Trend portfolio High risk
Crypto · Portfolio · 11 symbols · 1 day · Breakout · version 1
The capital is split into 11 equal parts, each goes to an agent on one coin. An agent buys about 70 % of its part when the price breaks the high of the last 20 days, and sells on a break of the low of the last 20 days or at the 7 % stop. When BTC closes a day below its 100-day average, all agents sell and wait in cash; when BTC is back above it, the agents whose coin is still in a trend buy again. The setup was chosen on the years 2020–2023 and checked on the years from 2024, which the choice did not use (test below). It earns in years with strong trends; in sideways and falling years it is around zero or slightly negative, and in a rising market it earns less than simply holding the coins. The BTC filter sometimes sells just before a further rise – it protects against long downturns, not against every dip. The agents have no daily limit and no drawdown cap so that they stay in the trend – the value of the portfolio may temporarily fall by a third or more. The coins are chosen by today's state, so coins that disappeared meanwhile are missing in the test.
Rules of the portfolio
- The capital is split evenly among 11 agents, each on one symbol: BTC/USDT, ETH/USDT, BNB/USDT, XRP/USDT, ADA/USDT, DOGE/USDT, LINK/USDT, LTC/USDT, TRX/USDT, XLM/USDT, ETC/USDT. Each trades by the rules below independently of the others, and they do not move money between them.
- The agent decides after every closed bar (1 day) of its symbol.
- It buys when the price closes above the high of the last 20 bars and closes when it closes below the low of the last 20 bars.
- It holds a position only while BTC is above its moving average of the last 100 bars; when BTC falls below it, an open position closes and the agent waits in cash.
- The position is sized so that the 7.0 % stop loss costs 5.0 % of the agent's capital (a position is at most 100 % of the capital).
- It has no fixed profit target – it closes on the signal or the stop loss.
The agent trades by these rules only. The smallest sum is 1,100 USDT; below it positions would be under the exchange minimum.
Result since publishing
A paper portfolio of Tradios with 10,000 USDT split among 11 agents, running on the current version since Oct 29, 2026.
The chart appears after the first closed bars.
Historical test of the portfolio
Historical test of the portfolio from Jan 1, 2024 to Oct 28, 2026. The setup was chosen on the years 2020–2023; this period was not used for the choice. Every agent has an equal share of the capital, fees and slippage are included.
By year
| Year | Template | Buy & hold |
|---|---|---|
| 2020 | +36.28 % | +232.00 % |
| 2021 | +116.08 % | +537.28 % |
| 2022 | −9.25 % | −62.56 % |
| 2023 | +31.15 % | +57.31 % |
| 2024 | +34.15 % | +138.96 % |
| 2025 | +9.96 % | −35.12 % |
| 2026 | +0.83 % | −17.40 % |
The years 2020–2023 served to choose the setup, so their result is optimistic.
Single symbols in the checking period
| Symbol | Template | Max drawdown | Buy & hold |
|---|---|---|---|
| ADA/USDT | +38.61 % | 46.6 % | −66.93 % |
| BNB/USDT | +22.41 % | 26.7 % | +142.38 % |
| BTC/USDT | +33.38 % | 25.3 % | +84.12 % |
| DOGE/USDT | +221.10 % | 36.5 % | −13.28 % |
| ETC/USDT | −17.01 % | 22.6 % | −66.27 % |
| ETH/USDT | +34.73 % | 24.3 % | +0.32 % |
| LINK/USDT | +4.51 % | 40.0 % | −23.98 % |
| LTC/USDT | +78.36 % | 31.8 % | −20.70 % |
| TRX/USDT | +42.61 % | 41.4 % | +206.16 % |
| XLM/USDT | +245.49 % | 38.0 % | +30.61 % |
| XRP/USDT | +236.54 % | 30.4 % | +110.68 % |
Each symbol alone is much riskier: the results differ and nobody knows in advance which one works. The template rests on the whole portfolio.
The test is a simulation with fees and slippage. Buy & hold keeps all the capital in the market all the time, the agent only a part and only sometimes.
Versions
- v1 Oct 29, 2026 – Channel breakout 20 / 20 / 0 / 100 · Research round 7: the whole portfolio in cash while BTC is below its 100-day average