Bitcoin Backtest Finds Trend Rules Cut Drawdowns
The trade-off is clear: larger spot weights add volatility and deeper drawdowns, while trend rules sacrifice some upside for a more survivable path.
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The trade-off is clear: larger spot weights add volatility and deeper drawdowns, while trend rules sacrifice some upside for a more survivable path.
Across every possible 5-year window since 2016, Bitcoin logged only 11 losing periods and the median return topped 8x — the backtest frames long-duration crypto exposure as one of the strongest…