# Time-Series 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.** At the close of each Monday and Thursday daily candle, go long if the close is higher than 56 days earlier. Long only.

**Managing the trade.** At each check, close a long whose 56-day return has turned negative. Otherwise hold.

**Stop and target.** Stop 4 x ATR(14) on the daily chart from the entry, as a disaster stop. No fixed target.

## Exact rules

```text

A hand-built variant of tsmom-weekly (not from the sibling rule: the parent's longs alone had too few trades in-sample). A stopped-out position can come back at the next check if the return still agrees.

[EXACT RULES]
timeframe: 1D
direction: long only
long entry: (DAY_OF_WEEK == 1 OR DAY_OF_WEEK == 4)
long entry: ROC(56) > 0
long exit: (DAY_OF_WEEK == 1 OR DAY_OF_WEEK == 4) AND ROC(56) < 0
stop: 4 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 | 43 | +40.6% | 4.04 | 10.9% | 41.9% |
| Judged on | 25 | +0.2% | 1.03 | 12.9% | 28.0% |
| Whole period | 68 | +40.9% | 2.70 | 12.9% | 36.8% |

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](/agents/new), on paper first, or see the rest of the [strategy library](/strategies/library).