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Bitcoin · Daily Conservative 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.
+34.74%
Total return
1Y · backtest → live
+34.74%
CAGR
vs BTC -29.81%
+64.5%
Alpha vs BTC
excess return
1.32
Sharpe
risk-adjusted
-9.49%
Max drawdown
peak-to-trough
6.71
Profit factor
gross win / gross loss
+2.06%
Avg trade
daily rebalance

Equity, drawdown & allocation

Cumulative return over Feb 2020 → Sep 2026 · ~7 years · backtest → live · log scale
Equity curve1Y +34.74%
Strategy BTC buy & hold
0%
Underwater drawdown · worst -9.49%
Target allocation · 200 decisions in view · published from Sep 2025
0%50%100%
Sep ’25Dec ’25Mar ’26Jun ’26Sep ’26

Returns by horizon

trailing windows ending Sep 9, 2026
WindowReturnSharpeMax DDTrades
3M+16.21%2.74-3.17%4
YTD+33.52%1.73-9.49%15
1Y+34.74%1.32-9.49%23
3Y+578.8%2.41-13.45%41
5Y+2,109%2.39-13.45%64

Yearly returns

strategy vs BTC · compounded per calendar year · first / last year partial
+454%
+199%
2020
+395%
+60%
2021
+55%
-64%
2022
+151%
+156%
2023
+151%
+121%
2024
+35%
-6%
2025
+34%
-11%
2026
StrategyBTC

Monthly returns

LossGain
JFMAMJJASONDYR
2020-5362710-3243-6284345+454
20213836213128221502600+395
202201610202200832+55
2023242272-18-3-2322613+151
202423319-3402257320+151
202553-351235-11-542+35
20260-496040160+34

