Scored Long-Only Trend Following with Breakouts and Pullback Reentries

Summary

This Bitcoin strategy seeks long positions when several measures support an advancing trend. It scores a bullish stack of smoothed moving averages, their separation and slopes, path efficiency, momentum persistence, volatility conditions, breakout strength, and reclaim signals. Entries can follow a breakout, a pullback above a moving average, or a recent transition into a bullish trend; a minimum combined score and price above the slow average provide additional filters.

Position value is set using a leverage input, while exits combine moving-average structure, weakening score or momentum, volatility and efficiency deterioration, and a hard stop with an ATR-based trailing stop. It also imposes a post-exit cooldown, a minimum holding period, and restrictions around weekends and Friday evening in New York time. The page claims high growth and low drawdown but gives no supporting figures, test period, or validation details. Results will depend on asset, bar interval, costs, leverage, and parameter selection; the strategy is long-only and its rules do not ensure the advertised performance.

Key ideas

• A weighted score combines trend structure, slope, path efficiency, momentum, volatility, breakout, and reclaim signals.
• The entry logic supports breakout continuation, pullback reentry, and early entries after a recent bullish moving-average cross.
• Position size targets a configurable multiple of equity, while hard and trailing stops and trend-failure rules govern exits.
• Cooldown, minimum holding, and weekend-related time rules constrain trade timing.
• The performance claim is not accompanied by backtest statistics or validation details.

Tags

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