Near the High
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 1D candles, long and short, category Momentum.
Rules
Entry. On a closed daily candle, go long when the close is within 10% of the highest high of the last 180 days and higher than 20 days ago. Go short when the close is within 10% of the lowest low of the last 180 days and lower than 20 days ago.
Managing the trade. Close a long on a daily close below SMA(50); close a short on a close above it.
Stop and target. Stop 3 x ATR(14) on the daily chart, never moved. No fixed target.
Exact rules
timeframe: 1D
long entry: close >= 0.90 * HIGHEST(180)
long entry: ROC(20) > 0
short entry: close <= 1.10 * LOWEST(180)
short entry: ROC(20) < 0
long exit: close < SMA(50)
short 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 | 39 | +37.5% | 3.68 | 13.1% | 35.9% |
| Judged on | 26 | +5.7% | 2.11 | 7.6% | 42.3% |
| Whole period | 65 | +44.9% | 3.17 | 13.1% | 38.5% |
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.