STRATEGIES
← STRATEGY REGISTRYHistorical backtest

1000PEPEUSDTMomentum

TW

Follows sustained price momentum with causal signals.

Long1000pepeusdt-2ded7bb6a5

Data updated:

ANNUAL RETURN (CAGR)232.97%
NET RETURN6,272.67%
MAX MARK DRAWDOWN37.48%
BTC BUY & HOLD187.39%

Cumulative return

StrategyBTC spot buy-and-hold
Strategy versus BTC spot buy-and-hold cumulative return, percent

Drawdown

StrategyBTC spot buy-and-hold
Daily strategy and BTC drawdown, percent

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction
Long
BTC filter
No
Protective stop
Fixed percentage
Signal exit
Yes
Exit rules
Signal / stop loss
Position sizing
Notional allocation
Backtest start
2023-05-03
Backtest end
2026-10-16 (exclusive)
Closed positions
229
Profitable trades
17.47%
Best calendar month
202.64%
Worst calendar month
-11.31%
Longest daily underwater spell
260 days
Daily return volatility
4.45%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2023————-2.3%42.1%-7.6%-5.1%-5.4%67.1%-6.2%0.2%2024-6.2%148.2%202.6%-8.1%-0.9%4.8%15.2%-4.8%32.1%-11.3%100.5%-1.1%2025-6.3%-4.6%7.2%11.3%29.5%2.4%-4.6%-4.6%10.8%-6.0%-4.7%-6.9%202645.2%-3.4%-7.9%-4.2%-0.4%-3.5%-4.9%27.7%23.3%-3.3%——

Calendar-year performance

PeriodStrategyBTC hold
202381.08%47.78%
20241,616.74%121.29%
202518.98%-6.33%
202672.28%-6.18%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Active means currently in use; it does not establish safety or strategy quality. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.