Trend
Trend Following
+38.4%12 months
- Sharpe
- 1.24
- Max DD
- −8.1%
- Corr. BTC
- 0.36
24 backtest months
Trend
Trend crypto strategies
Studies the persistence of market direction through trend-following principles. Compare 24-month fixed-capital returns, drawdowns and Bitcoin correlation across 1 systematic trend strategy.
- In category
- 1
- Median Sharpe
- 1.24
- Median corr. to BTC
- 0.36
- Related research
- 8
Trend strategies
Bitcoin: 0.32
Monthly, last 24 months
Empirical studies
Trend strategy comparison
Click a column to sort. Returns are sums of monthly returns on fixed capital; Bitcoin compounds.
| Strategy | 24M trend | 1M | 3M | 12M | 24M | Sharpe | Max DD | Corr. BTC |
|---|---|---|---|---|---|---|---|---|
| Trend Following | −3.0% | +19.9% | +38.4% | +76.4% | 1.24 | −8.1% | 0.36 | |
| Bitcoin | −7.2% | +23.3% | −29.2% | +10.2% | 0.32 | −49.3% | 1.00 |
Monthly returns
Each bar is one month. Live Backtest
Research on trend markets
Studies of the same market area. They describe the market, not individual strategy rules.
- Data studyAltcoin beta to Bitcoin: BTC, ETH, SOL and DOGE hourly returnsRead →
- Data studyPerpetual funding rates and annualized yield: a 2025 comparisonRead →
- Data studyBitcoin halving and bull markets: evidence from four halvingsRead →
- Data studyBitcoin DCA vs lump sum: every start month since 2014Read →
- Data studyBittensor (TAO): Bitcoin beta, volatility and the AI crypto narrativeRead →
- Evidence reviewFixed capital vs compounded returns: measuring crypto strategy performanceRead →
- Data study · chartsWill Bitcoin go back up? Every crash since 2011 and its recovery timeRead →
- Evidence reviewMonth-end vs daily drawdowns: how reporting frequency affects crypto risk metricsRead →
Apply for trend strategies
Rules, position sizing and execution notes are shared with approved subscribers.