Model: Bitcoin

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  MenuRating:  AA 1D ret:  +MTD ret:  -9.94%Latest signal:  LONG (2022-05-28)

Background on the model

Our Bitcoin model incorporates two distinct signals from its own time series: one over a very short time period and one incorporating its longer term trend. It combines these two to determine the most appropriate signal at any point in time. There are periods in a longer term uptrend where things move sideways for a bit and we want to be out, but the model typically turns neutral rather than short in recognition that Bitcoin moves erratically and shorting is often not the right choice. Vice versa in a longer term downtrend we may generally be short but interrupt that for short and violent upbursts. (Date added to LongShortSignal: 2020-01-05).

Performance Since Inception

Daily returns YTD



Daily returns over the last 30 days

Date Return



Monthly historical returns

Date Asset Long/short Long only
2022-06-12-9.94%-9.94%-9.94%
2022-05-31-18.29%-7.08%-1.39%
2022-04-30-17.75%-18.11%-18.11%
2022-03-3124.84%24.84%24.84%
2022-02-28-0.03%-7.38%-4.65%
2022-01-31-20.07%-28.09%-23.46%
2021-12-31-18.45%-16.26%-18.09%
2021-11-30-7.17%-11.13%-11.13%
2021-10-3148.91%48.91%48.91%
2021-09-30-10.83%-12.70%-12.70%
2021-08-3111.80%11.80%11.80%
2021-07-3116.71%16.71%16.71%
2021-06-301.46%-16.79%-11.05%
2021-05-31-33.57%-19.05%-16.80%
2021-04-30-9.46%-15.31%-15.31%
2021-03-3126.47%14.58%14.58%
2021-02-2837.39%37.39%37.39%
2021-01-3116.20%7.80%7.80%
2020-12-3158.73%58.73%58.73%
2020-11-3035.37%35.37%35.37%
2020-10-3125.79%25.79%25.79%
2020-09-30-7.51%-2.52%-1.75%
2020-08-315.86%5.41%5.41%
2020-07-3120.30%17.20%18.86%
2020-06-300.68%4.86%3.50%
2020-05-319.48%1.48%1.48%
2020-04-3034.48%27.74%31.72%
2020-03-31-25.13%22.85%4.10%
2020-02-29-8.03%6.24%6.24%
2020-01-3129.98%13.33%13.33%

