A rules-based system that holds Bitcoin only when it's trending and sits in cash otherwise. Over the last 8.6 years it beat buy-and-hold by nearly 6× — with roughly a third of the drawdown.
Not built to catch tops or bottoms. Built to compound while taking less risk than holding.
$100,000 invested in Bitcoin on January 1 2018. One investor held it. The other followed every signal of the engine. After 8.6 years, this is where they stand.
The engine sits in cash more than half the time. It misses the first leg of every rally. It gives back gains at every turn. And after 8.6 years it still ends up nearly six times further ahead than buying and holding, with roughly a third of the maximum drawdown. Designed for family offices and patient capital that want a high Sharpe ratio and an honest risk-reward profile, not a thrill ride.
Most trades lose. That is the design, not a flaw. The engine compounds because the average winning trade runs roughly 6.3 times bigger than the average loser, so a single big winner more than pays for a long string of small, quickly-cut losses.
The Bitcoin Trend Engine doesn't fire on a single indicator. Five gates must align before any long fires: price has to close above its long-term Trend Line, and four proprietary BTE Scores (Trend, Momentum, Volatility and Volume) must each confirm conditions are favourable. The four sub-scores blend into a 0 to 100 composite, the BTE Score, which has to clear a high-conviction threshold before the entry triggers. If any one gate disagrees, the engine stays in cash.
Entry takes all five gates aligned. Exit doesn't. The engine has its own exit rules that fire faster than the entry rules, so winners have room to run while losers get cut early. That deliberate asymmetry between cautious entries and disciplined exits is what produces the 6.34× win/loss ratio: losing trades average -7.6% before they're closed, while winning trades average +48.0% before they signal an exit.
All three run the same engine. They differ only in what they hold when a signal fires. BTC Only is the flagship because it is the purest expression of the engine: 100% Bitcoin when the signal is on, cash otherwise. Rotation posts a higher headline return by adding a Gold leg, and Conservative trades a little return for the smoothest ride and the lowest drawdown. Same logic underneath, three risk appetites.
Window: January 2018 to August 2026 (8.6 years). Net of trading costs. Cash yield 4 percent per annum when out of market.
| BITCOIN TREND ENGINE | BUY AND HOLD | ||||
|---|---|---|---|---|---|
| Metric | BTC Only · Flagship | Conservative | Rotation | BTC | Gold |
| $100,000 grew to† | ~$3,240,000 | $846,671 | $5,324,674 | $569,146 | $338,282 |
| CAGR | +49.6% | +28.0% | +58.4% | +22.3% | +15.1% |
| Max drawdown | -29.9% | -12.0% | -33.1% | -81.5% | -26.4% |
| Sharpe ratio iSharpe ratio measures return per unit of total volatility. Above 1.0 is considered good. Above 2.0 is excellent. Higher means better risk-adjusted returns. | 1.28 | 1.53 | 1.39 | 0.64 | 0.92 |
| Trades / year | 3.6 | 6.9 | 6.9 | n/a | n/a |
| Time in market | 39% | 68% | 68% | 100% | 100% |
| BITCOIN TREND ENGINE | BUY AND HOLD | ||||
|---|---|---|---|---|---|
| Year | BTC Only | Conservative | Rotation | BTC | Gold |
| 2018 | -14.1% | -1.9% | -10.3% | -72.6% | -3.1% |
| 2019 | +138.1% | +60.4% | +141.6% | +92.2% | +17.9% |
| 2020 | +172.8% | +64.0% | +188.9% | +303.2% | +24.8% |
| 2021 | +89.2% | +31.6% | +77.9% | +59.7% | -4.1% |
| 2022 | -16.7% | -2.6% | -14.6% | -64.3% | -0.8% |
| 2023 | +121.3% | +45.1% | +121.8% | +155.4% | +12.7% |
| 2024 | +65.5% | +34.8% | +82.8% | +121.1% | +26.7% |
| 2025 | -8.3% | +19.3% | +18.9% | -6.3% | +63.7% |
| 2026 YTD | +9.9% | +9.7% | +16.2% | -11.2% | +6.8% |
| CAGR | +49.6% | +28.0% | +58.4% | +22.3% | +15.1% |
| Max Drawdown | -29.9% | -12.0% | -33.1% | -81.5% | -26.4% |
The engine produces two signals, one for Bitcoin and one for Gold. Each is either in a trade or out of the market. This is where they sit today.
Early access to live signals, the full track record, and the engine itself when it opens to outside capital.
Questions about the engine, the track record, or working together? Send a note and we'll reply.