Ensembled Trend Bitcoin Strategy

Capture the upside of Bitcoin without the gut-wrenching drawdowns

How it beats passive BTC

Buy-and-Hold BTCEnsembled Trend BTC
Growth of $10,000$29,550$51,610
Annualized Return (CAGR)44.6%72.16%
Annualized Volatility63.65%28.34%
Sharpe Ratio0.72.55
Ulcer Performance Index0.846.16
Max Daily Drawdown-81.46%-25.81%
Max Monthly Drawdown-67.48%-20.58%

Summary Statistics

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%.

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