.5%
Period
6.1yr
Momentum Crash Hedge
CS L/S
Always long top momentum coins, but dynamically adds a short hedge when BTC trends down — more shorts as the bear deepen...
Sharpe
1.31
CAGR
+74.2%
Max DD
-69.6%
Period
6.1yr
Time-Series Momentum
CS L/S
Each coin gets its own independent trend signal — not cross-sectional. Long coins in uptrend, short coins in downtrend, ...
Sharpe
1.26
CAGR
+97.3%
Max DD
-35.7%
Period
6.1yr
Quality Momentum
CS LONG
Ranks coins by 'quality-adjusted' momentum — combining price momentum with volume confirmation to filter out low-convict...
Sharpe
1.52
CAGR
+137.7%
Max DD
-68.5%
Period
6.1yr
VWAP RVOL Combo Long
CS LONG
Long coins trading above their 20-day VWAP with above-average relative volume — combines price strength with volume conv...
Sharpe
1.49
CAGR
+133.2%
Max DD
-60.5%
Period
6.1yr
MA Slope Momentum Long
CS LONG
Long coins where the 20-day moving average slope is rising and 5-day momentum is positive — accelerating trend confirmat...
Sharpe
1.29
CAGR
+56.7%
Max DD
-39.9%
Period
6.1yr
Gap Volume Long
CS LONG
Long coins with large daily moves up on high relative volume while in an uptrend — gap-up with volume signals institutio...
Sharpe
1.24
CAGR
+107.4%
Max DD
-66.4%
Period
6.1yr
All-Weather Adaptive
CS L/S
A 4-regime system that reads BTC trend and momentum to dynamically allocate between aggressive longs, cautious longs, he...
Sharpe
0.97
CAGR
+22.8%
Max DD
-46.0%
Period
6.2yr
Trend Anti-Trend Combo
CS LONG
Blends 60% Turtle breakout (catches trends) with 40% oversold-bounce in uptrend (catches dips) — diversified signal sour...
Sharpe
1.61
CAGR
+40.2%
Max DD
-29.1%
Period
6.1yr
Conservative All-Season
CS L/S
Very conservative regime-switched strategy — small long breakouts in bull markets, small shorts in bear, prioritising ca...
Sharpe
1.34
CAGR
+35.0%
Max DD
-25.5%
Period
5.6yr
Low Exposure Trend
CS LONG
Long breakout coins but scales total portfolio exposure by market breadth — full exposure when most coins are trending, ...
Sharpe
1.26
CAGR
+31.1%
Max DD
-34.1%
Period
6.1yr
Turtle 10-5 Fast
CS LONG
Fast-variant Turtle breakout — enters on a 10-day high and exits on a 5-day low, catching trends earlier with more frequ...
Sharpe
1.7
CAGR
+93.6%
Max DD
-46.5%
Period
6.1yr
Turtle 40-20 Slow
CS LONG
Slow-variant Turtle breakout — enters on a 40-day high and exits on a 20-day low, designed to capture larger trends with...
Sharpe
1.48
CAGR
+58.5%
Max DD
-53.0%
Period
6.1yr
Vol-Scaled Turtle
CS LONG
Turtle 20/10 breakout with BTC volatility scaling — reduces position size when market volatility is elevated, full size ...
Sharpe
1.59
CAGR
+39.6%
Max DD
-28.0%
Period
6.1yr
Hedged Breakout
CS L/S
Turtle 20/10 breakout longs with an automatic short hedge that activates when BTC is trending down. Signal Constructio...
Sharpe
1.46
CAGR
+35.2%
Max DD
-27.5%
Period
6.1yr
Breakout RVOL Donchian
CS LONG
20-day Donchian channel breakout requiring volume confirmation on entry and using the 20-day low as exit — volume-confir...
Sharpe
1.58
CAGR
+61.3%
Max DD
-34.9%
Period
6.1yr
Short Low Vol Downtrend
SHORT ONLY
Shorts coins in a confirmed downtrend with drying volume — below both 20 and 50 day MAs with volume declining, signallin...
Sharpe
0.68
CAGR
+19.4%
Max DD
-52.5%
Period
4.7yr
Long L1 Short L2
SPREAD
Trades the Layer 1 vs Layer 2 rotation — longs whichever infrastructure layer is outperforming on 21-day momentum, short...
Sharpe
0.45
CAGR
+9.7%
Max DD
-60.2%
Period
2.0yr
L1 Sympathy Play
SECTOR LONG
Pure sector narrative play — longs the top 5 coins from the 2 hottest sectors by 14-day momentum, rotating into whatever...
Sharpe
1.19
CAGR
+48.8%
Max DD
-53.9%
Period
6.1yr
Meme Sympathy Play
SECTOR LONG
Long top memecoins only during confirmed meme seasons — when average meme 7-day return exceeds 10% and BTC is bullish. ...
Sharpe
0.83
CAGR
+31.8%
Max DD
-35.5%
Period
6.1yr
Large Cap EMA Ribbon
CS LONG
Long large-cap coins with full EMA ribbon alignment (price > EMA8 > EMA21 > EMA55), ranked by ribbon spread — strong tre...
Sharpe
1.26
CAGR
+73.1%
Max DD
-53.3%
Period
6.1yr
Large Cap Bull Bear Switch
CS L/S
Regime-adaptive momentum in large caps — aggressively long in bull markets, aggressively short in bear markets, using BT...
Sharpe
1.27
CAGR
+44.5%
Max DD
-45.2%
Period
5.6yr
Large Cap Trend Following
CS LONG
Long large-cap coins in confirmed uptrends (price > 20MA > 50MA), ranked by 14-day momentum within the trending subset. ...
Sharpe
1.27
CAGR
+53.5%
Max DD
-37.1%
Period
6.1yr
Basis Mean-Reversion
FUNDING
Market-neutral strategy that trades the perp-spot basis derived from cumulative funding rates. When an asset's basis dev...
Sharpe
2.36
CAGR
+60.5%
Max DD
-15.8%
Period
4.1yr
Sector Funding Divergence
FUNDING
Market-neutral strategy that identifies when a coin's funding rate diverges from its sector peers and trades the converg...
Sharpe
2.51
CAGR
+74.1%
Max DD
-14.7%
Period
4.2yr

Loot-Fi publishes historical backtesting research for educational purposes only. Nothing on Loot-Fi constitutes financial advice, a recommendation to buy or sell any asset, or an invitation to invest. Past performance in backtesting does not guarantee future results. All trading involves risk, including the loss of your entire investment. You should consult a licensed financial adviser before making any investment decisions.

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