The volume based approach that beats holding ETH with +940%
Beating Ethereum's stellar +815% gains over a year is no easy feat. Add limiting drawdown to the task and it becomes even more complicated - especially vs USDT. However with longer term strategies like this it really becomes apparent how you should simply think about the best time to buy and sell, and try to express it though market metrics, rather than trying to plague your strategy with complexity.
It's really startling this simple strategy returned 940% in one year on spot!
WILL POST EVERY POSITION BELOW (including open/close time/SL level + how every position was closed)
The strategy goals:
- Beat holding Ethereum - so more than 815% profit
- Simple to execute and stay disciplined on
- Max drawdown of 30% - we don't want to be dipping as far as the market is
The strategy:
This strategy tries to strike a balance between catching solid dips and riding reversals based on volume. Volume precedes price. It does not have to be some extremely sophisticated trading system, especially when trading a trending asset as Ethereum. If market participants start buying rapidly, Ethereum will spike. If they start selling it will go down. The key is to use metrics that help you pin this, simple as that. So in our case on the 1 hour chart:
1. We will open a position when Crypto Total Volume is up by 4% in last day AND Price is below SMA(5)
2. We will close the position when Crypto Total Volume is down by 4% in last day AND Price is up by 3% in last 3 days
We will set a stop loss at 20% of market price, no take profit. All the rules are followed 100% of the time.
The result:
This strategy accumulated +940% over a year on spot. So If you started with 10,000 USDT you'd be sitting on 94,000 USDT without touching leverage. It's also so simple to execute that you can set all these rules as alerts and just act when you need to or automate it.
It's also great that although it's a lower time frame strategy it's still created only 63 positions. It wins 77.8% of them with a bit over 8%. When it loses it's at about 11% on average. Positions are usually opened and closed within 3 days.
The drawdown amounts to about 25% over the year - a solid performance for crypto. It performed well even in the past 3 months bringing in +74.4%.
The positions:
26/06/2021 00:00
28/06/2021 08:00
2 days
OP 1,809
CP 2,049
SL 1,447.2
+13.3%
22/06/2021 13:00
24/06/2021 17:00
2 days
OP 1,792.1
CP 2,011.4
SL 1,433.7
+12.2%
21/06/2021 00:00
22/06/2021 13:00
2 days
OP 2,243.5
CP 1,794.8
SL 1,794.8
-20%
Stop Loss
08/06/2021 00:00
16/06/2021 00:00
8 days
OP 2,592
CP 2,543.6
SL 2,073.6
-1.87%
01/06/2021 02:00
07/06/2021 06:00
6 days
OP 2,662.1
CP 2,786.1
SL 2,129.7
+4.66%
29/05/2021 00:00
31/05/2021 12:00
3 days
OP 2,412.3
CP 2,551.8
SL 1,929.9
+5.78%
24/05/2021 05:00
26/05/2021 00:00
2 days
OP 2,104.1
CP 2,705.1
SL 1,683.3
+28.6%
20/05/2021 00:00
23/05/2021 01:00
3 days
OP 2,438.9
CP 2,362
SL 1,951.1
-3.15%
13/05/2021 00:00
19/05/2021 04:00
6 days
OP 3,810.2
CP 3,048.1
SL 3,048.1
-20%
Stop Loss
