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.
- 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