Cycle Trading

[No-Quarter]

Well I tinkered a bit more with a $USD:$BTCUSD flip flop strategy this afternoon. Since settling on the use of the MACD signal over RSI, +VI, Ultimate Oscillator, and others, I have now noodled with different MACD settings. Rather than show all the variations tried here, I have just the two length extremes; M12 and M65.

The first two slides are the $USD:$BTCUSD, and reversed order $BTCUSD:$USD using the default MACD 12,26,9 settings.

Ignore the RSI and VIX indicators at the bottom. I have not taken the time to remove them yet. -






Slides 3 &4 are the same as above but using the longer M65,90,10 settings -






I can't overlay the above trading signals on the BITU/SBIT 2x ETF pair and have it make much sense as they have been trading for less than a month... -






...so I used the BITO/BITI 1x ETF pair to back test.

Slides 7 & 8 are the 1x pair using the M12 setting, the signal overlays in place, and the observed results. -






Slides 9 & 10 are the 1x pair using the M65 setting, and the overlays in place, and the observed results. -






The above shows the shorter M12 settings produced a 6mo return of 34.93% If this strategy were to be used on a 2x ETF, theoretical return would be 2x 34.93 = 69.86%. 3x theoretical return would be 3x 34.93% = 104.79%.

The longer M65 settings produced a 6mo return of 84.93%. 2x 84.93 = 169.86%. 3x 84.93 = 254.79%.

I am still playing with all this. Comments and suggestions welcomed. GLTY