10/05/2021 10:00
12/05/2021 00:00
2 days
OP 4,104.8
CP 4,173.5
SL 3,283.8
+1.67%
04/05/2021 01:00
08/05/2021 00:00
4 days
OP 3,260.7
CP 3,479.8
SL 2,608.6
+6.72%
01/05/2021 09:00
02/05/2021 00:00
15 hours
OP 2,830.1
CP 2,944.8
SL 2,264
+4.06%
29/04/2021 01:00
30/04/2021 00:00
23 hours
OP 2,724.9
CP 2,757
SL 2,179.9
+1.18%
27/04/2021 04:00
28/04/2021 00:00
20 hours
OP 2,493.2
CP 2,666.1
SL 1,994.5
+6.94%
23/04/2021 00:00
26/04/2021 04:00
3 days
OP 2,397.9
CP 2,454.9
SL 1,918.4
+2.38%
17/04/2021 00:00
22/04/2021 00:00
5 days
OP 2,422.4
CP 2,357.1
SL 1,937.9
-2.7%
13/04/2021 00:00
16/04/2021 00:00
3 days
OP 2,137.9
CP 2,514
SL 1,710.3
+17.6%
11/04/2021 05:00
12/04/2021 00:00
19 hours
OP 2,130.4
CP 2,151.4
SL 1,704.3
+0.987%
06/04/2021 00:00
10/04/2021 05:00
4 days
OP 2,107.4
CP 2,191.2
SL 1,685.9
+3.97%
01/04/2021 04:00
05/04/2021 00:00
4 days
OP 1,923
CP 2,075.7
SL 1,538.4
+7.94%
24/03/2021 00:00
28/03/2021 00:00
4 days
OP 1,668.2
CP 1,712.5
SL 1,334.6
+2.66%
16/03/2021 01:00
20/03/2021 03:00
4 days
OP 1,731.3
CP 1,828.4
S 1,385
+5.61%
08/03/2021 04:00
15/03/2021 01:00
7 days
OP 1,723.7
CP 1,871.6
SL 1,379
+8.58%
04/03/2021 00:00
06/03/2021 22:00
3 days
OP 1,567.7
CP 1,642.9
SL 1,254.1
+4.8%
23/02/2021 10:00
02/03/2021 00:00
7 days
OP 1,500.5
CP 1,570
SL 1,200.4
+4.63%
16/02/2021 00:00
23/02/2021 10:00
7 days
OP 1,779.3
CP 1,423.5
SL 1,423.5
-20%
Stop Loss
08/02/2021 01:00
12/02/2021 00:00
4 days
OP 1,596.5
CP 1,785.8
SL 1,277.2
+11.9%
05/02/2021 00:00
06/02/2021 00:00
1 day
OP 1,595.5
CP 1,719
SL 1,276.4
+7.74%
28/01/2021 00:00
31/01/2021 00:00
3 days
OP 1,238.9
CP 1,378
SL 991.14
+11.2%
21/01/2021 23:00
24/01/2021 09:00
2 days
OP 1,135.6
CP 1,325
SL 908.46
+16.7%
20/01/2021 00:00
21/01/2021 23:00
2 days
OP 1,365.4
CP 1,092.3
SL 1,092.3
-20%
Stop Loss
16/01/2021 03:00
18/01/2021 15:00
3 days
OP 1,163.5
CP 1,237
SL 930.82
+6.32%
11/01/2021 15:00
14/01/2021 07:00
3 days
OP 1,038.5
CP 1,121.2
SL 830.82
+7.96%
11/01/2021 00:00
11/01/2021 15:00
15 hours
OP 1,254.2
CP 1,003.4
SL 1,003.4
-20%
Stop Loss
08/01/2021 00:00
10/01/2021 00:00
2 days
OP 1,224.9
CP 1,276
SL 979.89
+4.18%
03/01/2021 04:00
05/01/2021 00:00
2 days
OP 772.44
CP 1,041.4
SL 617.95
+34.8%
23/12/2020 02:00
31/12/2020 00:00
8 days
OP 627.26
CP 752.17
SL 501.81
+19.9%
16/12/2020 00:00
19/12/2020 00:00
3 days
OP 588.78
CP 653.76
SL 471.02
+11%
09/12/2020 00:00
13/12/2020 10:00
4 days
OP 554.92
CP 583.47
SL 443.94
+5.14%
05/12/2020 00:00
08/12/2020 00:00
3 days
OP 567.24
CP 591.27
SL 453.79
+4.24%
01/12/2020 01:00
03/12/2020 00:00
2 days
OP 605.57
CP 596.88
SL 484.46
-1.44%
27/11/2020 03:00
29/11/2020 08:00
2 days
OP 517.12
CP 541.33
SL 413.7
+4.68%
21/11/2020 03:00
26/11/2020 01:00
5 days
OP 508.15
CP 575.39
SL 406.52
+13.2%
12/11/2020 00:00
20/11/2020 02:00
8 days
OP 463.09
CP 479.4
SL 370.47
+3.52%
10/11/2020 00:00
11/11/2020 00:00
1 day
OP 444.32
CP 450.34
SL 355.46
+1.35%
05/11/2020 01:00
09/11/2020 00:00
4 days
OP 401.57
CP 454.29
SL 321.26
+13.1%
03/11/2020 00:00
04/11/2020 17:00
2 days
OP 383.01
CP 401.2
SL 306.41
+4.75%
27/10/2020 03:00
01/11/2020 23:00
