TrendLock 40
BTC-USDT · 4H · MA240 · Min hold 4D
Live since: 2026-04-06T00:00:00+00:00 · Last updated: 2026-09-02T13:05:01.477961+00:00
Current Signal
Price
$76,826.2
MA240
$68,679.43
Hold Bars
95
Signal Time
2026-09-02T08:00:00+00:00
Holding, price above MA240
Performance Summary
Return (MTM)
+25.61%
Buy & Hold
+11.17%
Max Drawdown
-12.02%
B&H Max DD
-29.25%
Sharpe (Ann.)
2.106
Win Rate
33.33%
Total Trades
6
Avg Hold
80 bars
Period
—
* MTM return includes unrealized P&L from the current open position.
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.