TrendLock 40 Plus
BTC-USDT · 4H · MA240 · Exit Confirm 2 · Min hold 2D
Live since: 2026-04-06T00:00:00+00:00 · Last updated: 2026-06-30T11:34:36.549583+00:00
Current Signal
Price
$59,328.7
MA240
$66,519.75
Hold Bars
0
Signal Time
2026-06-30T08:00:00+00:00
No position, price below MA240
Performance Summary
Return (MTM)
+8.05%
Buy & Hold
-14.15%
Max Drawdown
-9.34%
B&H Max DD
-28.11%
Sharpe (Ann.)
1.419
Win Rate
50%
Total Trades
2
Avg Hold
133 bars
Period
—
Strategy Rules
Entry (Buy)
Crossover confirmation: previous close ≤ previous MA240, current close > MA240.
Exit (Sell)
After minimum hold of 2 days (12 bars), require 2 consecutive bars with close < MA240.
Design
Exit confirmation filters false breakdowns near the MA without delaying real exits. Combined with a shorter min hold (2D vs 4D), the strategy responds faster while maintaining whipsaw protection throughout the entire position lifetime.
Research Source
Every live strategy must have a versioned research memo and a public summary page.
TrendLock 40 Plus 出场确认优化研究
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.