6 days
OP 392.34
CP 395.3
SL 313.87
+0.754%
20/10/2020 01:00
23/10/2020 00:00
3 days
OP 378.74
CP 413.94
SL 302.99
+9.29%
13/10/2020 00:00
14/10/2020 01:00
1 day
OP 386.51
CP 384.53
SL 309.21
-0.512%
06/10/2020 01:00
12/10/2020 00:00
6 days
OP 352.38
CP 374.17
SL 281.9
+6.18%
02/10/2020 01:00
05/10/2020 09:00
3 days
OP 351.06
CP 350.22
SL 280.85
-0.239%
22/09/2020 00:00
26/09/2020 05:00
4 days
OP 340.31
CP 351.98
SL 272.25
+3.43%
14/09/2020 01:00
19/09/2020 00:00
5 days
OP 358.05
CP 384.4
SL 286.44
+7.36%
11/09/2020 02:00
12/09/2020 00:00
22 hours
OP 365.53
CP 373.62
SL 292.42
+2.21%
18/08/2020 00:00
24/08/2020 22:00
7 days
OP 430.89
CP 406.74
SL 344.71
-5.6%
14/08/2020 03:00
15/08/2020 00:00
21 hours
OP 422.13
CP 438.12
SL 337.7
+3.79%
08/08/2020 04:00
13/08/2020 21:00
6 days
OP 378.01
CP 409.8
SL 302.41
+8.41%
02/08/2020 05:00
04/08/2020 00:00
2 days
OP 372.37
CP 385.91
SL 297.9
+3.64%
28/07/2020 00:00
29/07/2020 00:00
1 day
OP 321.95
CP 316.77
SL 257.56
-1.61%
24/07/2020 01:00
27/07/2020 00:00
3 days
OP 273.92
CP 311.02
SL 219.14
+13.5%
02/07/2020 00:00
23/07/2020 00:00
21 days
OP 230.99
CP 263.75
SL 184.79
+14.2%
30/06/2020 01:00
01/07/2020 00:00
23 hours
OP 227.62
CP 225.59
SL 182.1
-0.892%
It's really startling this simple strategy returned 940% in one year on spot!
WILL POST EVERY POSITION BELOW (including open/close time/SL level + how every position was closed)
The strategy goals:
- Beat holding Ethereum - so more than 815% profit
- Simple to execute and stay disciplined on
- Max drawdown of 30% - we don't want to be dipping as far as the market is
The strategy:
This strategy tries to strike a balance between catching solid dips and riding reversals based on volume. Volume precedes price. It does not have to be some extremely sophisticated trading system, especially when trading a trending asset as Ethereum. If market participants start buying rapidly, Ethereum will spike. If they start selling it will go down. The key is to use metrics that help you pin this, simple as that. So in our case on the 1 hour chart:
1. We will open a position when Crypto Total Volume is up by 4% in last day AND Price is below SMA(5)
2. We will close the position when Crypto Total Volume is down by 4% in last day AND Price is up by 3% in last 3 days
We will set a stop loss at 20% of market price, no take profit. All the rules are followed 100% of the time.
The result:
This strategy accumulated +940% over a year on spot. So If you started with 10,000 USDT you'd be sitting on 94,000 USDT without touching leverage. It's also so simple to execute that you can set all these rules as alerts and just act when you need to or automate it.
It's also great that although it's a lower time frame strategy it's still created only 63 positions. It wins 77.8% of them with a bit over 8%. When it loses it's at about 11% on average. Positions are usually opened and closed within 3 days.
The drawdown amounts to about 25% over the year - a solid performance for crypto. It performed well even in the past 3 months bringing in +74.4%.
