// articles
Articles and research
Notes on testing crypto trading strategies: what held up, what did not, and the backtests behind every number. No promises of profit.
- researchDoes high funding predict crypto crashes? 8 coins, 2020–2026BIS economists found that high crypto carry predicts crashes. On 8 Binance perpetuals, 2020–2026, crashes came more often — but after bigger gains.
- researchCrypto momentum after the paper: a weekly test on 8 coinsLiu and Tsyvinski found weekly momentum in bitcoin up to 2018. On 8 coins in 2020–2026 the one-week signal lost to holding; four weeks cut drawdowns.
- researchDoes price move the hour before funding? 8 coins, 2020–2026Do traders sell before paying funding? The hour before each settlement on 8 Binance perpetuals, 2020–2026: no reliable move, and fees took what was left.
- researchBitcoin after the halving: 2020 and 2024 backtestedDid buying BTC at the halving pay? A year after 2020: +554.04%, top 2.5% of start days. After 2024: +30.45%, below the median. Two cases, no pattern.
- researchWeekends and time of day: when does bitcoin move?Do bitcoin gains come on weekends or outside US trading hours? Hourly BTC and ETH data since 2020, and session backtests: with fees, -99.87%.
- researchWhat leverage does to one strategy: 1x, 2x, 3x, 5xThe same golden cross on BTC and ETH perpetuals, 2021–2026: BTC +9.78% at 1x, -7.76% at 2x, -99.77% at 5x. Funding times leverage moved the liquidation price.
- researchDCA bot with safety orders vs plain DCA: a backtestDoes a DCA bot with safety orders beat plain DCA? BTC since 2020: +94.77% against +170.30% for weekly buys — and every safety order filled 64.5% of the time.
- researchLong/short ratio and open interest: do crowds predict?Do the long/short ratio and open interest predict crypto? 60 scans on 10 Binance perpetuals: 0 of 180 tests survive full correction; the fade lost -66.62%.
- researchMACD and Bollinger Bands on crypto: a backtestTextbook MACD and Bollinger Band rules on 10 coins, Binance spot 2020–2026: MACD beat buy and hold in 3 of 20 runs, Bollinger in 1 of 20.
- researchWhich moving-average crossover works best on crypto?EMA 9/21, EMA 20/50, SMA 20/100 or the 50/200 golden cross? Backtest on 6 coins, 2020–2026: five of six beat holding on 1–2 coins; fast pairs paid most in fees.
- researchRSI 30/70 on crypto: does it work? A 10-coin backtestA backtest of the textbook RSI 30/70 rule on 10 large coins, Binance spot 2020–2026: profit in 12 of 20 runs, ahead of buy and hold in only 2.
- researchDoes a stop-loss help? A backtest on 6 coins, 2020–2026Does a stop-loss help a crypto trend strategy? A 5% stop cut return on 5 of 6 coins and drawdown on 1. Backtest of fixed, ATR and trailing stops, 2020–2026.
- researchSurvivorship bias in crypto backtests, measured on 30 coinsSurvivorship bias in crypto backtests: buy & hold on today's coins made a median +29.61% since 2021; on the 30 coins you could pick then, -24.92%.
- researchUptober: is October really bitcoin's best month?Is Uptober real? BTC rose in 7 of 9 Octobers since 2017, median +11.00% — but by chance alone some month looks this good 60% of the time.
- researchThe best day of the week to buy Bitcoin: a DCA backtestIs there a best day of the week to buy Bitcoin or Ethereum? 351 weekly buys on each weekday since 2020: the gap between days is 2–3 points.
- researchBuy the dip? A backtest of -5% and -10% days on 19 coinsDoes buying crypto after a -5% or -10% day pay? 38 Research Lab scans, 38 backtests and a random-entry check on 19 coins since 2020.
- researchDCA or lump sum: a backtest of BTC and ETHDCA or lump sum? 136 twelve-month backtests on BTC and ETH since 2020: buying at once ended ahead in 93, DCA had the smaller drawdown in all 136.
- researchFunding as a signal: does it work? A backtest on 20 coinsDoes an extreme funding rate predict the next move? 40 Research Lab scans and 40 backtests on Binance perpetuals, 2020–2026: mostly no.
- researchGolden cross on the top-20 coins, 2020–2025: what the backtest showedA backtest of the SMA 50/200 golden cross on the top-20 coins on Binance spot, 2020–2025: profit on 9 of 19, ahead of holding on 3 of the 12 that rose.