Strategy library
Every strategy we’ve tested, over which years, and the verdict. Returns are a year, after costs; the worst fall is the biggest drop from a high you would have sat through.
Hold the coins whose 20, 60 and 120-day trends are up, sized so each carries the same risk; the rest waits in cash.
The same rule with twice as much in coins, never more than the whole pot. The same bet with bigger swings.
Half Trend Book, half gold (XAUT), set back to half each month. The only mix that is fully Bybit-exact.
The best risk-adjusted result in every window tested. Gold’s strong 2018–2026 run flatters it.
Half Trend Book, half S&P 500, set back to half each month. The S&P half uses Yahoo prices.
What everything else has to beat.
No proven premium of its own (−12.2% a year over 2011–2015), but it rises when the rest falls. Used inside two mixes.
Its case rests mostly on one year (+21.6% in 2022), it is not on Bybit, and it is too young for an unseen-years test.
Gayed & Bilello, 2016. The extra return is the borrowing, not the timing.
Faber, 2010.
Faber, 2007.
Antonacci, 2014.
Lost to simply holding gold in all 45 settings tried. Its smaller fall came from holding less gold, not from timing.
No edge over plain commodity funds (t = 0.3 to 1.4). Its good years were a commodity boom.
10% a year over the whole test, but only 2.9% a year over the last two years.
Counted day by day with the market’s drift removed, the edge was zero. Kept in the Archive as evidence.
What it takes to get into paper trading
- • A published rule, with its settings fixed before we look at results.
- • It beats simply holding, after trading costs.
- • It still works on years it never saw.
- • A skeptic re-runs it independently and can’t break it.
Not financial advice. This is research into what has worked in the past, measured as fairly as we can. Past results don’t guarantee future returns, and every strategy here has lost money at some point. Not modelled: tax, Australian-dollar moves, or an exchange failing.
