PROTECTED SOURCE SCRIPT
AG | BTC Momentum-48 | H1 | v2
AG | BTC Momentum-48 | H1
A selective momentum-threshold-crossing strategy for BTCUSD H1. Highly filtered to capture only the cleanest momentum bursts in confirmed regimes. Bidirectional, validated on 11+ years of Coinbase data (2015-2026).
CORE LOGIC
The strategy measures 48-bar return (close vs close 48 bars ago) and triggers when this measure crosses thresholds.
Long Entry:
1. 48-bar return crosses above +3.5% (momentum threshold breach)
2. Close above D1 EMA-200 (daily uptrend confirmed)
3. Price at least 4x D1 ATR above D1 EMA-200 (strong extension)
4. H4 RSI is at or above 56 (momentum aligned on H4)
5. H4 Bollinger Band width is at or below 0.083 (tight volatility compression)
Short Entry (mirrored):
1. 48-bar return crosses below -3.5%
2. Close below D1 EMA-200
3. Price at least 4x D1 ATR below D1 EMA-200
4. H4 RSI is at or below 41
5. H4 BB width is at or below 0.07
This is the most selective of the four AsliGold BTC strategies. The combination of momentum threshold, deep trend confirmation, distance, RSI, and volatility compression yields only 269 trades over 11+ years, roughly 25 per year. Quality over quantity is the explicit design choice.
EXIT MODEL
Stop Loss: 1.0x H1 ATR
Take Profit: 10.0x H1 ATR (10:1 reward:risk)
Time Stop: 120 bars (5 days)
Pessimistic exit precedence
VALIDATED PERFORMANCE (TV backtest, BTCUSD H1, 2015-01 to 2026-05)
Profit Factor: 1.517
Net Profit: +330% on $10K initial capital
Max Drawdown: 32.84%
Trades: 269
Win Rate: 21.93%
CAGR: 13.61%
Sortino Ratio: 0.440
9 of 9 historical regimes positive
DESIGN PHILOSOPHY
Momentum is one of the most-studied factors in academic finance and one of the most over-fitted in retail trading. The signal here uses a simple threshold-crossing definition (no acceleration, no rate-of-change derivatives, no neural networks) but applies it only when multiple independent confirmations agree.
The 4x D1 ATR distance filter is the most important component. It prevents the strategy from chasing late-stage moves that have already exhausted their fuel. Combined with H4 BB compression (a "coiled spring" volatility setup) and H4 RSI alignment, the strategy enters momentum bursts that have structural room to extend.
The asymmetric BB width thresholds (0.083 long vs 0.07 short) reflect the empirical reality that BTCUSD short setups need tighter compression to work, since shorts fight the structural long bias of the asset.
HONEST DISCLOSURES
This strategy trades infrequently. Some months may see zero signals. Subscribers should not expect daily action. The edge is in patience and selectivity.
Win rate is 22% with 10:1 R:R. The strategy will go through extended quiet periods followed by clusters of activity around major regime changes. The 2017 mania, 2020 recovery, and 2024 ETF bull all produced profitable signal clusters.
The 32.84% drawdown is the highest among the four AsliGold BTC strategies in percent terms, but the strategy generates fewer trades, so the absolute dollar drawdown is moderate. Position sizing should account for the wide R:R asymmetry.
USAGE
Apply to BTCUSD H1. Default parameters are the validated configuration. Both directions can be toggled independently. The very low trade frequency makes this strategy suitable as a complement to higher-frequency systems rather than a standalone.
Part of the 4-strategy AsliGold BTC H1 portfolio. Provides momentum-regime exposure to balance the trend (Donchian), volatility (ATR Expansion), and mean-reversion (RSI MR) systems.
Built and validated by AsliGold. Educational use only. Past performance does not guarantee future results.
A selective momentum-threshold-crossing strategy for BTCUSD H1. Highly filtered to capture only the cleanest momentum bursts in confirmed regimes. Bidirectional, validated on 11+ years of Coinbase data (2015-2026).
CORE LOGIC
The strategy measures 48-bar return (close vs close 48 bars ago) and triggers when this measure crosses thresholds.
Long Entry:
1. 48-bar return crosses above +3.5% (momentum threshold breach)
2. Close above D1 EMA-200 (daily uptrend confirmed)
3. Price at least 4x D1 ATR above D1 EMA-200 (strong extension)
4. H4 RSI is at or above 56 (momentum aligned on H4)
5. H4 Bollinger Band width is at or below 0.083 (tight volatility compression)
Short Entry (mirrored):
1. 48-bar return crosses below -3.5%
2. Close below D1 EMA-200
3. Price at least 4x D1 ATR below D1 EMA-200
4. H4 RSI is at or below 41
5. H4 BB width is at or below 0.07
This is the most selective of the four AsliGold BTC strategies. The combination of momentum threshold, deep trend confirmation, distance, RSI, and volatility compression yields only 269 trades over 11+ years, roughly 25 per year. Quality over quantity is the explicit design choice.
EXIT MODEL
Stop Loss: 1.0x H1 ATR
Take Profit: 10.0x H1 ATR (10:1 reward:risk)
Time Stop: 120 bars (5 days)
Pessimistic exit precedence
VALIDATED PERFORMANCE (TV backtest, BTCUSD H1, 2015-01 to 2026-05)
Profit Factor: 1.517
Net Profit: +330% on $10K initial capital
Max Drawdown: 32.84%
Trades: 269
Win Rate: 21.93%
CAGR: 13.61%
Sortino Ratio: 0.440
9 of 9 historical regimes positive
DESIGN PHILOSOPHY
Momentum is one of the most-studied factors in academic finance and one of the most over-fitted in retail trading. The signal here uses a simple threshold-crossing definition (no acceleration, no rate-of-change derivatives, no neural networks) but applies it only when multiple independent confirmations agree.
The 4x D1 ATR distance filter is the most important component. It prevents the strategy from chasing late-stage moves that have already exhausted their fuel. Combined with H4 BB compression (a "coiled spring" volatility setup) and H4 RSI alignment, the strategy enters momentum bursts that have structural room to extend.
The asymmetric BB width thresholds (0.083 long vs 0.07 short) reflect the empirical reality that BTCUSD short setups need tighter compression to work, since shorts fight the structural long bias of the asset.
HONEST DISCLOSURES
This strategy trades infrequently. Some months may see zero signals. Subscribers should not expect daily action. The edge is in patience and selectivity.
Win rate is 22% with 10:1 R:R. The strategy will go through extended quiet periods followed by clusters of activity around major regime changes. The 2017 mania, 2020 recovery, and 2024 ETF bull all produced profitable signal clusters.
The 32.84% drawdown is the highest among the four AsliGold BTC strategies in percent terms, but the strategy generates fewer trades, so the absolute dollar drawdown is moderate. Position sizing should account for the wide R:R asymmetry.
USAGE
Apply to BTCUSD H1. Default parameters are the validated configuration. Both directions can be toggled independently. The very low trade frequency makes this strategy suitable as a complement to higher-frequency systems rather than a standalone.
Part of the 4-strategy AsliGold BTC H1 portfolio. Provides momentum-regime exposure to balance the trend (Donchian), volatility (ATR Expansion), and mean-reversion (RSI MR) systems.
Built and validated by AsliGold. Educational use only. Past performance does not guarantee future results.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.