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Hypotheses

BTC Spot 30-Day Drawdown Accumulation with Recovery Exit

A long-only single-instrument accumulation strategy on BTCUSDT spot (BINANCE_SPOT) using daily (1D) bars and ONLY OHLCV data. Distinctly different from the existing portfolio: this is the only spot strategy (CASH…

Hypothesis

A long-only single-instrument accumulation strategy on BTCUSDT spot (BINANCE_SPOT) using daily (1D) bars and ONLY OHLCV data. Distinctly different from the existing portfolio: this is the only spot strategy (CASH account, long-only, no leverage), the only long-holding-period accumulation mechanic, and intentionally low-frequency (~3-6 trades per year on average) so the higher 0.20% spot round-trip fee is negligible against the 8-25% expected per-trade move. The hypothesis: BTC has a structurally bullish……Show moreShow less

A long-only single-instrument accumulation strategy on BTCUSDT spot (BINANCE_SPOT) using daily (1D) bars and ONLY OHLCV data. Distinctly different from the existing portfolio: this is the only spot strategy (CASH account, long-only, no leverage), the only long-holding-period accumulation mechanic, and intentionally low-frequency (~3-6 trades per year on average) so the higher 0.20% spot round-trip fee is negligible against the 8-25% expected per-trade move. The hypothesis: BTC has a structurally bullish multi-year drift (~50-100% annual returns historically), but exhibits frequent drawdowns of 10-20% from local highs that are ALMOST ALWAYS recovered within 30-60 days during non-bear regimes. A simple 'buy when price is >=12% below the 30-day high' rule captures these drawdowns systematically without trying to time the exact bottom. The strategy uses a 200-day SMA regime filter to avoid catching falling knives in true bear markets — only triggers when price is above the 200-day SMA (long-term uptrend confirmed). Just 4 parameters (drawdown_threshold, lookback, regime_sma, max_hold) keeps the overfitting surface minimal. The strategy ALSO works as a portfolio diversifier: most existing strategies are short-term futures trades; this provides exposure to the long-term equity curve of BTC and is uncorrelated with their alpha.

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