Follows the trend: buys when momentum is positive, sells when it weakens. Uses RSI, MACD and moving averages.
Load this exact public contract, mutate it locally and settle the duel on the same unseen holdout.
Momentum is a trend-following strategy that buys rising crypto assets and sells falling ones, based on the principle that price trends tend to persist. If Bitcoin has been rising for 20 days, the probability it continues is statistically higher than a reversal. This strategy exploits the 'momentum factor' — one of the most documented factors in quantitative finance — adapted to crypto markets where trends are often amplified by FOMO (Fear Of Missing Out).
Measures the Rate of Change (ROC) of price over multiple periods. If momentum is positive and growing, buy signal. If momentum decelerates or turns negative, sell signal. Uses trend filters (EMA 50/200) to avoid false signals in sideways markets.
Multi-period Rate of Change (ROC). MACD (Moving Average Convergence/Divergence). EMA 50 and 200 for trend filtering. ADX for trend strength measurement. Volume-weighted average.
Moderate
Captures large bullish trends in crypto markets. Statistically proven momentum effect. Avoids prolonged bear markets by exiting quickly. Exceptional performance during bull runs.
Suffers from whipsaw in sideways markets (repeated false signals). Late entries (waits for trend confirmation). Frequent stop-losses in consolidation phases. Underperforms in ranges.
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