← back to the graveyard
SPECIMEN 006  /  STRATEGY AUTOPSYCRYPTO · WALK-FORWARD · 2020–2026

Supertrend

The green-line-red-line indicator all over TikTok. Go long when it's green. Turns out green is a coin flip.
Momentum Spot · daily · Supertrend(10,3) 10 coins · out-of-sample No edge · coin flip
01 The seduction

Supertrend paints the chart green when you're supposed to be long and red when you're supposed to be out. It's clean, it's visual, it's on every crypto YouTube thumbnail, and it looks like it nails the start and end of every trend.

Supertrend · BTC
+189%
$1,000 → $2,891 vs $6,100 holding
Beat buy & hold
6 / 10
a coin flip
Out-of-sample
3 / 10
faded out-of-sample
02 The one line that ends it
Supertrend vs. doing nothinglog scale
The strategyBuy & hold (doing nothing)

Supertrend beat holding on 6 of 10 majors — and 3 of 10 out-of-sample. Same money, same window, fees included — measured against simply buying Bitcoin once and never touching it.

03 The evidence
CoinTradesWin %StrategyBuy & holdVerdict
BTC3142+189%+510%lost
ETH2556+1975%+1080%beat
BNB2646+3079%+2465%beat
SOL2339+2980%+2288%beat
XRP2446+470%+370%beat
LINK2928+7%+199%lost
LTC2829−58%−24%lost
DOGE2429+1855%+2090%lost
ADA2832+627%+151%beat
AVAX2631+1143%+68%beat
Long/flat spot, no leverage, next-bar fills, 0.06% fee per side. Beat holding on 6 of 10 coins — and on 3 of 10 in the recent out-of-sample period (the test that separates a real edge from a bull-market coincidence).
04 Verdict
A coin flip in a nice green wrapper. It beat holding on six coins out of ten and then folded in the recent out-of-sample years. The pretty colours don't change the maths.
Method — long/flat spot, next-bar execution (no look-ahead) · 0.06% fee both sides · each coin over its full Binance history from 2019 with indicator warm-up · benchmarked against buy-and-hold on the identical window · out-of-sample = the most recent ~45% of each coin's history. Reproducible.
The honest other side
It's not the worst — it does catch the big moves and it cut some drawdown by sitting out the ugliest bears. If you want a smoother ride and don't mind missing the sharp recoveries, that's a real, if small, thing it does.
05 Your turn
Think yours is the exception?

Run your own strategy through this exact gauntlet — multi-year, out-of-sample, across bull and bear, fees included, benchmarked against doing nothing. You get the full report and the downloadable code.

$1.99per strategy
full report + code
Test my strategy → Coming soon
✓  The price is shown up front, right here. You will never build a test and then get hit with a paywall to see the result.