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