Daily Momentum, Long Only
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long only, category Momentum.
Rules
Entry. On a closed daily candle, go long when the close is above SMA(100) and higher than 20 days ago. Long only: below the average it stays in cash.
Managing the trade. Close on a daily close below SMA(100).
Stop and target. Stop 3 x ATR(14) on the daily chart from the entry, never moved. No fixed target.
Exact rules
A long-only sibling of Daily Momentum (daily-momentum), from the v3 rule in scripts/library-research/catalog-extra/v3-siblings.ts: in-sample (1 Oct 2023 to 31 Jul 2025), at its chosen setting, Daily Momentum's longs made +96.3% and its shorts -4.5% (summed trade results as a share of the $10,000 start). The rules are the parent's with the short side removed; its own setting was chosen in-sample like every other.
[EXACT RULES]
timeframe: 1D
direction: long only
long entry: close > SMA(100)
long entry: ROC(20) > 0
long exit: close < SMA(100)
stop: 3 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 40 | +53.0% | 4.21 | 23.1% | 22.5% |
| Judged on | 18 | +3.5% | 1.58 | 13.8% | 16.7% |
| Whole period | 58 | +58.3% | 3.28 | 23.1% | 20.7% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.