BTC · Cycle Alignment, Combined preset 4h chart
Longs when the weekly and monthly cycles both turn to rising while the monthly cycle is below 80; exit when both fall again or on a 2 x daily-ATR trailing stop. Up to two adds of half the base size when the 3-day cycle turns up from below 35 above the average entry, each with a fixed 1.5 ATR stop. Shorts when the 3-day cycle crosses below 70 while the weekly cycle is above 70 and price is below the daily SMA200; exit when the 3-day cycle turns up. Full equity per trade.
Data: binance BTCUSDT (UTC), 19828 chart bars since 2017-08-17 04:00 · live since 2026-09-06 09:26 (0.1 days) · sleeve capital 10,000 · commission per side 0.1%
Position
long 100%
avg 78,679.01 · stop 77,182.12 · best 82,300.00
Pending at next open
none
last bar 2026-09-06 08:00
Forward equity
10,000
+0.00% · 0 closed
Forward vs backtest expectation
–
needs closed forward trades
Statistics
| Metric | Backtest | Forward (simulated) |
|---|---|---|
| Window | 2019-03-02 04:00 → 2026-09-06 08:00 (7.52 y) | 2026-09-06 09:26 → 2026-09-06 08:00 (0.1 d) |
| Closed trades (long / short) | 24 (17 / 7) | 0 ( / ) |
| Trades per year | 3.3 | – |
| Win rate | 62.5% | –% |
| Profit factor (ex best trade) | 8.51 (7.21) | – (–) |
| Long PF / short PF | 7.86 / 11.05 | – / – |
| Expectancy per trade (% of equity) | +8.29% | – |
| Average win / loss | +15.0% / -2.9% | – / – |
| Payoff ratio | 5.11 | – |
| Best / worst trade | +34.4% / -5.2% | – / – |
| Longest losing streak | 5 | |
| Median / mean hold (hours) | 274 / 322 | – / – |
| Exit reasons | stop 22 signal 2 | |
| Net return | +484.5% | – |
| Asset change over the window | +2004.0% | – |
| CAGR | +26.5% | – |
| Max drawdown (mark-to-market) | 23.9% | –% |
| Current drawdown | 2.1% | –% |
| Sharpe / Sortino (daily, annualised) | 1.30 / 0.91 | – / – |
| Calmar | 1.11 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-06 08:00)
- 3D cycle
- 91.86
- daily ATR
- 2,396.93
- aligned up
- yes
- daily SMA200
- 69,719.27
- weekly cycle
- 92.36
- monthly cycle
- 51.01
- parameters
- tf1=3D tf2=1W tf3=1M atr_tf=1D ma_len=200 atr_mult=2.0 bd_level=70 leverage=1.0 pyr_adds=2 pyr_size=50 pyr_stop=1.5 slow_max=80 pyr_level=35 allow_long=True allow_short=True exit_breaks=2
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -3.5 | 17.0 | -0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.3 | 0.0 | 25.4 | ||
| 2020 | 0.0 | 2.5 | 0.0 | 26.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29.6 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 7.7 | 0.0 | 0.0 | 7.7 |
| 2022 | 0.0 | 0.0 | 0.0 | 1.1 | 0.0 | 0.0 | 0.0 | 5.1 | -1.7 | 0.0 | -1.8 | 0.0 | 2.5 |
| 2023 | 38.7 | -3.1 | 4.3 | 1.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.5 | 0.0 | 43.9 |
| 2024 | 0.0 | 26.9 | 4.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.9 | 32.5 | 0.0 | 72.6 |
| 2025 | 0.9 | -5.1 | 0.0 | 0.0 | 0.0 | -3.4 | -3.0 | -3.3 | -5.1 | 0.0 | 0.0 | 0.0 | -17.7 |
| 2026 | 12.3 | 8.5 | 0.0 | 0.0 | 14.8 | 12.1 | 0.0 | 0.0 | 1.6 | 59.3 |
Capture of the asset's ten largest months (backtest) · system avg +10.6%, positive in 4/10
