Monthly Trend Breakouts with TRAMA and RSI Exits

Summary

This long-only method combines a Trend Regularity Adaptive Moving Average (TRAMA), a trendline breakout, and RSI. It enters when price is above TRAMA and crosses above an upper trendline, while limiting entries to one per calendar month. A position is closed when RSI exceeds 70. The stated parameters include a TRAMA length of 99 and trendline and RSI lengths of 14.

The document provides a BTC/USDT futures backtest configuration for about one year, but gives no return, drawdown, or trade-count results. Its prose says the strategy uses monthly trend context and shorter-timeframe execution, although the source’s entry limiter tracks calendar months on the chart timeframe. It also contains a garbled risk section and inconsistent claims about RSI, so the rules should be checked against the source before use. Breakout failures, late entries, and parameter sensitivity are acknowledged; volume filters, partial exits, and additional risk controls are suggested rather than tested.

Key ideas

• A long entry requires price above TRAMA and a crossing above the upper trendline.
• The source limits entries to one per calendar month.
• An RSI reading above 70 triggers a position close.
• The document supplies backtest settings but no performance statistics.
• Breakout failures, poor timing, and indicator settings are identified as risks.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.