Strategy

btc_ema_cross

EMA Crossover with anti-whipsaw debounce: holds 100% Bitcoin when its close is above the 50-day EMA and 100% cash when below, but trades at most once every 7 calendar days. A cross that reverses inside the cooldown is ignored; a sustained cross executes as soon as the cooldown clears (so a real trend is not missed).

PUBLISHED_CALCULATION

11214.87

+1021.49% total return

Total return

+1021.49%

since inception

Volatility

45.23%

annualised

Sharpe

0.86

risk-adjusted

Max drawdown

-59.28%

peak-to-trough

Provenance

strategy_id: btc_ema_cross
run_id: 2026-07-14T01:00:13Z
created_at: 2026-07-14T01:00:13.549370Z
published_at: 2026-07-14T01:00:13.549370Z
Next recalculation: 2026-07-13T23:59:59Z
stale_after: 2026-07-15T23:59:59Z
is_stale: False
schema_version: v1
environment: PUBLISHED_CALCULATION
mandate: EMA Crossover with anti-whipsaw debounce: holds 100% Bitcoin when its close is above the 50-day EMA and 100% cash when below, but trades at most once every 7 calendar days. A cross that reverses inside the cooldown is ignored; a sustained cross executes as soon as the cooldown clears (so a real trend is not missed).

Live model calculation, updated daily. Strategy methodology backtested from 2018-01-01. Trades are event-driven (EMA crossover with a 7-day debounce), not scheduled. For informational purposes only — not investment advice, not paper-traded, not on-chain.

NAV — indexed performance

Allocation over time

Metrics

total_return	10.2149
annualised_volatility	0.4523
sharpe	0.8586
max_drawdown	-0.5928
nav_start	1000.0000
nav_end	11214.8697
start_date	2018-01-01
end_date	2026-07-13