MTF RSI 4H + 1D SMA200 filter
RSI(14) dips below 30 on 4H while the prior daily close is above daily SMA(200); exit RSI > 70.
What it's watching
How far each pair is from the next buy (or, while holding, the next sell), as of the last closed 4H bar.
Price and trades
The last ~300 4H bars (Coinbase prices) with this strategy's buys and sells marked on the signal bar. Times are in your time zone.
Equity vs buy-and-hold
Return on $1,000 since this rules version started, as simulated with Kraken costs. Buy-and-hold is measured over the same window.
Results by cost profile
The same trades re-priced under each exchange's fees and spread. Win rate and profit factor are over closed trades at that profile.
Open positions 0
Closed trades 0
Newest first. Bars are the bar-open times of the signal bars. Fill prices include the simulated spread, and P&L is after fees. Tap a row to see the indicator values behind the entry and exit.
What the backtest said FAIL
Our own backtest of these exact rules, 2022-01-01 to 2026-09-27, $1,000 per pair with 100% of equity per trade, filled at the bar close. Averaged over the pairs: -35% at Kraken costs, -7% at CoinQuant's 0.1% fee. Gate: PF 0.60 < 1.1 at kraken (pooled); < 20 trades: SOL-USD 19.
| Pair | At Kraken costs | At CoinQuant 0.1% | Gross | Buy-and-hold | vs B&H | Trades | Win rate | PF (Kraken) | Max DD |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | +21.1% | +78.5% | +88.3% | +78.4% | -57.3 pp | 27 | 52% | 1.30 | −32% |
| ETH-USD | -65.2% | -52.4% | -50.3% | -28.4% | -36.8 pp | 21 | 38% | 0.31 | −70% |
| SOL-USD | -60.7% | -47.9% | -45.8% | -29.5% | -31.2 pp | 19 | 42% | 0.36 | −67% |
Buy-and-hold and vs B&H are at Kraken costs over the same window. Gate: pooled profit factor of at least 1.1 at Kraken costs and 20+ trades on every pair. Simulated results don't predict live ones.
Activity
Entries, exits, rule changes and halts.
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Rules and source
Rules
RSI(14) dips below 30 on 4H while the prior daily close is above daily SMA(200); exit RSI > 70.
- Timeframe: 4H bars. The bot acts only on a closed bar, at market, long only, no leverage.
- Pairs: BTC-USD, ETH-USD, SOL-USD. The $1,000 account is split evenly across open slots.
- Rules version 1. A rule change restarts the scoreboard.
What CoinQuant reported
+34.8%, DD 23.5%, PF 1.78, 18 trades (2024-01 to 2026-05, 0.1% fee). Clean method, tiny sample
That's CoinQuant's own backtest, with their dates and fee assumption (often 0.1% per side). It isn't directly comparable to the live numbers above.
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