BTC Regime Strategy

A long-or-flat Bitcoin strategy. Every day it sets its Bitcoin exposure between 0% and 100% according to the market regime it identifies; the rest of the portfolio is held in cash. Its aim is to capture Bitcoin's upside while limiting its drawdowns.

Performance is shown net of 5 bp execution costs. From January 2022 to May 2026 it is a backtest (yellow line); since June 1st 2026 it follows the live signal as published (blue line). The chart is updated weekly, through the previous Friday.