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CuratedAdvanced (multi-factor)
Capitulation Fade (Single-Bar Shock) — Ethereum strategy backtest
After a one-day drop of more than 10%, buys the next day; exits at a 6% gain, a 10% stop, or after 5 days, whichever comes first.
A curated strategy — a well-known mechanism with sensible risk management built in. Still not a recommendation — it's a mechanism you test yourself.
How this strategy works
- • Buys when Rate of change (momentum %)(1) is below -10.
- • Takes profit at +6%.
- • Uses a 10% stop-loss.
- • Exits after 5 bars if still open.
Run this exact strategy yourself — pick a window:
How this backtest works
- Data
- Yahoo Finance daily OHLC (crypto = aggregate USD reference), split-adjusted. Recomputed on each run.
- Costs
- A flat 0.05% per side on every entry and exit (costs & slippage). No leverage.
- Execution
- Signals act on the next open after a bar closes — never on a price you couldn't have known.
- Look-ahead & survivorship
- Indicators use closed bars only; the forming bar is dropped. Survivorship is labelled, not hidden.
- Benchmark
- Measured against buy & hold of the same asset over the same window.
- What it isn't
- Not advice, not a prediction, no profit claim. We hold no funds and place no orders.