Documentation
README
Strategy: Momentum ยท Breakout
When to use
A user asks for "breakout", "momentum", "trend following", "buy new highs", "Donchian breakout", "range expansion". Single or multi-pair, hour-scale, with a trailing stop.
Honest framing
The reference backtest was unprofitable (36% WR, โ0.95% PnL) on BTC/USDC:USDC 1h Jan-May 2026 โ but BTC fell โ13% in that window. Long-only breakouts in a downtrend are structurally a losing setup. The strategy is correct; the regime was wrong.
Two practical paths to make this work:
- Add a regime filter (e.g. only enter when
close > ema_200on the higher timeframe). - Run on a wider, multi-pair scan so trending alts contribute even when BTC is weak.
Backtest reference
This is the opening of the README. Read the full README on GitHub.