Strategy Passport
Kalman Velocity Strategy
BTC/USD daily (COINBASE:BTCUSD), long only. It buys a Kalman velocity turn inside an uptrend and a calm market, and exits on an ATR trailing stop.
2018-01-01 to 2026-10-05. Tuned on data to 2025-12-31; 2026 is unseen data. Past results, not a forecast.
- Unseen 2026
- +16.44%BTC -2.00%, to 2026-10-05
- Max drawdown
- 22.88%BTC 81.70%, measured differently
- Profit factor
- 2.98Gains exceed losses
- Win rate
- 57.7%Trades in profit
- Trades
- 71Small sample
- Years in profit
- 9 of 9BTC 5 of 9
Stage:Training 2017 to 2025Unseen 2026Published
TradingView Strategy Tester, 10,000 USD capital, 0.10% commission per order, 99% of equity per trade. Ahead of holding BTC in 4 of 9 years, behind in the other 5.
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