Crypto · Paper books

Setup-to-trend rotation

A pre-registered rule buys liquid coins that lead the market, keep an intact uptrend and have contracted into the top of a real base, then holds them until the thesis breaks. Its champion runs beside challengers that each change one rule, and beside passive benchmarks, each with $100K of paper money.

Running

Running since 2026-09-29 with $100K of paper money per book.

Pre-registered as ROTATION rot-v1. From the test's own records with a 5-minute delay, as of 2026-11-11 15:34 UTC. Paper only, not investment advice.

Can buying coins that coil quietly while leading the market, and holding them until the thesis breaks, beat holding BTC or a basket?

Champion since start
-5.14%
BTC held
-11.79%
Equal-weight basket
-28.21%
Champion trades
3 closed, 0 open
Where it stands

The test, stage by stage

  1. RegisteredDoneSep 29, 2026Champion, challengers and benchmarks fixed before the first run.
  2. Historical testDoneNov 9, 2026Re-run weekly: no edge against holding.
  3. Forward recordNowSep 29, 202644 marked days; 3 closed champion trades.
  4. First readAheadDec 28, 2026Earliest promotion read: 90 days and 15 closed trades.
  5. DecisionAheadA challenger replaces the champion only with an interval above zero.
Results so far

The running record

$70,000$80,000$90,000$100,000$110,0002026-09-292026-11-11$70,000$80,000$90,000$100,000$110,0002026-09-292026-11-11
ChampionBTC heldEqual-weight basket

The 14 challengers range from -14.08% to -1.15% over the same days.

How it works

The rules, as registered

1

Each day, using completed daily bars only: BTC above its 200-day average, the coin above a rising 50-day EMA, top-ranked 60-day strength against BTC, contracted volatility, near the top of its base without being stretched.

2

The best-ranked setups fill free slots with equal weight.

3

Exit only on a broken thesis: a close below the base low, below a 3×ATR trailing stop or below the 50-day EMA, or a 25% catastrophic loss. Nothing is sold on elapsed time or at a fixed profit.

4

Challengers change one rule each (exits, slots, news, social sentiment, smart-money flow, idle cash, stablecoin supply). Benchmarks hold BTC, ETH, an equal-weight basket, or BTC only above its 200-day average.

Historical screen

The weekly study, latest run

WindowChampionBTC heldBTC above its 200-day averageEqual-weight basket
Design years 2021 to 2023+24.20% (51 trades, drop -43.2%)+31.50%+32.60%+10.40%
Held-out years 2024 to 2026+3.70% (85 trades, drop -38.2%)+70.60%+57.60%-43.00%

As of Nov 9, 2026. Historical bars cover coins that still exist today, which flatters every long-only line; compare the champion with the basket of the same coins.

Limits

What this test cannot tell you

  • The historical study found no edge against holding: in its held-out years the champion trailed BTC by a wide margin.
  • Historical bars cover coins that still exist today, which flatters long-only returns.
  • A challenger only differs once its one rule changes a decision, so most move with the champion for now.
  • No promotion before 90 days and 15 closed trades, and only with an interval above zero.
  • Paper only: no orders, no real money, and not investment advice.
Related tests

More Wave research tests

All strategies →

Wave decision policy

BTC and ETH, each held only above its 200-day average.

WAVE-POLICY-1

Self-learning research book

Learns which research engines to trust, against a frozen twin.

LEARN-1

Risk-balanced sizing

Same picks as the frozen twin, sized by risk instead of dollars.

RISK-ALLOC-1

Exit challengers

Two exits registered in advance, tested against the control exit.

TREND-EXIT-1

AI exit warnings: Jev

Does Jev spot a weakening trend earlier than a simple rule?

JEV-WEAKEN-1

AI exit warnings: Claude

The same frozen question, asked of Claude every day.

CLAUDE-WEAKEN-1