The positions:
26/06/2021 00:00
28/06/2021 08:00
2 days
OP 1,809
CP 2,049
SL 1,447.2
+13.3%
22/06/2021 13:00
24/06/2021 17:00
2 days
OP 1,792.1
CP 2,011.4
SL 1,433.7
+12.2%
21/06/2021 00:00
22/06/2021 13:00
2 days
OP 2,243.5
CP 1,794.8
SL 1,794.8
-20%
Stop Loss
08/06/2021 00:00
16/06/2021 00:00
8 days
OP 2,592
CP 2,543.6
SL 2,073.6
-1.87%
01/06/2021 02:00
07/06/2021 06:00
6 days
OP 2,662.1
CP 2,786.1
SL 2,129.7
+4.66%
29/05/2021 00:00
31/05/2021 12:00
3 days
OP 2,412.3
CP 2,551.8
SL 1,929.9
+5.78%
24/05/2021 05:00
26/05/2021 00:00
2 days
OP 2,104.1
CP 2,705.1
SL 1,683.3
+28.6%
20/05/2021 00:00
23/05/2021 01:00
3 days
OP 2,438.9
CP 2,362
SL 1,951.1
-3.15%
13/05/2021 00:00
19/05/2021 04:00
6 days
OP 3,810.2
CP 3,048.1
SL 3,048.1
-20%
Stop Loss
10/05/2021 10:00
12/05/2021 00:00
2 days
OP 4,104.8
CP 4,173.5
SL 3,283.8
+1.67%
04/05/2021 01:00
08/05/2021 00:00
4 days
OP 3,260.7
CP 3,479.8
SL 2,608.6
+6.72%
01/05/2021 09:00
02/05/2021 00:00
15 hours
OP 2,830.1
CP 2,944.8
SL 2,264
+4.06%
29/04/2021 01:00
30/04/2021 00:00
23 hours
OP 2,724.9
CP 2,757
SL 2,179.9
+1.18%
27/04/2021 04:00
28/04/2021 00:00
20 hours
OP 2,493.2
CP 2,666.1
SL 1,994.5
+6.94%
23/04/2021 00:00
26/04/2021 04:00
3 days
OP 2,397.9
CP 2,454.9
SL 1,918.4
+2.38%
17/04/2021 00:00
22/04/2021 00:00
5 days
OP 2,422.4
CP 2,357.1
SL 1,937.9
-2.7%
13/04/2021 00:00
16/04/2021 00:00
3 days
OP 2,137.9
CP 2,514
SL 1,710.3
+17.6%
11/04/2021 05:00
12/04/2021 00:00
19 hours
OP 2,130.4
CP 2,151.4
SL 1,704.3
+0.987%
06/04/2021 00:00
10/04/2021 05:00
4 days
OP 2,107.4
CP 2,191.2
SL 1,685.9
+3.97%
01/04/2021 04:00
05/04/2021 00:00
4 days
OP 1,923
CP 2,075.7
SL 1,538.4
+7.94%
24/03/2021 00:00
28/03/2021 00:00
4 days
OP 1,668.2
CP 1,712.5
SL 1,334.6
+2.66%
16/03/2021 01:00
20/03/2021 03:00
4 days
OP 1,731.3
CP 1,828.4
S 1,385
+5.61%
08/03/2021 04:00
15/03/2021 01:00
7 days
OP 1,723.7
CP 1,871.6
SL 1,379
+8.58%
04/03/2021 00:00
06/03/2021 22:00
3 days
OP 1,567.7
CP 1,642.9
SL 1,254.1
+4.8%
23/02/2021 10:00
02/03/2021 00:00
7 days
OP 1,500.5
CP 1,570
SL 1,200.4
+4.63%
16/02/2021 00:00
23/02/2021 10:00
7 days
OP 1,779.3
CP 1,423.5
SL 1,423.5
-20%
Stop Loss
08/02/2021 01:00
12/02/2021 00:00
4 days
OP 1,596.5
CP 1,785.8
SL 1,277.2
+11.9%
05/02/2021 00:00
06/02/2021 00:00
1 day
OP 1,595.5
CP 1,719
SL 1,276.4
+7.74%
28/01/2021 00:00
31/01/2021 00:00
3 days
OP 1,238.9
CP 1,378
SL 991.14
+11.2%
21/01/2021 23:00
24/01/2021 09:00
2 days
OP 1,135.6
CP 1,325
SL 908.46
+16.7%
20/01/2021 00:00
21/01/2021 23:00
2 days
OP 1,365.4
CP 1,092.3
SL 1,092.3
-20%
Stop Loss
16/01/2021 03:00
18/01/2021 15:00
3 days
OP 1,163.5
CP 1,237
SL 930.82
+6.32%
11/01/2021 15:00
14/01/2021 07:00
