§ 2024-05-01 → 2025-12-31 CRYPTO
SMA Crossover · BTC/USD
Same SMA logic (10 / 30) on Bitcoin via Kraken (CCXT) — crypto-aware 365-day calendar, no weekend-gap false positives.
Overall grade
C C
- CAGR
- +4.11%
- Sharpe
- 0.29
- Max DD
- -22.7%
- Trades
- 13
- Benchmark · Engine divergence
- BTC B&H +26.40% Bar ≈ Event
Lags buy-and-hold badly — SMA is a poor fit for BTC's volatility profile. A useful negative case study.
§ 4 pages Full scorecard