Top-Decile Momentum Burst
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long and short, category Momentum.
Rules
Entry. On a closed daily candle, go long when the 10-day return ranks at or above the 90th percentile of the last 250 days and the close is above SMA(50). Go short when it ranks at or below the 10th percentile with the close below SMA(50).
Managing the trade. Close after 5 days.
Stop and target. Stop 2.5 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
timeframe: 1D
long entry: PERCENT_RANK(ROC(10), 250) >= 90
long entry: close > SMA(50)
short entry: PERCENT_RANK(ROC(10), 250) <= 10
short entry: close < SMA(50)
stop: 2.5 ATR(14)
take profit: none
max bars: 5
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 | 193 | +27.9% | 1.64 | 8.6% | 50.3% |
| Judged on | 98 | +2.7% | 1.12 | 6.7% | 42.9% |
| Whole period | 291 | +31.3% | 1.44 | 8.6% | 47.8% |
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.