Signals

Date open Date closed Days Asset Signal Return Result
   2022-05-28 Open Open BTC LONG -0.8% Loss
   2022-05-27 2022-05-28 1 BTC SHORT +2.1% Profit
2022-05-19 2022-05-27 8 BTC LONG +1.6% Profit
2022-05-18 2022-05-19 1 BTC NEUTRAL -5.6% Loss
2022-05-17 2022-05-18 1 BTC SHORT -1.9% Loss
2022-05-16 2022-05-17 1 BTC NEUTRAL -3.7% Loss
   2022-05-15 2022-05-16 1 BTC SHORT -3.0% Loss
2022-05-14 2022-05-15 1 BTC NEUTRAL +2.6% Profit
2022-05-12 2022-05-14 2 BTC SHORT +1.0% Profit
2022-05-11 2022-05-12 1 BTC NEUTRAL -4.6% Loss
   2022-05-10 2022-05-11 1 BTC SHORT -3.9% Loss
2022-05-09 2022-05-10 1 BTC NEUTRAL -11.9% Loss
   2022-04-17 2022-05-09 22 BTC LONG -15.5% Loss
2022-04-13 2022-04-17 4 BTC NEUTRAL +0.5% Profit
   2022-02-27 2022-04-13 45 BTC LONG +2.6% Profit
   2022-02-26 2022-02-27 1 BTC SHORT +0.6% Profit
2022-02-25 2022-02-26 1 BTC NEUTRAL +2.0% Profit
   2022-02-24 2022-02-25 1 BTC SHORT -3.4% Loss
2022-01-31 2022-02-24 24 BTC LONG -1.1% Loss
2022-01-30 2022-01-31 1 BTC NEUTRAL -1.4% Loss
   2022-01-29 2022-01-30 1 BTC SHORT -0.5% Loss
2022-01-28 2022-01-29 1 BTC NEUTRAL +2.0% Profit
   2022-01-27 2022-01-28 1 BTC SHORT -2.4% Loss
2022-01-26 2022-01-27 1 BTC NEUTRAL -1.1% Loss
2022-01-25 2022-01-26 1 BTC SHORT -1.0% Loss
2022-01-24 2022-01-25 1 BTC NEUTRAL +1.7% Profit
   2022-01-23 2022-01-24 1 BTC SHORT -1.1% Loss
2022-01-22 2022-01-23 1 BTC NEUTRAL -2.6% Loss
   2022-01-13 2022-01-22 9 BTC LONG -17.0% Loss
2022-01-12 2022-01-13 1 BTC NEUTRAL +2.4% Profit
   2022-01-11 2022-01-12 1 BTC SHORT -2.8% Loss
2022-01-10 2022-01-11 1 BTC NEUTRAL -1.0% Loss
   2022-01-07 2022-01-10 3 BTC SHORT +1.7% Profit
2022-01-06 2022-01-07 1 BTC NEUTRAL -1.6% Loss
   2021-12-15 2022-01-06 22 BTC LONG -10.3% Loss
2021-12-14 2021-12-15 1 BTC NEUTRAL +4.2% Profit
   2021-12-13 2021-12-14 1 BTC SHORT +6.9% Profit
2021-12-12 2021-12-13 1 BTC NEUTRAL +0.4% Profit
   2021-12-10 2021-12-12 2 BTC SHORT -3.9% Loss
2021-12-09 2021-12-10 1 BTC NEUTRAL -5.3% Loss
   2021-12-08 2021-12-09 1 BTC SHORT -0.4% Loss
   2021-12-07 2021-12-08 1 BTC LONG -0.2% Loss
2021-12-06 2021-12-07 1 BTC NEUTRAL +3.5% Profit
   2021-11-26 2021-12-06 10 BTC LONG -17.7% Loss
2021-11-23 2021-11-26 3 BTC NEUTRAL +4.5% Profit
   2021-09-30 2021-11-23 54 BTC LONG +35.7% Profit
2021-09-29 2021-09-30 1 BTC NEUTRAL +2.2% Profit
2021-06-28 2021-09-29 93 BTC LONG +18.7% Profit
2021-06-27 2021-06-28 1 BTC NEUTRAL +6.0% Profit
2021-06-26 2021-06-27 1 BTC SHORT -2.2% Loss
2021-06-25 2021-06-26 1 BTC NEUTRAL -9.2% Loss
2021-06-24 2021-06-25 1 BTC SHORT -4.4% Loss
2021-06-23 2021-06-24 1 BTC NEUTRAL +4.8% Profit
   2021-06-01 2021-06-23 22 BTC LONG -14.6% Loss
2021-05-31 2021-06-01 1 BTC NEUTRAL +6.1% Profit
   2021-05-30 2021-05-31 1 BTC SHORT -5.2% Loss
   2021-05-29 2021-05-30 1 BTC LONG -6.6% Loss
   2021-05-28 2021-05-29 1 BTC SHORT +7.6% Profit
2021-05-27 2021-05-28 1 BTC NEUTRAL +0.4% Profit
   2021-05-26 2021-05-27 1 BTC SHORT -2.1% Loss
2021-05-25 2021-05-26 1 BTC NEUTRAL -3.1% Loss
   2021-05-24 2021-05-25 1 BTC SHORT -10.5% Loss
2021-05-23 2021-05-24 1 BTC NEUTRAL -4.5% Loss
   2021-05-22 2021-05-23 1 BTC SHORT -0.3% Loss
2021-05-21 2021-05-22 1 BTC NEUTRAL -9.5% Loss
   2021-05-17 2021-05-21 4 BTC SHORT +10.8% Profit
2021-05-16 2021-05-17 1 BTC NEUTRAL -3.3% Loss
   2021-04-28 2021-05-16 18 BTC LONG -14.1% Loss
2021-04-23 2021-04-28 5 BTC NEUTRAL +6.9% Profit
2021-03-04 2021-04-23 50 BTC LONG +1.2% Profit
2021-03-01 2021-03-04 3 BTC NEUTRAL +10.4% Profit
2021-01-30 2021-03-01 30 BTC LONG +34.9% Profit
2021-01-24 2021-01-30 6 BTC NEUTRAL +7.8% Profit
2020-09-15 2021-01-24 131 BTC LONG +198.6% Profit
2020-09-14 2020-09-15 1 BTC NEUTRAL +3.8% Profit
2020-09-13 2020-09-14 1 BTC LONG -1.4% Loss
2020-09-12 2020-09-13 1 BTC SHORT -0.8% Loss
2020-09-09 2020-09-12 3 BTC NEUTRAL +2.2% Profit
2020-09-07 2020-09-09 2 BTC LONG -1.6% Loss
2020-08-24 2020-09-07 14 BTC NEUTRAL -11.6% Loss
   2020-07-20 2020-08-24 35 BTC LONG +26.8% Profit
   2020-07-18 2020-07-20 2 BTC SHORT -0.3% Loss
   2020-07-15 2020-07-18 3 BTC LONG -1.2% Loss
   2020-06-21 2020-07-15 24 BTC SHORT +1.0% Profit
   2020-06-08 2020-06-21 13 BTC NEUTRAL -4.3% Loss
   2020-05-28 2020-06-08 11 BTC LONG +3.5% Profit
2020-05-10 2020-05-28 18 BTC NEUTRAL +7.9% Profit
2020-04-22 2020-05-10 18 BTC LONG +23.0% Profit
2020-04-12 2020-04-22 10 BTC SHORT -2.1% Loss
2020-03-21 2020-04-12 22 BTC LONG +12.7% Profit
2020-03-05 2020-03-21 16 BTC SHORT +31.9% Profit
2020-02-16 2020-03-05 18 BTC NEUTRAL -8.6% Loss
2020-01-28 2020-02-16 19 BTC LONG +6.2% Profit
2020-01-23 2020-01-28 5 BTC NEUTRAL +11.3% Profit
2020-01-05 2020-01-23 18 BTC LONG +13.4% Profit