A strategy is not a fact about markets, it is a fact about a period. Anyone showing you a backtest without the year-by-year breakdown is hiding the years that did not work.

Here is what that came from.

Momentum made +5% per trade in 2024. In 2026 the exact same rule loses money.

Same universe, same ranking rule, same holding period, five different years.

2024 and 2025 carried the whole strategy. 2026 is the worst year of the five - a 25% win rate over roughly nine months.

Buying the strongest coins and shorting the weakest has stopped working this year. Doing the opposite would have returned +1.47% per rebalance at a 69% win rate.

Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.

Run on $SOL $BTC $ETH

#Binance #Futures #Backtesting #TradingBot #CryptoData