← STRATEGY REGISTRYHistorical backtest

DOGEUSDTRSI reversion / breakout

Buys oversold RSI conditions and shorts downside range breakouts. The short entries use trend and volatility confirmation; each direction retains its own signal exits and protective orders.

ActiveLong & Shortdogeusdt-fb6f858eb5

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)99.41%

NET RETURN2,624.85%

MAX MARK DRAWDOWN28.79%

BTC BUY & HOLD77.76%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

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

Strategy profile

Direction: Long & Short
BTC filter: No
Protective stop: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss / take profit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 75
Profitable trades: 74.67%
Best calendar month: 59.54%
Worst calendar month: -10.85%
Longest daily underwater spell: 266 days
Daily return volatility: 2.06%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20225.0%7.9%0.0%-6.2%31.0%33.9%-7.3%5.8%3.0%0.0%37.0%23.6%2023-3.5%0.0%3.8%-0.7%12.5%-2.4%0.0%16.0%0.0%-3.8%0.0%0.0%2024-0.8%0.0%0.0%1.4%-4.5%6.7%19.8%33.5%-7.3%0.0%0.0%52.3%20250.0%59.5%5.8%-10.8%6.5%10.8%0.0%-10.7%0.0%10.9%24.6%-3.2%202610.6%5.5%0.0%0.0%-2.0%22.1%-4.2%0.0%0.0%6.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	219.28%	-64.24%
2023	21.94%	155.62%
2024	131.36%	121.29%
2025	112.09%	-6.33%
2026	42.63%	-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.