Allocation history

target long weight over time · the current allocation is withheld
DateTarget weightChange
Sep 8, 202690%+10 pts
Sep 7, 202680%−10 pts
Sep 6, 202690%−10 pts
Sep 5, 2026100%+10 pts
Aug 29, 202690%+10 pts
Aug 27, 202680%−10 pts
Aug 26, 202690%+10 pts
Aug 25, 202680%−10 pts
Aug 24, 202690%+10 pts
Aug 20, 202680%−10 pts
Aug 19, 202690%+60 pts
Aug 17, 202630%−50 pts
Aug 16, 202680%+40 pts
Aug 14, 202640%+10 pts
Aug 12, 202630%−10 pts
Aug 11, 202640%+10 pts
Aug 8, 202630%−60 pts
Aug 7, 202690%+60 pts
Aug 6, 202630%−30 pts
Aug 5, 202660%+20 pts
Aug 3, 202640%+10 pts
Jul 31, 202630%+10 pts
Jul 27, 202620%−10 pts
Jul 26, 202630%+10 pts
Jul 24, 202620%−60 pts
Jul 23, 202680%+50 pts
Jul 22, 202630%−10 pts
Jul 21, 202640%+10 pts
Jul 20, 202630%−50 pts
Jul 19, 202680%+60 pts
Jul 18, 202620%+10 pts
Jul 17, 202610%−10 pts
Jul 13, 202620%+10 pts
Jul 9, 202610%+10 pts
Jul 8, 20260%−10 pts
Jul 5, 202610%+10 pts
Jul 4, 20260%−10 pts
Jun 26, 202610%−70 pts
Jun 25, 202680%+70 pts
Jun 24, 202610%+10 pts
Jun 22, 20260%−40 pts
Jun 21, 202640%+40 pts
Jun 18, 20260%−10 pts
Jun 17, 202610%−40 pts
Jun 16, 202650%+40 pts
Jun 15, 202610%−80 pts
Jun 14, 202690%+80 pts
Jun 13, 202610%−80 pts
Jun 12, 202690%+30 pts
Jun 10, 202660%−30 pts
Jun 9, 202690%+80 pts
Jun 8, 202610%−90 pts
Jun 7, 2026100%+20 pts
Jun 6, 202680%+60 pts
Jun 5, 202620%+20 pts
Jun 2, 20260%−10 pts
May 26, 202610%+10 pts
May 25, 20260%−10 pts
May 24, 202610%−20 pts
May 23, 202630%+20 pts
May 22, 202610%−20 pts
May 21, 202630%+10 pts
May 19, 202620%−70 pts
May 18, 202690%+60 pts
May 16, 202630%−70 pts
May 15, 2026100%+40 pts
May 14, 202660%+10 pts
May 13, 202650%−40 pts
May 12, 202690%+20 pts
May 11, 202670%−20 pts
May 10, 202690%+10 pts
May 9, 202680%−20 pts
May 6, 2026100%+10 pts
May 5, 202690%+20 pts
May 3, 202670%−20 pts
May 2, 202690%−10 pts
Apr 30, 2026100%+30 pts
Apr 29, 202670%−30 pts
Apr 28, 2026100%+10 pts
Apr 26, 202690%−10 pts
Apr 18, 2026100%+30 pts
Apr 17, 202670%−30 pts
Apr 14, 2026100%+20 pts
Apr 13, 202680%−20 pts
Apr 10, 2026100%+20 pts
Apr 9, 202680%+50 pts
Apr 8, 202630%−60 pts
Apr 7, 202690%+60 pts
Apr 6, 202630%−20 pts
Apr 5, 202650%+30 pts
Apr 4, 202620%−80 pts
Apr 3, 2026100%+20 pts
Apr 2, 202680%−20 pts
Apr 1, 2026100%+20 pts
Mar 30, 202680%−20 pts
Mar 28, 2026100%+90 pts
Mar 26, 202610%−10 pts
Mar 24, 202620%−80 pts
Mar 23, 2026100%+60 pts
Mar 22, 202640%−50 pts
Mar 21, 202690%+40 pts
Mar 20, 202650%−30 pts
Mar 19, 202680%−20 pts
Mar 18, 2026100%+20 pts
Mar 17, 202680%+50 pts
Mar 16, 202630%−70 pts
Mar 15, 2026100%+30 pts
Mar 14, 202670%−30 pts
Mar 12, 2026100%+10 pts
Mar 11, 202690%−10 pts
Mar 8, 2026100%+50 pts
Mar 7, 202650%+40 pts
Mar 5, 202610%−90 pts
Mar 4, 2026100%+50 pts
Mar 3, 202650%−10 pts
Mar 2, 202660%−10 pts
Mar 1, 202670%+70 pts
Feb 28, 20260%−70 pts
Feb 27, 202670%−20 pts
Feb 26, 202690%+90 pts
Feb 23, 20260%−10 pts
Feb 22, 202610%+10 pts
Feb 20, 20260%−90 pts
Feb 19, 202690%+90 pts
Feb 16, 20260%−60 pts
Feb 15, 202660%+60 pts
Feb 13, 20260%−80 pts
Feb 12, 202680%−10 pts
Feb 8, 202690%+10 pts
Feb 7, 202680%+10 pts
Feb 6, 202670%+70 pts
Feb 4, 20260%−80 pts
Feb 3, 202680%+60 pts
Feb 2, 202620%−80 pts
Feb 1, 2026100%+100 pts
Jan 26, 20260%−30 pts
Jan 24, 202630%+30 pts
Jan 21, 20260%−10 pts
Jan 20, 202610%+10 pts
Jan 19, 20260%−10 pts
Jan 18, 202610%−70 pts
Jan 17, 202680%+60 pts
Jan 16, 202620%−60 pts
Jan 14, 202680%+40 pts
Jan 13, 202640%−10 pts
Jan 12, 202650%+40 pts
Jan 10, 202610%−90 pts
Jan 9, 2026100%+90 pts
Jan 7, 202610%−10 pts
Jan 3, 202620%+10 pts
Jan 2, 202610%−20 pts
Jan 1, 202630%+20 pts
Dec 30, 202510%+10 pts
Dec 24, 20250%−10 pts
Dec 23, 202510%+10 pts
Dec 7, 20250%−100 pts
Dec 6, 2025100%+40 pts
Dec 5, 202560%+60 pts
Dec 4, 20250%−70 pts
Dec 3, 202570%+70 pts
Dec 2, 20250%−30 pts
Dec 1, 202530%+30 pts
Nov 29, 20250%−90 pts
Nov 28, 202590%+90 pts
Nov 27, 20250%−60 pts
Nov 26, 202560%−40 pts
Nov 25, 2025100%+100 pts
Nov 24, 20250%−80 pts
Nov 23, 202580%+80 pts
Nov 11, 20250%−10 pts
Nov 3, 202510%−20 pts
Nov 2, 202530%+10 pts
Nov 1, 202520%−10 pts
Oct 30, 202530%+10 pts
Oct 28, 202520%+10 pts
Oct 27, 202510%−10 pts
Oct 26, 202520%−10 pts
Oct 22, 202530%−70 pts
Oct 21, 2025100%+20 pts
Oct 20, 202580%+50 pts
Oct 19, 202530%−70 pts
Oct 18, 2025100%+40 pts
Oct 17, 202560%−30 pts
Oct 16, 202590%+10 pts
Oct 15, 202580%−20 pts
Oct 12, 2025100%+20 pts
Oct 11, 202580%+20 pts
Oct 10, 202560%+30 pts
Oct 9, 202530%−10 pts
Oct 8, 202540%+10 pts
Oct 7, 202530%−20 pts
Oct 5, 202550%+10 pts
Oct 2, 202540%+10 pts
Sep 30, 202530%−50 pts
Sep 29, 202580%+50 pts
Sep 28, 202530%+10 pts
Sep 21, 202520%−70 pts
Sep 20, 202590%+70 pts
Sep 19, 202520%−10 pts
Sep 18, 202530%—
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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© 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.