BTC: Daily RSI + Weekly Trend Filter Backtest — -5.2% vs +126.2% Buy-and-Hold
Real backtest of the Daily RSI + Weekly Trend Filter strategy on BTC-USD over 5 years: -5.2% return vs +126.2% buy-and-hold, 6 trades, 17% win rate, 27.5% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: -5.2% (trailed buy-and-hold at +126.2%)
- Win rate: 17% over 6 trades
- Max drawdown: 27.5%
- Sharpe ratio: -0.28
- Period: 5 years of real historical price data
What the numbers say
On BTC, the Daily RSI + Weekly Trend Filter trailed buy-and-hold over the five years through Nov 2026: -5.2% against +126.2% for simply holding — a gap of 131.4 percentage points. The strategy took 6 completed trades (1 profitable, 5 not), a 17% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 27.5% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +22.6% (2026-06-30 to 2026-11-12); worst: -5.0% (2025-11-14 to 2025-11-20).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A multi-timeframe filter: only buy Bitcoin on a daily RSI oversold signal (below 30) when the weekly trend is already bullish (50-week SMA above the 200-week SMA) — a short-term entry trigger gated by a longer-term trend confirmation, not just the daily signal alone. Sell when daily RSI rises back above 70.
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