BacktoastCrypto trading strategies tested in 2026
Backtoast tested these crypto strategies on the same test. The highest yearly return was +13.5%, on Bitcoin weekly time-series momentum (Liu & Tsyvinski), and it still failed. A higher return is not a pass. You pay $99 for two full tests of your own strategy, and a pass is an offer of 30% of the profit Backtoast makes trading it with its own money.
| Strategy | Trades | A year | Test |
|---|---|---|---|
| Bitcoin weekly time-series momentum (Liu & Tsyvinski) | 26 | +13.5% | Failed |
| Bitcoin Monday effect (Caporale & Plastun) | 131 | +8.2% | Failed |
| Bitcoin above its moving average (Detzel et al.) | 94 | +6.5% | Failed |
| Bitcoin after one-day overreactions (Caporale & Plastun) | 85 | -5.1% | Failed |
| Cross-sectional 3-week momentum (Liu, Tsyvinski & Wu) | 14770 | -22.6% | Failed |
| Bitcoin last-half-hour intraday momentum (Shen, Urquhart & Wang) | 905 | -31.8% | Failed |
| Daily reversal in low-volume coins (Bianchi, Babiak & Dickerson) | 95844 | -52.0% | Failed |
| Weekly contrarian on the top 100 coins (Kość, Sakowski & Ślepaczuk) | 4405 | -63.4% | Failed |
| One-minute moving-average rule on Bitcoin (Corbet et al.) | 4735 | -90.0% | Failed |
| Perpetual-vs-spot no-arbitrage trade (He, Manela, Ross & von Wachter) | – | – | Not run |
| Bitcoin cash-and-carry funding harvest (Coinbase research) | – | – | Not run |
Backtoast
You pay $99 for two full tests of your own strategy, and a pass is an offer of 30% of the profit Backtoast makes trading it with its own money. You can still trade the strategy yourself.
The runs are Backtoast's, from 29 October 2026, after costs. Day trading crypto covers the four that open and close within a day.
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