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Hypotheses

BTC Spot 200-Day SMA Long/Flat Trend-Regime Timing (BINANCE_SPOT, Daily Bars, Hold BTC Above Its 200-Day SMA / Move to Cash Below — Tail-Risk-Reduced Beta, No Leverage, No Shorting, Pure OHLCV, 1-Core-Parameter)

A LONG-ONLY, single-instrument SPOT trend-regime timing strategy on BTCUSDT.BINANCE_SPOT (daily bars). Rule: hold a full BTC position when the daily close is above its 200-day simple moving average; hold 100% cash when…

Hypothesis

A LONG-ONLY, single-instrument SPOT trend-regime timing strategy on BTCUSDT.BINANCE_SPOT (daily bars). Rule: hold a full BTC position when the daily close is above its 200-day simple moving average; hold 100% cash when the close is at/below it. This is a re-attempt of a previously abandoned hypothesis whose abandon was an ENGINE BUG (corrupted close-date daily-return Sharpe, fixed 2026-07-24 commit 59c8a73 — Sharpe/vol now from per-bar MTM equity), not a strategy verdict. It is deliberately and materially……Show moreShow less

A LONG-ONLY, single-instrument SPOT trend-regime timing strategy on BTCUSDT.BINANCE_SPOT (daily bars). Rule: hold a full BTC position when the daily close is above its 200-day simple moving average; hold 100% cash when the close is at/below it. This is a re-attempt of a previously abandoned hypothesis whose abandon was an ENGINE BUG (corrupted close-date daily-return Sharpe, fixed 2026-07-24 commit 59c8a73 — Sharpe/vol now from per-bar MTM equity), not a strategy verdict. It is deliberately and materially different from the long-SHORT 200-MA perp and long-short Donchian siblings that died this session to overfit/PBO/single-regime: (1) it is LONG/FLAT, not long/short — a false bear signal costs only missed upside (sit in cash), never a symmetric short loss into a whipsaw, which is precisely the mechanism that inflated the siblings' PBO and OOS instability; (2) it is UNLEVERED SPOT — no margin, no second leg, no funding, so it cannot risk-reject on implausible returns or produce non-diagnostic high-vol artifacts; (3) it is 1 CORE PARAMETER (the 200-day window), maximally overfit-resistant, in the best-odds low_parameter / no_supplementary_data families; (4) pure daily OHLCV on the deepest-history instrument in the catalog — cannot data-wall like the liquidation/options siblings. Its value proposition is NOT raw return but a HIGHER Sharpe and materially LOWER max-drawdown than BTC buy-and-hold, achieved by sitting out sustained bear regimes. Risk: full BTC on signal (sizing = get_account_equity() at spot, leverage 1.0), no per-trade stop (the 200-SMA cross IS the exit), max exposure 100% of equity by design (single unlevered spot asset).

Backtest and paper results are hypothetical. Trading involves risk of loss.