I tried to make the bot detect when momentum flips. It cannot be done in time.

Momentum inverted in 2026. The obvious fix: watch recent performance, and flip to the opposite rule when momentum stops paying.

I tested that over six different lookback windows. The best one returned +1.783% per rebalance against a +1.737% baseline - a difference indistinguishable from noise. Every other window was worse. None repaired 2026.

The reason is simple: by the time trailing performance tells you the regime flipped, you have already taken the losses that told you.

WHAT IT MEANS

Adaptive rules feel like the answer to regime change. They are usually just a slower version of the same bet, with the losses already paid for the signal.

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

#Binance #Futures #Backtesting #TradingBot #CryptoData