BTC Trend Filter System · Daily Timeframe · Pine Script

Stop riding every crash.
Trade with the trend.

A rules-based BTC strategy using a 7-indicator voting system. Stress-tested across 2020–present — through bull runs, crashes, and bear markets. Not a black box.

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4,082%
Total Return
Jan 2020 – Present
1.61
Sharpe Ratio
vs 0.45 for BTC buy-and-hold
39.3%
Max Drawdown
vs 76.7% buy-and-hold
78.3%
CAGR
vs 40.4% buy-and-hold

The evidence

Every number in this report is derived from a full backtest across Jan 2020 to present — covering the COVID crash, the 2021 bull run, the 2022 bear market, and the 2024 ATH cycle. The full robustness report is included with your subscription.

Strategy equity curve
Equity curve — strategy vs BTC buy-and-hold. Orange = in BTC, green = cash.
Drawdown comparison
Drawdown comparison — strategy drawdown vs BTC buy-and-hold drawdown.
Exchange robustness
Multi-exchange validation — same parameters, 4 independent data feeds.

What the robustness report includes

  • ✓   Multi-exchange validation (BTC Index, Binance, Kraken, Coinbase)
  • ✓   Parameter sensitivity (vote threshold + commission)
  • ✓   Year-by-year market regime breakdown
  • ✓   Full risk metrics: Sharpe, Sortino, Omega, Calmar
  • ✓   Plain-English methodology disclosure

How the system works

Seven independent indicators each cast a daily vote. If 4 or more agree — the system holds BTC. If they don't — it steps aside into cash. No emotion, no guessing.

01

Seven indicators vote daily

Trend, oscillator, momentum, and rank-based algorithms each analyse the same price data from a different mathematical perspective.

02

Majority rules

4 out of 7 votes required to hold BTC. Not 1, not 2 — a genuine consensus. Noisy signals get outvoted before they cost you.

03

Daily close signal

Signal fires at daily close. No intraday noise, no constant checking. One clear instruction: hold BTC or hold cash.


The 7 indicators

Exact parameters are proprietary and provided to subscribers. The logic of each is fully disclosed in the robustness report.

# Category Logic
T1TrendAdaptive noise filtering to determine directional bias
T2TrendMoving deviation bands — detects market regime shifts
O1OscillatorDirectional strength probability — filters weak signals
O2OscillatorPrice position vs moving average ladder — momentum gauge
M1MomentumCompression breakout detection — energy building before moves
M2MomentumZ-scored momentum blend — suppresses choppy/sideways noise
FL1RankNon-parametric price rank over lookback window

Full-period performance

Jan 2020 – Present. All metrics on daily close prices. Commission sensitivity tested separately in the robustness report.

Metric Strategy BTC Buy & Hold Edge
Total Return4,082.5%792.5%+3,290%
Annualised Return (CAGR)78.3%40.4%+37.9%
Sharpe Ratio1.610.45+1.16
Sortino Ratio2.370.56+1.81
Omega Ratio1.341.09+0.25
Calmar Ratio1.990.53+1.46
Maximum Drawdown39.31%76.66%−37.35%
Win Rate (daily)27.9%50.8%
% Time Holding BTC52.7%100%

Tested across 4 exchanges

Same parameters, four independent BTC price feeds. Results within a tight band across all four. The signal is in the market — not in a single data source.

BTC Index
1.61
Sharpe (Reference)
Binance
1.51
Sharpe (−6.2%)
Kraken
1.56
Sharpe (−3.1%)
Coinbase
1.54
Sharpe (−4.1%)

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One plan. One price.

Everything you need to run the strategy. Cancel any time — no lock-in.

£30
per month
Cancel any time. No contracts.

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Frequently asked questions

Is this live trading or backtested?

The performance figures in this report are backtested on historical data (Jan 2020–Present). Past performance is not a guarantee of future results. The full robustness report is transparent about assumptions, commissions, and limitations.

Do I need coding experience?

No. The Pine Script is ready to use on TradingView — just add it to your chart. No coding required. The indicator shows a simple signal: hold BTC or hold cash.

How do I get access after paying?

Once your payment is confirmed, I'll add your TradingView username to the invite-only script within minutes. You'll receive an email confirmation when it's done.

What timeframe does it run on?

Daily (1D) timeframe only. Signals fire at the daily close. This is not a scalping or intraday system — it's designed for systematic trend-following with a medium-to-long holding period.

Can I cancel my subscription?

Yes, cancel any time from your Stripe customer portal — no questions asked, no lock-in period. Access is removed at the end of your billing period.

Why a voting system instead of one indicator?

Single indicators generate false signals in noisy markets. A democratic system of 7 independent indicators means any one noisy signal gets outvoted. The result is fewer whipsaws and more reliable trend confirmation.

Risk Warning: All performance figures presented on this page are backtested results based on historical data. Past performance is not indicative of future results. Backtested performance may differ materially from live trading results due to factors including but not limited to market impact, slippage, liquidity, and parameter drift. This content is provided for informational and educational purposes only and does not constitute financial advice or a recommendation to buy or sell any asset. Cryptocurrency markets are highly volatile and speculative. You may lose some or all of your invested capital. Only risk capital you can afford to lose entirely. RC-Tools is not a regulated financial advisor or broker. Contact: support@rc-tools.com