Honest About Our Performance

Over five years, our MACD+ADX strategy beat buy-and-hold for BTC by +46.32%. That's the headline. Here's what it doesn't tell you: in a typical quarter, you'd have slightly underperformed — by about 1.89%. Most quarters are small losses. A few quarters are big wins. The total comes out ahead because crash-avoidance quarters generate outsized alpha that more than covers the drag.

That's the first thing you should know about us. Most apps would show you the +46% and stop there. We show you the quarterly breakdown too.

The Full Scorecard

Here's how each asset performed with our best strategy configuration. Assets with 5 years of data (20-22 quarters) are shown first; provisional assets with shorter histories are noted separately.

Provisional (limited data):

Five assets with positive mean quarterly alpha. Six negative. Two provisionals that look promising but rest on thin data. That's the honest picture.

Where It Actually Works: ADA

ADA is different from everything else we track. +11.27% mean quarterly alpha over five years, beating buy-and-hold in 13 out of 20 quarters. Sharpe ratio of 0.74. And it's not one lucky strategy — every single ADX parameterization we tested on ADA produced positive alpha. Plain MACD, ADX>15, ADX>20, ADX>25, ADX>30. All five positive. That doesn't happen for any other asset.

Why? ADA's big moves follow trend structure. They accelerate, plateau, reverse. MACD can detect that pattern. When ADA crashes — and it crashes hard, -60.5% in Q2 2022, -60.9% in Q4 2025 — the MACD exit signal gets you out before the worst of it. And when it rallies, the ADX filter helps you re-enter during real trends, not false starts.

ADA's best quarter: +104.56% alpha in Q4 2024. Its worst: -37.25% in Q1 2025. We show you both because you need both to judge fairly.

LINK: The Discipline Play

LINK came in at +0.70% mean quarterly alpha. Essentially breaking even with buy-and-hold — while being in the market only 53% of the time.

That's not an alpha story. It's a discipline story. You'd spend half your time in cash, make about the same return as holding, but with dramatically less overnight exposure and a systematic rule for exits instead of gut feelings. During Q2 2022, that discipline was worth +34.09% alpha as LINK crashed 63.8%.

Worst quarter: -63.93% in Q4 2023, when LINK rallied 85.6% and the strategy was on the wrong side. Real tail risk. We don't hide it.

BTC and ETH: The Quarterly Drag Is Real

BTC at -1.89% and ETH at -0.54% mean quarterly alpha — both negative on a per-quarter basis. Most quarters, following the signals costs you a little compared to just holding. So why does the total come out positive?

Because crash quarters are asymmetric.

Q2 2022: BTC dropped 56.8%. Our signal fired. Users who followed it avoided the worst of the crash: +34.77% alpha in a single quarter. ETH dropped 69.0% — signal alpha was +29.25%. One quarter like that covers years of small quarterly drag.

The system beat buy-and-hold in 50% of quarters for BTC and 55% for ETH. That's roughly a coin flip on any given quarter. But the winning quarters — especially the crash-avoidance quarters — are much larger than the losing ones. That's how you get -1.89% per quarter but +46.32% over five years.

The emotional reality matters though. If you can hold through a 57% drawdown without panic-selling at the bottom, the quarterly drag might frustrate you. But most people can't hold through that. Having a systematic exit rule that more than pays for itself over time — that's worth something.

Q4 2023: When Everything Failed Together

We always disclose this. Q4 2023 was a broad crypto bull quarter. Every asset we track rallied hard. Every strategy we run was poorly positioned.

All strategies underperformed simultaneously. Diversifying across assets didn't help because the failure was systematic — MACD timing was off at the start of a broad rally. When the whole market moves at once, signal-based systems can all be on the wrong side at the same time.

This is a real risk. We can't engineer it away. We can tell you about it.

What We Know and What We Don't

We know this strategy has generated positive alpha for ADA across five years of backtesting. The data is clear and consistent.

We know it detects bearish momentum shifts for BTC and ETH — the smoke detector works when it matters most.

We know it can fail across all assets at the same time during strong bull quarters.

What we don't know: whether these patterns will hold for the next five years. Five years of data is substantial, but crypto markets are young. Regulatory changes, new technologies, shifts in market structure — any of these could change how our signals perform.

We're not going to pretend we have a crystal ball. We have five years of backtested data, all 20 quarters visible, including the ugly ones. Here's the data — judge for yourself.

Over five years, we beat buy-and-hold for BTC — but most individual quarters slightly underperform. The gains come from crash avoidance. For ADA, the signals show consistent positive alpha. For all assets, we show you every quarter — not just the good ones.

This is educational content, not financial advice. Past performance does not guarantee future results.