3 days
OP 1,038.5
CP 1,121.2
SL 830.82
+7.96%
11/01/2021 00:00
11/01/2021 15:00
15 hours
OP 1,254.2
CP 1,003.4
SL 1,003.4
-20%
Stop Loss
08/01/2021 00:00
10/01/2021 00:00
2 days
OP 1,224.9
CP 1,276
SL 979.89
+4.18%
03/01/2021 04:00
05/01/2021 00:00
2 days
OP 772.44
CP 1,041.4
SL 617.95
+34.8%
23/12/2020 02:00
31/12/2020 00:00
8 days
OP 627.26
CP 752.17
SL 501.81
+19.9%
16/12/2020 00:00
19/12/2020 00:00
3 days
OP 588.78
CP 653.76
SL 471.02
+11%
09/12/2020 00:00
13/12/2020 10:00
4 days
OP 554.92
CP 583.47
SL 443.94
+5.14%
05/12/2020 00:00
08/12/2020 00:00
3 days
OP 567.24
CP 591.27
SL 453.79
+4.24%
01/12/2020 01:00
03/12/2020 00:00
2 days
OP 605.57
CP 596.88
SL 484.46
-1.44%
27/11/2020 03:00
29/11/2020 08:00
2 days
OP 517.12
CP 541.33
SL 413.7
+4.68%
21/11/2020 03:00
26/11/2020 01:00
5 days
OP 508.15
CP 575.39
SL 406.52
+13.2%
12/11/2020 00:00
20/11/2020 02:00
8 days
OP 463.09
CP 479.4
SL 370.47
+3.52%
10/11/2020 00:00
11/11/2020 00:00
1 day
OP 444.32
CP 450.34
SL 355.46
+1.35%
05/11/2020 01:00
09/11/2020 00:00
4 days
OP 401.57
CP 454.29
SL 321.26
+13.1%
03/11/2020 00:00
04/11/2020 17:00
2 days
OP 383.01
CP 401.2
SL 306.41
+4.75%
27/10/2020 03:00
01/11/2020 23:00
6 days
OP 392.34
CP 395.3
SL 313.87
+0.754%
20/10/2020 01:00
23/10/2020 00:00
3 days
OP 378.74
CP 413.94
SL 302.99
+9.29%
13/10/2020 00:00
14/10/2020 01:00
1 day
OP 386.51
CP 384.53
SL 309.21
-0.512%
06/10/2020 01:00
12/10/2020 00:00
6 days
OP 352.38
CP 374.17
SL 281.9
+6.18%
02/10/2020 01:00
05/10/2020 09:00
3 days
OP 351.06
CP 350.22
SL 280.85
-0.239%
22/09/2020 00:00
26/09/2020 05:00
4 days
OP 340.31
CP 351.98
SL 272.25
+3.43%
14/09/2020 01:00
19/09/2020 00:00
5 days
OP 358.05
CP 384.4
SL 286.44
+7.36%
11/09/2020 02:00
12/09/2020 00:00
22 hours
OP 365.53
CP 373.62
SL 292.42
+2.21%
18/08/2020 00:00
24/08/2020 22:00
7 days
OP 430.89
CP 406.74
SL 344.71
-5.6%
14/08/2020 03:00
15/08/2020 00:00
21 hours
OP 422.13
CP 438.12
SL 337.7
+3.79%
08/08/2020 04:00
13/08/2020 21:00
6 days
OP 378.01
CP 409.8
SL 302.41
+8.41%
02/08/2020 05:00
04/08/2020 00:00
2 days
OP 372.37
CP 385.91
SL 297.9
+3.64%
28/07/2020 00:00
29/07/2020 00:00
1 day
OP 321.95
CP 316.77
SL 257.56
-1.61%
24/07/2020 01:00
27/07/2020 00:00
3 days
OP 273.92
CP 311.02
SL 219.14
+13.5%
02/07/2020 00:00
23/07/2020 00:00
21 days
OP 230.99
CP 263.75
SL 184.79
+14.2%
30/06/2020 01:00
01/07/2020 00:00
23 hours
OP 227.62
CP 225.59
SL 182.1
-0.892%
Innovative all-in-one trading and backtesting platform
cleo.finance
Test trading strategies on crypto, stocks, indices, forex with decades of 1-min data.
cleo.finance
Test trading strategies on crypto, stocks, indices, forex with decades of 1-min data.