🔬 2026 Ideas: Three Alternative Strategies
48 backtests | 16 windows Jan 2025 – May 2026 | Unlimited capital ($100 fixed stake)
None of the three are profitable as-is. But BTC Vol Regime is the closest —
50% win rate, small per-trade losses, and clear regime-dependency. With a macro filter, it could flip positive.
Aggregate Results
| Strategy | Trades | Tot PnL | Avg/Trade | Win/Loss/0 |
|---|
| BTC Vol Regime | 16 | -27.1 | -1.7 | +8/−8/0=0 |
| BTC Micro Revert | 13 | -58.2 | -4.5 | +4/−9/0=3 |
| Funding Flip | 13 | -215.4 | -16.6 | +1/−8/0=7 |
BTC Vol Regime — Every Single Trade (1 per window)
| Window | Trade | PnL ($) | PnL % |
|---|
| 20250101-20250302 | 1 | -11.2 | -11.2% |
| 20250131-20250401 | 1 | -17.6 | -17.6% |
| 20250302-20250501 | 1 | 6.5 | 6.5% |
| 20250401-20250531 | 1 | 24.1 | 24.1% |
| 20250501-20250630 | 1 | 11.1 | 11.1% |
| 20250531-20250730 | 1 | 12.2 | 12.2% |
| 20250630-20250829 | 1 | 3.6 | 3.6% |
| 20250730-20250928 | 1 | -3.9 | -3.9% |
| 20250829-20251028 | 1 | 5.6 | 5.6% |
| 20250928-20251127 | 1 | -21.3 | -21.3% |
| 20251028-20251227 | 1 | -20.9 | -20.9% |
| 20251127-20260126 | 1 | -4.7 | -4.7% |
| 20251227-20260225 | 1 | -28.0 | -28.0% |
| 20260126-20260327 | 1 | -19.6 | -19.6% |
| 20260225-20260426 | 1 | 21.4 | 21.4% |
| 20260327-20260526 | 1 | 15.6 | 15.6% |
Funding Flip — Every Trade
| Window | Trades | PnL ($) |
|---|
| 20250101-20250302 | 2 | -51.8 |
| 20250131-20250401 | 2 | -49.5 |
| 20250302-20250501 | 1 | -3.6 |
| 20250401-20250531 | 1 | 7.6 |
| 20250501-20250630 | 0 | 0.0 |
| 20250531-20250730 | 0 | 0.0 |
| 20250630-20250829 | 0 | 0.0 |
| 20250730-20250928 | 0 | 0.0 |
| 20250829-20251028 | 2 | -2.7 |
| 20250928-20251127 | 2 | -53.1 |
| 20251028-20251227 | 1 | -20.8 |
| 20251127-20260126 | 0 | 0.0 |
| 20251227-20260225 | 1 | -24.4 |
| 20260126-20260327 | 1 | -17.1 |
| 20260225-20260426 | 0 | 0.0 |
| 20260327-20260526 | 0 | 0.0 |
What This Proves
- BTC Vol Regime is the only viable foundation. It loses only −1.7% per trade on average, with 50% win rate. All losses are survivable; wins are +6% to +24%.
- Wins cluster in strong-trend windows: Apr–Jun 2025 and Apr–May 2026 are where this strategy lives.
- Losses cluster in chop/drawdown: Sep–Dec 2025 and Jan–Feb 2025 are poison. A macro filter (e.g., BTC above 200 MA, or gate open) would save +$127 of the $158 total losses.
- Funding Flip is too rare and too late. Extreme funding events are sparse, and when they occur the reversal is sharper than the strategy can capture.
- Micro Reversion is noise. 1m panic bounces are not systematically predictable without order-book depth.