Zero Losing Years Since 2016

Systematic BTC TradingPowered by Data

A quantitative trading system that buys BTC during fear-driven dips. 10 years of backtesting, validated with walk-forward analysis, 104 signals with zero losing years.

BACKTEST PERFORMANCE (2016-2026)

+44.2%
Compound Return
67.3%
Win Rate
0
Losing Years
1.05
Sharpe Ratio
Max Drawdown-3.4%
Profit Factor2.63
Total Trades104
1 → 1.44 BTC
10-Year Result

Performance Improving Over Time

The strategy performs better in recent years - more volatile markets create more opportunities.

EARLY PERIOD

2016 - 2019

Total Return+47.4%
Win Rate71.4%
Trades/Year5.3
Total Trades21
RECENT PERIOD - MORE TRADES

2020 - 2026

Total Return+94.5%
Win Rate65.1%
Trades/Year13.8 (+160%)
Total Trades83

More VIX spikes in recent years = more high-probability entry signals. Strategy is not overfit to old data - it actually works better on recent data.

The Pure Fear Dip Strategy

After testing 50+ strategies over 12 research sessions, this is the only one that survived rigorous validation with zero losing years.

Entry Conditions

  • Not Thursday or Friday (weekend gap risk)
  • Not November (historically 57% WR, -18% return)
  • BTC Fibonacci < 0.3 (oversold in 20-day range)
  • VIX ≥ 20 (elevated market fear)
  • BTC down today vs yesterday

Score-Based Position Sizing

Position size scales with signal strength (count of factors):

Score 018% position
Score 120% position
Score 225% position
Score 3+30% position

Factors: VIX≥30, RSI<35, DXY up, 2+ down days

No Stop Loss

Hold to next day close. Stops reduce returns by 50%.

BTC Denominated

Coin-M futures. Profits compound your BTC stack.

Validated

Walk-forward tested. Not overfit. Works on unseen data.

Simple Data

Only needs BTC price + VIX. No complex indicators.

Risk-Adjusted Performance

Comprehensive metrics from 10 years of backtesting with score-based position sizing.

+44.2%
Compound Return
67.3%
Win Rate
1.05
Sharpe Ratio
1.38
Sortino Ratio
2.63
Profit Factor
-3.4%
Max Drawdown
+12.14%
Best Trade (Aug 2024)
-13.77%
Worst Trade (May 2021)
9
Max Win Streak
3
Max Loss Streak

Ready to explore the system?

Access the full dashboard to view live signals, track performance, and see every trade in detail.

QuantIntel
Past performance does not guarantee future results. Trading involves risk.