Does the Commodity Channel Index strategy beat buy & hold on XRP? (XRP · backtested honestly)
The Commodity Channel Index measures how far the typical price (the high, low and close averaged) has stretched from its recent moving average, scaled by its own average deviation. On very quiet ranges that deviation is tiny, so the index can spike past +100 or -100 on almost no movement - the reading is a gauge of stretch, not a prediction. This rule treats a push above +100 as the start of a move and goes long on that breakout, exiting when momentum fades back below the zero line - a breakout/momentum reading of the stretch gauge. Like any breakout rule it is strong in sustained trends and it whipsaws in and out during sideways, range-bound markets.
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/xrp-cci-backtest" width="360" height="252" style="border:0;border-radius:12px;max-width:100%" loading="lazy" title="Does the Commodity Channel Index strategy beat buy & hold on XRP?"></iframe>- • The strategy line is Commodity Channel Index on XRP; the dashed line is simply buying and holding XRP. 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