STRATEGY CHECK
Holy Grail (ADX pullback)
Pullback · Linda Raschke & Laurence Connors, Street Smarts (1995)
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+244.7%Buy & hold+1,114.5%
- Trades
- 14
- Win rate
- 42.9%
- Max drawdown
- −47.1%
- Profit factor
- 1.99
- Annualized return
- +22.9%
- Time in market
- 24.2%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +244.7%, less than that.
- It held a position 24.2% of the time and sat in cash for the rest.
- Only 14 trades in 6 years. With a sample this small, a few trades decide the result.
- Along the way equity fell as much as −47.1% from its previous peak.
Rules
- Entry
- ADX(14) > 30, 20 EMA rising 3 bars, low touches the 20 EMA and the close holds above it
- Exit
- Stop at the last swing low · 2R target
- What changed when written as rules
- The buy stop above the pullback bar becomes a next-open entry; the exit at the prior swing high becomes a 2R target
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
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