| Month | 2019-05 | 2020-11 | 2020-12 | 2021-02 | 2021-05 | 2021-10 | 2022-06 | 2023-01 | 2024-02 | 2024-11 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +61% | +43% | +47% | +36% | -35% | +40% | -37% | +40% | +44% | +37% |
| System | -0.1% | +0.0% | +0.0% | +0.0% | +0.0% | +7.7% | +0.0% | +38.7% | +26.9% | +32.5% |
Forward trades (append-only ledger, 0 rows)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds | Sleeve equity | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| no forward trades yet | |||||||||||
Backtest trades (last 25)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-09-01 04:00 | 2026-09-06 08:00 | long | 78,679.01 | 80,003.93 | 100% | +1.58% | +1.58% | open (open at go-live) | 0 |
| 2026-05-13 04:00 | 2026-06-09 04:00 | short | 81,249.99 | 62,875.18 | 100% | +22.44% | +22.44% | signal | 0 |
| 2026-05-01 04:00 | 2026-05-13 04:00 | long | 77,131.08 | 81,249.99 | 100% | +5.13% | +5.13% | signal | 0 |
| 2026-01-22 04:00 | 2026-02-06 16:00 | short | 89,899.51 | 70,107.42 | 100% | +21.84% | +21.84% | stop | 0 |
| 2025-09-22 04:00 | 2025-09-25 16:00 | long | 114,649.89 | 108,974.75 | 100% | -5.15% | -5.15% | stop | 0 |
| 2025-08-11 04:00 | 2025-08-14 12:00 | long | 121,729.00 | 117,966.18 | 100% | -3.29% | -3.29% | stop | 0 |
| 2025-07-14 04:00 | 2025-07-15 00:00 | long | 120,750.25 | 117,334.56 | 100% | -3.03% | -3.03% | stop | 0 |
| 2025-06-01 04:00 | 2025-06-05 20:00 | long | 104,381.03 | 100,990.14 | 100% | -3.45% | -3.45% | stop | 0 |
| 2025-01-27 04:00 | 2025-02-02 16:00 | long | 101,395.64 | 97,320.33 | 100% | -4.22% | -4.22% | stop | 0 |
| 2024-11-01 04:00 | 2024-11-26 08:00 | long | 69,369.99 | 92,053.08 | 100% | +32.47% | +32.47% | stop | 0 |
| 2024-10-08 04:00 | 2024-10-14 00:00 | short | 62,629.80 | 63,688.73 | 100% | -1.89% | -1.89% | stop | 0 |
| 2024-02-12 04:00 | 2024-03-05 16:00 | long | 48,145.00 | 64,041.10 | 100% | +32.78% | +32.78% | stop | 0 |
| 2023-11-01 04:00 | 2023-11-14 16:00 | long | 34,418.39 | 34,995.93 | 100% | +1.48% | +1.48% | stop | 0 |
| 2023-03-20 04:00 | 2023-04-19 20:00 | long | 27,269.18 | 28,824.60 | 100% | +5.50% | +5.50% | stop | 0 |
| 2023-01-02 04:00 | 2023-02-09 00:00 | long | 16,662.38 | 22,432.85 | 100% | +34.40% | +34.40% | stop | 0 |
| 2022-11-01 04:00 | 2022-11-08 00:00 | long | 20,482.57 | 20,155.61 | 100% | -1.79% | -1.79% | stop | 0 |
| 2022-08-20 04:00 | 2022-09-09 04:00 | short | 21,139.97 | 20,400.44 | 100% | +3.30% | +3.30% | stop | 0 |
| 2022-04-10 04:00 | 2022-04-21 08:00 | short | 42,785.72 | 42,248.44 | 100% | +1.06% | +1.06% | stop | 0 |
| 2021-10-11 04:00 | 2021-10-22 12:00 | long | 56,505.05 | 60,997.34 | 100% | +7.74% | +7.74% | stop | 0 |
| 2020-04-13 04:00 | 2020-04-30 16:00 | long | 6,675.53 | 8,454.67 | 100% | +26.42% | +26.42% | stop | 0 |
| 2020-02-01 04:00 | 2020-02-16 16:00 | long | 9,431.75 | 9,689.71 | 100% | +2.53% | +2.53% | stop | 0 |
| 2019-11-16 04:00 | 2019-11-27 16:00 | short | 8,452.26 | 7,477.90 | 100% | +11.34% | +11.34% | stop | 0 |
| 2019-05-20 04:00 | 2019-05-30 20:00 | long | 8,030.04 | 8,034.56 | 100% | -0.14% | -0.14% | stop | 0 |
| 2019-04-01 04:00 | 2019-04-03 20:00 | long | 4,129.90 | 4,839.42 | 100% | +16.96% | +16.96% | stop | 0 |
| 2019-03-03 04:00 | 2019-03-09 12:00 | short | 3,824.80 | 3,952.30 | 100% | -3.54% | -3.54% | stop | 0 |