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Bitcoin · Daily Balanced BTC-USD

Strategy
Conviction-weightedbacktest from 2020live since Jun 2026
Contact30-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.
Track record · 1Y 30-day delay. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position.
+52.52%
Total return
1Y · backtest → live
+52.52%
CAGR
vs BTC -29.81%
+82.3%
Alpha vs BTC
excess return
1.55
Sharpe
risk-adjusted
-11.85%
Max drawdown
peak-to-trough
6.07
Profit factor
gross win / gross loss
+2.55%
Avg trade
daily rebalance

Equity, drawdown & allocation

Cumulative return over Feb 2020 → Sep 2026 · ~7 years · backtest → live · log scale
Equity curve1Y +52.52%
Strategy BTC buy & hold
0%
Underwater drawdown · worst -11.85%
Target allocation · 139 decisions in view
0%50%100%
Sep ’25Dec ’25Mar ’26Jun ’26Sep ’26

Returns by horizon

trailing windows ending Sep 9, 2026
WindowReturnSharpeMax DDTrades
3M+20.32%2.73-4.36%4
YTD+46.47%1.90-11.85%15
1Y+52.52%1.55-11.85%23
3Y+944.7%2.36-15.96%41
5Y+4,753%2.35-15.96%64

Yearly returns

strategy vs BTC · compounded per calendar year · first / last year partial
+465%
+199%
2020
+666%
+60%
2021
+73%
-64%
2022
+207%
+156%
2023
+213%
+121%
2024
+39%
-6%
2025
+46%
-11%
2026
StrategyBTC

Monthly returns

LossGain
JFMAMJJASONDYR
2020-8353510-3243-8284347+465
20214143355149271904020+666
2022023131115-231031+73
2023350302-111-3-2429912+207
202404229-4804151137-1+213
202561-151127-23-433+39
20262-5137040210+46

