+28.06%
Total return
1Y · backtest → live
Back to Bitcoin research Ensemble BTC buy & hold
30-day delay · through Sep 9, 2026. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position. nothing here shows a current positionContact
Bitcoin · Consensus BTC-USD
ConsensusContact30-day delay · through Sep 9, 2026. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position.
+28.06%
CAGR
vs BTC -29.81%
+57.9%
Alpha vs BTC
excess return
0.97
Sharpe
risk-adjusted
-13.99%
Max drawdown
peak-to-trough
1.45
Profit factor
gross win / gross loss
+0.44%
Avg trade
per completed trade
Equity & drawdown
Cumulative return over Feb 2020 → Sep 2026 · ~7 years · backtest → live · log scaleUnderwater drawdown · worst -13.99%
Sep ’25Dec ’25Mar ’26Jun ’26Sep ’26
Returns by horizon
trailing windows ending Sep 9, 2026| Window | Return | Sharpe | Max DD | Trades |
|---|---|---|---|---|
| 3M | +14.21% | 2.13 | -3.65% | 9 |
| YTD | +30.19% | 1.39 | -10.79% | 29 |
| 1Y | +28.06% | 0.97 | -13.99% | 39 |
| 3Y | +692.0% | 2.27 | -13.99% | 95 |
| 5Y | +2,574% | 2.18 | -13.99% | 168 |
Yearly returns
strategy vs BTC · compounded per calendar year · first / last year partial2020
2021
2022
2023
2024
2025
2026
StrategyBTC
Monthly returns
LossGain
JFMAMJJASONDYR
2020-4343610-3243-8284347+485
20216137160105262111300+410
20220249315-21-2624+63
2023310343150-2224912+191
202443533-450-1048374+202
2025-27-2411290-1-66-1+30
2026-4-412307-1150+30
A backtest is a hypothesis, not a promise — and this one is a survivor of a large automated search, so selection inflates it by construction. What matters is the live track since go-live, shown here beside it. Figures combine backtested and early-live periods, net of modeled fees and slippage, with max drawdown shown. The current signal and position are never shown: the record ends 30 days before today. Live signals are available to clients. Past performance is not indicative of future results. Not investment advice, a recommendation, or an offer of any security or service.