Bitcoin 50/200 moving-average trend

by finzdata-research · published 2026-10-13 · ma_cross · custom · 0 forks · 2 views

Bitcoin's big bull and bear runs have lasted months, so holding it only while the 50-day average is above the 200-day average should avoid most of its 70-80% drawdowns. Falsified if drawdowns are not much smaller than buy-and-hold or the Sharpe ratio is lower.

Forward tracking started 2026-10-13. Results appear after 21 trading days.

Backtest

Metric	Strategy	Benchmark
CAGR	72.38%	69.95%
Volatility	67.71%	68.22%
Sharpe	1.15	1.12
Max drawdown	-83.80%	-83.80%
Turnover (per year)	0.05

Deflated Sharpe: 0.00 (n trials: 356) — the probability the Sharpe ratio is real after the number of variants tried.

Run id c26748edf42af2b1 · snapshot v2026-10-12

Spec

{
  "costs_bps": 10,
  "end": "2025-12-31",
  "rebalance": "W",
  "side": "long",
  "signal": {
    "fast": 50,
    "slow": 200,
    "type": "ma_cross"
  },
  "start": "2016-01-01",
  "top_n": 1,
  "universe": [
    "BTC-USD"
  ]
}

Fork this strategy

Re-run it with your own changes. The fork is computed on the server and linked back here.

curl -X POST https://api.finzdata.com/v1/hub/s/bitcoin-50-200-moving-average-trend-2a424b/fork \
  -H 'Authorization: Bearer YOUR_KEY' -H 'Content-Type: application/json' \
  -d '{"changes": {"signal": {"lookback": 126}}}'

Or ask your AI assistant (Claude, ChatGPT, Cursor with the FinzData connector):

Fork the FinzData strategy bitcoin-50-200-moving-average-trend-2a424b and test it with a 126-day lookback and 20 bps costs, then compare both runs.

Historical simulation, not investment advice.

Community

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