21/09/2025
Optimized $BTC DEMA Crossover Strategy
CorrAI (AI量化賺錢&回測平台)
https://corr.ai/ #/signup?ref=H4A9PD
邀請碼: H4A9PD
Grid Search Optimizer Demo:
https://youtu.be/YMMGi45rJ24
CorrAI試用Demo:
財商思維系列第8.2集(SUI StochRSI MACD策略)
https://youtu.be/tYxa4uG1rBg
Introduction to Technical Analyisis series:
https://youtube.com/playlist?list=PLNmY967Ker8UlMvftS27oc9HROZEZVIjE
Entry rules: 1d BTC close dema19 > dema18
Exit rules: 1d BTC close dema19 < dema21
AlphaX
https://alpha-x.ai?invitationCode=xl0G3gDg
邀請碼: xl0G3gDg
Introduction to AlphaX & Predict2Win: SUI Season: https://www.instagram.com/p/DMRmQJNvhfF
This strategy may be unstable with respect to exit DEMA period parameters, since the Sharpe Ratio drops rapidly with a slight change in parameters, and the 3rd to 5th best parameters are completely different, with 1 more executed trade compared to the best parameters:
(entry) DEMA (entry) DEMA Sharpe Ratio Trades
19 18 2.74 6
20 17 2.74 6
21 16 2.71 6
27 17 2.60 5
26 17 2.59 5
(exit) DEMA (exit) DEMA Sharpe Ratio Trades
19 21 2.74 6
18 23 2.69 5
7 26 2.34 7
8 24 2.32 7
6 27 2.32 7
Consider the entry parameters, most EMA crossover strategies only enjoy Sharpe Ratios of 1.27-1.34 (count: 759)
Consider the exit parameters, most EMA crossover strategies evne concentrate in Sharpe Ratios of 1.45-1.53 (count: 885)
CAGR: 128.80%
Win Rate: 80.00%
Profit Factor: 28.10
MDD: -9.21%
Sharpe Ratio: 2.95
Sortino Ratio: 4.10
Calmar Ratio: 13.99
mean return: 17.87%
median return: 11.72%
Ulcer Index: 0.0329
UPI: 39.18
Omega Ratio: 2.03
Expectancy: 2303.24
SQN: 2.25
Kelly criterion: 0.77
Equity Rsquared: 0.8333
賺錢大全(links to earn summary)google doc5.0: https://pse.is/6nyadt
毒撚【香港VTuber】 YouTube channel: https://www.youtube.com/
毒撚賺錢台Weebearn instagram: https://www.instagram.com/weebearn_vtuber29/
舊頻道: https://www.youtube.com/
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CORR-GPT demo:
【聯動讀撚】《TradingAgents: Multi-Agents LLM Financial Trading Framework》 feat.コリシ| 毒撚賺錢讀書會ep.9
https://www.youtube.com/live/3A4Mt6-qTxQ
Prompt: '📈 Chart Analysis Request.'
CorrGPT output:
'📊 **Chart Analysis Report**
# # # Analysis of Quantitative Trading Chart
# # # # Visualization Features and Factor Analysis
1. **Candlestick Chart with DEMA Overlays**:
- The primary chart is a candlestick representation of Bitcoin (BTC) price data, with several Double Exponential Moving Averages (DEMA) overlaid. The DEMA lines are calculated with different time periods (18, 19, 21 days).
- The DEMA lines are used to smooth out price data and identify trends. Crossovers between the price and DEMA lines, or between different DEMA lines, can indicate potential buy or sell signals.
2. **Scatter Plot and Histogram**:
- The scatter plot shows a distribution of returns, with a clear upward trend indicating a positive correlation between the variables plotted.
- The histogram of the Sharpe Ratio suggests a distribution with peaks around certain values, indicating common performance levels of the strategy.
3. **3D Metrics Plot**:
- The 3D plot visualizes Sharpe Ratio, Drawdown, and Return. The clustering of points suggests a relationship between these metrics, with higher Sharpe Ratios generally associated with higher returns and lower drawdowns.
# # # # Hypotheses and Core Feature Extraction
- **Trend Continuity**: The presence of multiple DEMA lines suggests a focus on identifying trend continuity and potential reversals. Crossovers between shorter and longer DEMA lines can signal changes in trend direction.
- **Risk-Adjusted Performance**: The Sharpe Ratio histogram indicates the strategy's risk-adjusted performance, with higher peaks suggesting more frequent occurrences of certain risk-return profiles.
- **Correlation and Optimization**: The scatter and 3D plots imply a need for optimizing the balance between risk (drawdown) and reward (return), with a focus on maximizing the Sharpe Ratio.
# # # # Trading Suggestions and Strategy Optimization
1. **Signal Identification**:
- **Buy Signal**: Consider entering a long position when the shorter-period DEMA crosses above the longer-period DEMA, indicating a potential upward trend.
- **Sell Signal**: Consider exiting or shorting when the shorter-period DEMA crosses below the longer-period DEMA, suggesting a potential downward trend.
2. **Risk Management**:
- Utilize the Sharpe Ratio distribution to set performance benchmarks. Aim for strategies that consistently achieve higher Sharpe Ratios, indicating better risk-adjusted returns.
- Monitor drawdowns closely and set stop-loss levels based on historical drawdown data to minimize potential losses.
3. **Strategy Optimization**:
- Continuously backtest the strategy using different DEMA time periods to find the optimal configuration that maximizes returns while minimizing risk.
- Use the 3D metrics plot to explore different combinations of Sharpe Ratio, Drawdown, and Return, aiming to find a strategy configuration that lies in the optimal region of the plot.
4. **Continuous Monitoring**:
- Regularly update the DEMA parameters and backtest results to adapt to changing market conditions.
- Keep an eye on the scatter plot trends to ensure the strategy remains aligned with the overall market direction.
By integrating these insights and recommendations, traders can enhance their strategy's effectiveness, ensuring it is both robust and adaptable to market dynamics.
---
📋 **Analysis Details**
- 🎯 Analysis Status: success
- 👤 User Info: Weebearn_vtuber (Tier 4)
- 📏 Chart Size: 506x855px
- 📊 Factors: 1
- 📸 Image Size: 1076KB
- ⏱️ Analysis Time: 2025/9/21 上午8:01:13
🚀 Generated by CorrAI Chart Visual Analysis Technology'
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