New Multi-Month High
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long and short, category Trend Following.
Rules
Entry. On a closed daily candle, go long when the close is above the highest high of the previous 90 days; go short when it is below the lowest low of the previous 90 days.
Managing the trade. A trailing stop follows the trade from the start, 4 x ATR(14) behind the best price reached.
Stop and target. Stop 3 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
timeframe: 1D
long entry: close > PRIOR_HIGH(90)
short entry: close < PRIOR_LOW(90)
trailing stop: 4 ATR(14)
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 | 27 | +28.4% | 3.69 | 10.4% | 55.6% |
| Judged on | 21 | +2.0% | 1.42 | 5.4% | 57.1% |
| Whole period | 48 | +30.9% | 2.86 | 10.4% | 56.3% |
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.