TrendLock 40
BTC-USDT · 4H · MA240 · Min hold 4D
Live since: 2026-04-06T00:00:00+00:00 · Last updated: 2026-11-03T16:26:59.668915+00:00
Current Signal
Price
$77,698.6
MA240
$82,257.63
Hold Bars
0
Signal Time
2026-11-03T12:00:00+00:00
No position, price below MA240
Performance Summary
Return (MTM)
+28.83%
Buy & Hold
+12.43%
Max Drawdown
-12.02%
B&H Max DD
-29.25%
Sharpe (Ann.)
1.667
Win Rate
30%
Total Trades
10
Avg Hold
87.5 bars
Period
—
Strategy Rules
Entry (Buy)
Crossover confirmation: previous close ≤ previous MA240, current close > MA240.
Exit (Sell)
Close < MA240 after minimum hold of 4 days (24 bars on 4H timeframe).
Design
Asymmetric entry/exit: entry requires crossover confirmation to reduce whipsaws, exit only requires price below MA. Minimum hold period prevents premature exits during consolidation.
Research Source
Every live strategy must have a versioned research memo and a public summary page.
BTC_4H_MA趋势策略研究论文
Data Source
All data is fetched from OKX public API (no authentication required). Only confirmed/closed candles are used. Signals are generated automatically every 4 hours via GitHub Actions.