[Mine-Q] Volatility squeeze breakout
publicmade in Claude Code
@djgambhirBTCUSDT · Binance USD-M perpetual · 4h · 2021-12-31 → 2026-08-31 · 10,228 bars in 7.8ms
Underperformed the market. Holding BTCUSDT returned +63.72% over the same period, against this strategy’s -12.45%.
The rules
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BTCUSDT with every trade
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Month by month
19 of 57 months up · best +3.8% Jun 2026 · worst −2.9% Mar 2022 · 7 losing months in a row at worst
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | · | · | · | · | · | · | · | · | · | · | · | 0.0% | 0.0% |
| 2022 | −0.1% | −0.6% | −2.9% | −0.9% | −0.6% | +1.0% | +1.4% | −1.4% | −1.9% | +0.1% | −0.2% | −0.9% | −7.0% |
| 2023 | −0.5% | +1.4% | −0.5% | −0.9% | −1.8% | −0.0% | −1.2% | −0.8% | −0.1% | +0.3% | +0.2% | −0.1% | −4.0% |
| 2024 | +0.3% | +3.5% | 0.0% | −1.2% | −1.1% | +0.3% | −0.4% | −0.1% | +0.4% | +0.1% | 0.0% | −1.4% | +0.6% |
| 2025 | −0.6% | −0.9% | −2.0% | +1.5% | +0.2% | −1.8% | −0.9% | +1.3% | +0.5% | −0.2% | +2.3% | −2.6% | −3.2% |
| 2026 | +0.2% | −1.9% | −0.6% | −1.7% | −0.1% | +3.8% | −1.2% | +2.2% | · | · | · | · | +0.7% |
Training · validation · out-of-sample
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Risk-adjusted
- Sharpe
- -0.60
- Sortino
- -0.86
- Calmar
- -0.14
- Return ÷ max drawdown
- -0.64
- CAGR
- -2.81%
- Exposure
- 17.4%
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.
Costs and mechanics
- Fees paid
- −$280.63
- Funding
- $0.52
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 119
- Benchmark(buy and hold)
- +63.72%
Monte Carlo
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All 124 trades
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How this was run
Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.
Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.