Does the 200-Day MA Regime strategy beat buy & hold on Bitcoin? (BTC · backtested honestly)
The most-watched long-term regime filter: hold while price is above its long moving average (the market is in an uptrend) and move to cash when it drops below. A single-line rule — not a two-average cross — meant to keep you in during long bull runs and out of deep bear markets, at the cost of lagging every turn and whipsawing around the line.
Run it yourself
Change the parameters and the window, then re-run — no account needed.
A live badge that re-runs itself and links back here. Free to embed on any blog, newsletter or forum — it shows the honest result, beat or lagged.
<iframe src="https://stratsemble.com/embed/bitcoin-200-day-ma-backtest" width="360" height="252" style="border:0;border-radius:12px;max-width:100%" loading="lazy" title="Does the 200-Day MA Regime strategy beat buy & hold on Bitcoin?"></iframe>- • The strategy line is 200-Day MA Regime on Bitcoin; the dashed line is simply buying and holding BTC. Beating the dashed line is the whole point — many strategies don't.
- • Max drawdown is the worst peak-to-trough fall you'd have sat through. A higher return with a much deeper drawdown is not obviously better.
- • Every fill assumes next-open execution with costs & slippage on — no acting on prices you couldn't have known.
- • A small number of trades means a small sample. Treat a great-looking result on a handful of trades with suspicion.
This is a hypothetical backtest of a well-known mechanism on past data. It is not advice, not a prediction, and not a claim that the strategy works. I hold no funds and place no orders. The value here is the ability to test an idea honestly — see where it would have helped, and where it would have hurt — before you ever risk real money on your own broker.
How this is computed → · who's behind it · where a backtest fits