# 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

```text

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