Buy once on the first bar and never touch it. The benchmark every other strategy on this site is measured against.
1 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -73.0% | -47.9% | -29.5% | 39.7% | 125.9% | 246.0% | 835.0% | 37% |
The numbers above are one market on one timeframe. A rule that only works there did not work — the market did.
Same rules, same parameters, different candle size on BTC/USDT.
| Timeframe | Trades | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|---|
| 4H | 19109 | 524% | 524% | +0% | no | 0 |
| 1D ← | 3188 | 530% | 530% | +0% | no | 0 |
| 1W | 456 | 524% | 524% | +0% | no | 0 |
Same rules, same parameters, different asset — daily candles.
| Market | Return | Buy & hold | vs B&H | Beat it |
|---|---|---|---|---|
| BTC/USDT ← | 530% | — | — | — |
| ETH/USDT | 276% | — | — | — |
| Gold (PAXG) | 119% | — | — | — |
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -73% | 94% | 301% | 60% | -64% | 155% | 121% | -6% | -1% |
| Max DD | 81% | 49% | 54% | 53% | 67% | 20% | 26% | 32% | 40% |
| Trades | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | e40f294501b63d50 |