Time-Series Momentum, Weekly Check
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 1D candles, long and short, category Momentum.
Rules
Entry. At the close of each Monday's daily candle (00:00 UTC Tuesday), go long if the close is higher than 56 days earlier; go short if it is lower.
Managing the trade. At each Monday close, close a long whose 56-day return has turned negative, and a short whose return has turned positive. 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
A stopped-out position can come back at the next Monday check if the return still agrees.
[EXACT RULES]
timeframe: 1D
long entry: DAY_OF_WEEK == 1
long entry: ROC(56) > 0
short entry: DAY_OF_WEEK == 1
short entry: ROC(56) < 0
long exit: DAY_OF_WEEK == 1 AND ROC(56) < 0
short exit: DAY_OF_WEEK == 1 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 | 45 | +32.0% | 2.78 | 10.4% | 37.8% |
| Judged on | 29 | +5.5% | 1.70 | 5.4% | 55.2% |
| Whole period | 74 | +39.3% | 2.38 | 10.4% | 44.6% |
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.