Bitcoin Intraday Seasonality

Strategy that goes long on Bitcoin during predefined strong intraday hours.

Testing indicates an average annual return of about 45%. It performs best in the crypto market.

The system watches hourly candles. During selected UTC hours it maintains a long position sized to the portfolio value. Outside of those hours it exits to cash. Orders smaller than a minimum USD value are skipped.

Details

• Entry Criteria: Hold BTC long during specified UTC hours.
• Long/Short: Long only.
• Exit Criteria: Exit outside of the specified hours.
• Stops: No.
• Default Values:
  • HoursLong = [0, 1, 2, 3]
  • MinTradeUsd = 200
  • CandleType = TimeSpan.FromHours(1)
• Filters:
  • Category: Seasonality
  • Direction: Long
  • Indicators: None
  • Stops: No
  • Complexity: Basic
  • Timeframe: Intraday (1h)
  • Seasonality: Yes
  • Neural networks: No
  • Divergence: No
  • Risk level: Medium