BTC · BTC/USDTBacktested Jan 2023 – Aug 2026

Bitcoin (BTC/USDT)

Quant systematic strategy. Non-leveraged. Calmar Ratio 3.15 · Lower drawdown every single year vs B/H.

0.2% on traded value · No AUM fee · No lock-in · Min $500 · Capital stays in your broker

CAGR
63.4%
vs 50.3% B/H
Sharpe Ratio
1.72
Sortino: 2.94
Max Drawdown
-20.1%
vs -53.3% B/H
Calmar Ratio
3.15
vs 0.95 B/H

How It Works

1

Select Bitcoin Instrument

Connect your broker. Select BTC/USDT on Binance or Delta Exchange as the trading instrument.

2

Set Your Target

Define your target price and capital. Our system calculates the optimal parameters — step size, order quantity, and cash reserves. Re-optimized every quarter.

3

Returns Start Generating

The strategy automatically buys on dips and sells on rises. Quarterly re-optimization adapts to changing volatility regimes for maximum capital efficiency.

BTC (Quant) vs BTC (Buy & Hold)

Both indexed to 100 on inception. Jan 2023 to Aug 2026 | 3.6 years

BTC (Quant Strategy) BTC (Buy & Hold)
BTC (Quant)
Return
+496.5%
Max DD
-20.1%
Calmar
3.15
BTC (Buy & Hold)
Return
+340.3%
Max DD
-53.3%
Calmar
0.95

Year-by-Year Performance

Quant delivered positive returns every year. Lower drawdown in all 4 years. Outperformed B/H in 3 out of 4 years.

YearQuant ReturnB/H ReturnQuant Max DDB/H Max DD
2023+133.4%+156.9%-15.6%-20.0%
2024+116.4%+118.2%-12.8%-26.3%
2025+14.8%-6.7%-18.6%-32.9%
2026 (YTD)+1.7%-17.1%-19.8%-39.7%
Summary4/4 positive2/4 positive-20.1% worst-53.3% worst

Performance Metrics

MetricBTC (Quant)BTC (B/H)Winner
CAGR63.4%50.3%Quant
Total Return+496.5%+340.3%Quant
Max Drawdown-20.1%-53.3%Quant
Calmar Ratio3.150.95Quant
Sharpe Ratio1.72Quant
Sortino Ratio2.94Quant
DD Win Years4/40/4Quant
Multiple on Capital5.96x4.40xQuant

Quant wins all 8 metrics. Lower drawdown every single year while delivering higher total returns.

Key Takeaways

1

3.3x Better Calmar Ratio: 3.15 vs 0.95 for Buy & Hold. The strategy generates more than triple the return per unit of drawdown risk.

2

Never Lost Money: Positive returns every single year (4 out of 4) while Buy & Hold lost money in 2025 (-6.7%) and 2026 (-17.1%).

3

62% Lower Drawdown: Maximum drawdown of -20.1% vs -53.3% for Buy & Hold. In 2026, Quant saw -19.8% while B/H crashed -39.7%.

4

5.96x Your Money: $500K grew to $2.98M in 3.6 years.

Frequently Asked Questions

Past performance is not indicative of future results. Backtested returns include realistic transaction costs. This is not investment advice.