TrendLock 40 Plus
BTC-USDT · 4H · MA240 · Exit Confirm 2 · Min hold 2D
Live since: 2026-04-06T00:00:00+00:00 · Last updated: 2026-11-03T16:27:00.708023+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)
+30.56%
Buy & Hold
+12.43%
Max Drawdown
-11.55%
B&H Max DD
-29.25%
Sharpe (Ann.)
1.769
Win Rate
37.5%
Total Trades
8
Avg Hold
103.6 bars
Period
—
Strategy Rules
Entry (Buy)
Crossover confirmation: previous close ≤ previous MA240, current close > MA240.
Entry Filter (Slope Gate, since 2026-07)
At the golden-cross bar, compute MA240 slope over the prior 30 bars (5 days): slope = MA240(now) / MA240(30 bars ago) − 1. If slope < −2%, skip this entry and wait for the next cross. Checked once per cross, no delayed re-entry. Insufficient MA history passes through. Only gates new long entries; exits and open positions are untouched.
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. The slope gate blocks golden crosses that fire while MA240 is still falling steeply — historically the tail of bear-market rebounds — while the deliberately loose −2% threshold preserves V-shaped cycle-bottom reversals where the MA is still declining but price has already turned.
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.