Ensembled Trend Bitcoin Strategy
Capture the upside of Bitcoin without the gut-wrenching drawdowns
How it beats passive BTC
|Buy-and-Hold BTC||Ensembled Trend BTC|
|Growth of $10,000||$29,550||$51,610|
|Annualized Return (CAGR)||44.6%||72.16%|
|Ulcer Performance Index||0.84||6.16|
|Max Daily Drawdown||-81.46%||-25.81%|
|Max Monthly Drawdown||-67.48%||-20.58%|
The power of geometric growth can be seen with how the ensembled trend strategy returned 75% more returns than buy-and-hold BTC.
The sharpe ratio (return per unit of risk) of the ensembled trend strategy was 3.6 times that of buy-and-hold BTC.
Most importantly, our strategy avoids the huge drawdowns that buy-and-hold BTC has had.
The ensembled trend strategy had a maximum daily drawdown of 25.81% compared to the maximum daily drawdown of the buy-and-hold BTC at 81.46%.