STUDY 01 / BTC · ETH · SOL
Two rules test an upward trend in different ways: buy sustained strength, or wait for a short dip to start recovering. Each has to earn enough to cover trading costs.
New to this? Try the short example first. This page is a study design, not a recorded performance result.
MODELS IN THIS STUDY
The same BTC, ETH and SOL observations feed four separate $1,000 paper accounts. They are alternative scenarios; their balances are never added together.
They request an exit after a 4% price drop from entry, a 6% drop from the observed high, a fall below the 24-hour average, or 72 hours held. These are triggers, not guaranteed sale prices. A $100 entry budget includes fees; there can be at most three positions and a six-hour wait before re-entering an asset.
Cash makes no trades and assumes no interest. Hold 30% basket buys $100 of each asset once and keeps the remaining cash. Its exposure and exit rules differ, so a raw return comparison is incomplete.
Stale data blocks entries. A 3% daily account loss or 8% fall from peak value persistently halts new entries; restarting does not clear the halt. The full rules and cost assumptions remain part of this study design.
THE HYPOTHESIS
If strength persists across several time windows, a rule-based entry may capture some of the continuing move. It must earn enough to cover entering and exiting.
WHY THIS TEST
We chose three established spot markets to reduce the number of moving parts. Two active rules share the same market observations, with separate cash and holding comparisons.
FROM AN IDEA TO A RECORDED DECISION
Collect 24 continuous hours of forward order-book observations. Gaps can prevent a decision; old history is not backfilled to rush the start.
The Slow trend rule checks daily, six-hour and one-hour strength, plus short and long averages. All entry conditions must pass.
A qualifying signal creates a paper order. It waits for a later book and uses displayed depth plus explicit cost assumptions. A signal is not a fill.
Exits monitor trend reversal, a price stop, a trailing stop and a time limit. Account loss limits can halt entries. The final exit price is not guaranteed.
SLOW TREND / ALL SIX MUST PASS
Ask for sustained daily strength.
Check whether recent prices support the larger direction.
Avoid entering below the long reference.
Confirm strength beyond a single short interval.
Keep the newest observation aligned with the shorter trend.
Wait if the most recent hour is falling.
Fresh data, warmup, available capital, spread, existing positions and cooldown checks also govern whether an order can be queued. These thresholds describe this particular study, not a recommended trading recipe.
WHAT COULD CHANGE THE INTERPRETATION