Allocation history

target long weight over time · the current allocation is withheld
DateTarget weightChange
Aug 19, 2026100%+40 pts
Aug 17, 202660%−40 pts
Aug 16, 2026100%+40 pts
Aug 8, 202660%−40 pts
Aug 7, 2026100%+40 pts
Aug 6, 202660%−40 pts
Aug 5, 2026100%+40 pts
Aug 3, 202660%+20 pts
Aug 2, 202640%−20 pts
Jul 31, 202660%+20 pts
Jul 27, 202640%−20 pts
Jul 26, 202660%+20 pts
Jul 24, 202640%−60 pts
Jul 23, 2026100%+40 pts
Jul 20, 202660%−40 pts
Jul 19, 2026100%+60 pts
Jul 18, 202640%+20 pts
Jul 17, 202620%−20 pts
Jul 13, 202640%+20 pts
Jul 9, 202620%+20 pts
Jul 8, 20260%−20 pts
Jul 5, 202620%+20 pts
Jul 4, 20260%−20 pts
Jun 26, 202620%−80 pts
Jun 25, 2026100%+80 pts
Jun 24, 202620%+20 pts
Jun 22, 20260%−80 pts
Jun 21, 202680%+80 pts
Jun 18, 20260%−20 pts
Jun 17, 202620%−80 pts
Jun 16, 2026100%+80 pts
Jun 15, 202620%−80 pts
Jun 14, 2026100%+80 pts
Jun 13, 202620%−80 pts
Jun 9, 2026100%+80 pts
Jun 8, 202620%−80 pts
Jun 6, 2026100%+60 pts
Jun 5, 202640%+40 pts
Jun 2, 20260%−20 pts
May 26, 202620%+20 pts
May 25, 20260%−20 pts
May 24, 202620%−40 pts
May 23, 202660%+40 pts
May 22, 202620%−20 pts
May 19, 202640%−60 pts
May 18, 2026100%+60 pts
May 17, 202640%−20 pts
May 16, 202660%−40 pts
May 14, 2026100%+20 pts
May 13, 202680%−20 pts
Apr 9, 2026100%+60 pts
Apr 8, 202640%−60 pts
Apr 7, 2026100%+40 pts
Apr 6, 202660%−40 pts
Apr 5, 2026100%+60 pts
Apr 4, 202640%−60 pts
Mar 28, 2026100%+80 pts
Mar 26, 202620%−20 pts
Mar 24, 202640%−60 pts
Mar 23, 2026100%+20 pts
Mar 22, 202680%−20 pts
Mar 17, 2026100%+40 pts
Mar 16, 202660%−40 pts
Mar 8, 2026100%+20 pts
Mar 7, 202680%+60 pts
Mar 5, 202620%−80 pts
Mar 1, 2026100%+100 pts
Feb 28, 20260%−100 pts
Feb 26, 2026100%+100 pts
Feb 23, 20260%−20 pts
Feb 22, 202620%+20 pts
Feb 20, 20260%−100 pts
Feb 19, 2026100%+100 pts
Feb 16, 20260%−100 pts
Feb 15, 2026100%+100 pts
Feb 13, 20260%−100 pts
Feb 6, 2026100%+100 pts
Feb 4, 20260%−100 pts
Feb 3, 2026100%+80 pts
Feb 2, 202620%−80 pts
Feb 1, 2026100%+100 pts
Jan 26, 20260%−60 pts
Jan 24, 202660%+60 pts
Jan 21, 20260%−20 pts
Jan 20, 202620%+20 pts
Jan 19, 20260%−20 pts
Jan 18, 202620%−80 pts
Jan 17, 2026100%+60 pts
Jan 16, 202640%−60 pts
Jan 14, 2026100%+20 pts
Jan 12, 202680%+60 pts
Jan 10, 202620%−80 pts
Jan 9, 2026100%+80 pts
Jan 7, 202620%−20 pts
Jan 4, 202640%+20 pts
Jan 2, 202620%−40 pts
Jan 1, 202660%+40 pts
Dec 30, 202520%+20 pts
Dec 24, 20250%−20 pts
Dec 23, 202520%+20 pts
Dec 7, 20250%−100 pts
Dec 5, 2025100%+100 pts
Dec 4, 20250%−100 pts
Dec 3, 2025100%+100 pts
Dec 2, 20250%−60 pts
Dec 1, 202560%+60 pts
Nov 29, 20250%−100 pts
Nov 28, 2025100%+100 pts
Nov 27, 20250%−100 pts
Nov 25, 2025100%+100 pts
Nov 24, 20250%−100 pts
Nov 23, 2025100%+100 pts
Nov 11, 20250%−20 pts
Nov 3, 202520%−40 pts
Nov 2, 202560%+20 pts
Oct 30, 202540%+20 pts
Oct 27, 202520%−20 pts
Oct 26, 202540%−20 pts
Oct 23, 202560%+20 pts
Oct 22, 202540%−60 pts
Oct 20, 2025100%+40 pts
Oct 19, 202560%−40 pts
Oct 10, 2025100%+40 pts
Oct 9, 202560%−20 pts
Oct 8, 202580%+20 pts
Oct 7, 202560%−20 pts
Oct 2, 202580%+20 pts
Sep 30, 202560%−40 pts
Sep 29, 2025100%+40 pts
Sep 28, 202560%+20 pts
Sep 25, 202540%+20 pts
Sep 24, 202520%−20 pts
Sep 21, 202540%−60 pts
Sep 20, 2025100%+60 pts
Sep 15, 202540%+20 pts
Sep 14, 202520%−20 pts
Sep 12, 202540%+20 pts
Sep 11, 202520%−40 pts
Sep 9, 202560%+20 pts
Sep 4, 202540%−20 pts
Sep 3, 202560%+20 pts
Sep 1, 202540%+20 pts
Aug 31, 202520%−20 pts
Aug 30, 202540%−60 pts
Aug 29, 2025100%+60 pts
Aug 28, 202540%+20 pts
Aug 23, 202520%−20 pts
Aug 21, 202540%+20 pts
Aug 18, 202520%−40 pts
Aug 17, 202560%+40 pts
Aug 15, 202520%−20 pts
Aug 14, 202540%−40 pts
Aug 12, 202580%+20 pts
Aug 10, 202560%+20 pts
Aug 8, 202540%−20 pts
Aug 7, 202560%+20 pts
Aug 4, 202540%−20 pts
Aug 2, 202560%+40 pts
Aug 1, 202520%−40 pts
Jul 31, 202560%−20 pts
Jul 23, 202580%−20 pts
Jul 22, 2025100%+20 pts
Jul 19, 202580%−20 pts
Jul 9, 2025100%+40 pts
Jul 7, 202560%−40 pts
Jul 6, 2025100%+40 pts
Jul 5, 202560%−40 pts
Jul 4, 2025100%+20 pts
Jul 2, 202580%−20 pts
Jul 1, 2025100%+40 pts
Jun 30, 202560%−20 pts
Jun 27, 202580%−20 pts
Jun 24, 2025100%+40 pts
Jun 18, 202560%−20 pts
Jun 15, 202580%−20 pts
Jun 14, 2025100%+20 pts
Jun 13, 202580%−20 pts
Jun 12, 2025100%+20 pts
Jun 11, 202580%−20 pts
Jun 6, 2025100%+40 pts
Jun 5, 202560%−40 pts
Apr 24, 2025100%+20 pts
Apr 23, 202580%−20 pts
Apr 22, 2025100%+20 pts
Apr 21, 202580%−20 pts
Apr 19, 2025100%+60 pts
Apr 17, 202540%−20 pts
Apr 15, 202560%+20 pts
Apr 14, 202540%+20 pts
Apr 13, 202520%−20 pts
Apr 11, 202540%+20 pts
Apr 9, 202520%+20 pts
Apr 8, 20250%−20 pts
Apr 7, 202520%−80 pts
Apr 6, 2025100%+20 pts
Apr 5, 202580%+60 pts
Apr 4, 202520%+20 pts
Apr 3, 20250%−60 pts
Apr 2, 202560%+40 pts
Mar 29, 202520%—
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

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.

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Systematic trading-strategy research on crypto and US equities — backtests published as hypotheses, then tracked live against the record.

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© 2026 Solius Alpha. All rights reserved. Performance combines backtested periods with forward tracking from each model's promotion date (modeled fills and costs, not live execution); past performance is not indicative of future results. Informational only — not investment advice or a solicitation. Trading involves risk, including loss of capital.