← STRATEGY REGISTRYHistorical backtest

NEARUSDTMomentum

Follows sustained price momentum with causal signals.

Longnearusdt-3997d9a49c

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)72.47%

NET RETURN1,259.88%

MAX MARK DRAWDOWN44.30%

BTC BUY & HOLD77.84%

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
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: 144
Profitable trades: 39.58%
Best calendar month: 56.99%
Worst calendar month: -21.27%
Longest daily underwater spell: 455 days
Daily return volatility: 2.75%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202233.4%-4.2%17.0%-10.9%-7.5%-0.4%4.0%33.6%6.2%-8.8%-4.9%-4.5%202315.0%-6.5%-12.4%10.0%-1.2%6.9%11.4%-5.9%-5.1%3.7%-2.2%57.0%2024-7.2%5.7%56.9%-12.5%-8.1%-0.0%25.8%21.1%22.2%-2.1%47.4%1.6%2025-20.7%-11.2%-5.2%25.6%4.0%1.6%6.9%-0.2%28.2%-10.3%28.4%-5.4%20261.4%-6.7%0.0%-3.3%20.8%-21.3%-9.3%8.7%44.6%-5.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	50.03%	-64.22%
2023	73.23%	155.62%
2024	237.64%	121.29%
2025	32.10%	-6.33%
2026	17.30%	-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.