BTC 12H: a rule-based Bitcoin strategy on the 12-hour chart

Long only. One decision per 12 hours, at 00:00 and 12:00 UTC. Either long Bitcoin or in cash.

How it works

The strategy is a fixed, written trend-following rule evaluated once per bar on the closing price. When the rule says in, the strategy is long Bitcoin; when it says out, it is in cash (USDT). It never shorts.

Every signal is produced by the same code, so the backtest and the daily signal come from one source.

See how to read a strategy card

Backtest by window

Drawdown is the hardest reading we have for each window. Windows are chosen by market regime, not by result.
Window	CAGR	Max drawdown	MAR	Sharpe	Trades	Win rate	Buy & hold
Window	CAGR	Max drawdown	MAR	Sharpe	Trades	Win rate	CAGR	Max drawdown
Full history2018-01-01 → 2026-11-04	55.3%	31%	1.78	1.65	35	57.1%	22.7%	81.2%
Since 20222022-01-01 → 2026-11-04	53.7%	25.5%	2.11	1.67	21	61.9%	11.9%	67.1%
Since 20232023-01-01 → 2026-11-04	83.5%	16.7%	5.01	2.16	15	80%	50.9%	53%
2 years2024-11-04 → 2026-11-04	46.5%	16.7%	2.79	1.57	7	57.1%	8.2%	53%
1 year2025-11-04 → 2026-11-04	28.9%	10.6%	2.73	1.26	3	66.7%	-23%	44.8%
6 months2026-05-04 → 2026-11-04	38.7%	10.6%	3.65	1.21	2	50%	4.4%	29%

Versus holding Bitcoin

Since 2023 · 2023-01-01 → 2026-11-04

Strategy

CAGR: 83.5%
Max drawdown: 16.7%
MAR: 5.01

Buy & hold

CAGR: 50.9%
Max drawdown: 53%
MAR: 0.96

The point of the rule is the drawdown column, not the return column.

Follow it

BTC 12H is in the Intermediate plan (USD 29/month).

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The live position and the full card are on the Catalog. · All strategies · Simulate $1,000 in this strategy →