Near the High, 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 within 10% of the highest high of the last 90 days and higher than 20 days ago. Long only.
Managing the trade. Close on a daily close below SMA(50).
Stop and target. Stop 3 x ATR(14) on the daily chart from the entry, never moved. No fixed target.
Exact rules
A hand-built variant of near-high-momentum (not from the sibling rule: the parent's longs alone had too few trades in-sample), with a wider zone so the long side trades more.
[EXACT RULES]
timeframe: 1D
direction: long only
long entry: close >= 0.90 * HIGHEST(90)
long entry: ROC(20) > 0
long exit: close < SMA(50)
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 | 42 | +52.9% | 4.34 | 12.9% | 33.3% |
| Judged on | 13 | +0.2% | 1.04 | 8.5% | 23.1% |
| Whole period | 55 | +53.1% | 3.38 | 12.9% | 30.9% |
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.