Backtested on 10 years of real BTC data
BTC Regime Checklist
Three indicators. Every number comes from our backtesting pipeline: similar returns to buy-and-hold with half the drawdown.
Here are the 3 indicators
Here are the 3 indicators. Every number below comes from our backtesting pipeline. Not opinions. Data.
Metric | 3-Step System | Buy & Hold |
|---|---|---|
Return (2020-2026) | +948% | +861% |
Max Drawdown | -38.1% | -76.7% |
Sharpe Ratio | 1.17 | 0.84 |
Trades | 28 | - |
Similar returns. Half the drawdown. Buy-and-hold hit -77% in 2022. The system? -38%. That’s the difference.
You’ve watched the chart, bought too early, and sat through the drop. These three steps exist so that stops happening.
So how does it actually work?
Step | Indicator | The question | The rule |
|---|---|---|---|
Step 1 | Regime Filter | Is price above the 50-day SMA? | Yes → bull regime. No → stay flat. |
Step 2 | Trend Strength | Is the 20-day momentum score above +60? | Yes → trend confirmed. 92% it continues. |
Step 3 | Pullback Entry | Did price dip to the EMA and bounce? | Green triangle → that’s the entry. |
These confirm entries, not predict them. And they work best together. Always size your positions properly.
Step 1: Regime Filter · 1 line, 3x the return
One line on the chart. 50-day SMA. Price above it? Bull regime, you’re allowed to look for entries. Below it? Stay flat. No exceptions.
Metric | Buy & Hold | With Filter |
|---|---|---|
Return (2020-2026) | +619% | +1,541% |
Max Drawdown | -76.7% | -57.6% |
Sharpe Ratio | 0.84 | 1.31 |
One filter. Nearly triple the return. Drawdown cut by 19 points. Because you’re flat during every crash instead of riding it down.
Set it up
TradingView → Indicators → search “CGP Regime Filter”
Or add a regular 50-day SMA
Price above → Step 2. Below → do something else.
Step 2: Trend Strength · 92% continuation probability
Counts higher highs/lows vs lower highs/lows over 20 days. Score from -100 to +100. Above +60? Trend confirmed.
Window | P(continues) | Baseline | Edge |
|---|---|---|---|
5 days | 80.8% | 54.6% | +26.1% |
10 days | 86.8% | 55.5% | +31.3% |
20 days | 91.8% | 56.2% | +35.6% |
At 20 days, there’s a 92% probability it continues. Not a pattern. A statistical property of how BTC moves.
So when you see +60, the math is already on your side.
Set it up
TradingView → Indicators → search “CGP 20d Trend Strength”
Histogram crosses the +60 dotted line → confirmed
Info table shows direction, strength, and status
Step 3: Pullback Entry · buy the dip with confirmation
Bull regime + confirmed trend. Now wait for the right price. This indicator tracks the 20-day EMA and fires when:
Price pulled back to within 2% of the EMA
Price is now back above the EMA
5-day ROC just turned positive
All three? Green triangle below the bar. That’s the entry.
Set it up
TradingView → Indicators → search “CGP Pullback Entry”
Gold EMA line + subtle green zone when price is near it
Green triangle below a bar → enter
3-Step Entry Checklist
Now put it all together.
Step 1: Price above 50-day SMA? → Bull regime confirmed.
Step 2: Trend strength above +60? → Momentum confirmed.
Step 3: Green triangle? → Pullback bounce confirmed.
All 3? Enter. Regime, trend, and timing all agree.
1 + 2 but not 3? Right market, right time. Wait for the pullback.
Step 1 fails? Stop. Bear regime means flat.
2,157 strategies tested across 7 assets, 10 years of data, and 1,000 synthetic scenarios per strategy. 34 survived. Every single winner was momentum-based.
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