BisonQuant BTC 30/70: Trend/Reversion
Today’s Change (Jul 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily Bitcoin strategy: 70% buys dips and fades pops; 30% follows the 5/21‑day trend. It switches between a Bitcoin‑up ETF (BITU) and an inverse Bitcoin ETF (SBIT), ending up long, short, or a mix depending on the signals.
This runs two rules every day and blends them: 70% is a “buy the dip/sell the pop” rule using Bitcoin ETFs: if BITU fell yesterday, buy BITU; if it rose, buy SBIT (the ETF that moves opposite Bitcoin). 30% follows trend: if the 5‑day average price is above the 21‑day average, buy BITU; otherwise buy SBIT. Rebalanced daily.
A crypto-tactical sleeve with negative SPY beta for diversification against the S&P 500. Out-of-sample results are weak (negative returns, larger drawdowns); use as a modest hedging/diversification add-on, not a substitute for the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.65 | 0.03 | 0 | 0.01 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 53.09% | 21.25% | 0.52% | 6.55% | 1.26 | |
| 178.66% | 58.99% | 6.94% | -5.11% | 1.06 |
Initial Investment
$10,000.00
Final Value
$27,866.23Regulatory Fees
$121.26
Total Slippage
$846.23
Invest in this strategy
OOS Start Date
May 3, 2026
Trading Setting
Daily
Type
Stocks
Category
Crypto, bitcoin, trend following, mean reversion, daily rebalancing, tactical allocation, inverse etf
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BITU
ProShares Ultra Bitcoin ETF
Stocks
SBIT
ProShares UltraShort Bitcoin ETF
Stocks