Crypto
Markets › Crypto
Bitcoin so far, as BTCUSDT from Binance (1-minute history from August 2017), tested on daily bars (the Turtle rules, 0.1% of costs on every fill), on 15-minute bars (a trend pullback) and on 1-minute bars around the clock (the noise area breakout), both at 0.05% on every fill. Bitcoin trades all week, so its days run 00:00 to 24:00 UTC.
01The tests
Compare three published day-trading rules across markets: Intraday momentum strategies from 3 research papers, backtested on ES, NQ, gold and Bitcoin.
| Test | Instrument and data | Variants tried | Passed every gate | Verdict |
|---|---|---|---|---|
| Turtle Trading Backtest: Daily Bitcoin, 2017 to 2026 | BTCUSDT spot, Binance (daily bars) | 4 | 0 | Buried · Fragile |
| Intraday Trend Pullback Backtest: Bitcoin, 15-Minute Bars, 2017 to 2026 | BTCUSDT, Binance (15-minute bars) | 2 | 0 | Buried · No proven edge |
| Noise Area Breakout Backtest: Bitcoin, Around the Clock, 2017 to 2026 | BTCUSDT, Binance (1-minute bars) | 4 | 0 | Buried · No proven edge |
| Accumulation/Distribution Indicator Backtest: 9 Years of Bitcoin on 4-Hour Candles | BTCUSDT (Binance, real volume), 4-hour candles | 3 | 0 | Buried · Fragile |
| Heikin Ashi Strategy Backtest: 9 Years of Bitcoin on 4-Hour Candles | BTCUSDT (Binance), 4-hour candles from 1-minute data | 3 | 0 | Buried · Overfit |
| Bitcoin CME Gap Fill: Do CME Gaps Always Fill? 458 Weekends Tested | BTCUSDT spot (Binance), 1-minute | 3 | 0 | Buried · No proven edge |
19 variants tried across 6 full write-ups, 0 passed every gate. Verdicts follow the protocol: Buried means at least one gate failed; “No proven edge” means a statistically convincing edge was not demonstrated, not that none exists.
02How these were tested
Bitcoin as BTCUSDT spot on Binance: the exchange's public 1-minute history from August 2017, each monthly file checked against its published checksum, built into daily or intraday bars on the UTC clock, all seven days. Costs: 0.1% of the price on every fill for the daily test (spot fees), 0.05% for the intraday tests (perpetual-futures fees, where shorts are possible). The first Bitcoin test used a holdout no earlier test had touched; later Bitcoin tests report it as used.
03What is not here yet
Other coins such as Ether, Bitcoin futures, and more intraday Bitcoin rules (one is tested so far). More years of Bitcoin data are the only way to get more trades from daily rules on one market.