BTC SMA 50/200 Crossover Strategy: 2026 Backtest Results
The SMA 50/200 crossover is the most popular crypto trend-following strategy. Here are the actual numbers from backtesting 302K candles.
Raw Results (No Regime Filter)
| Asset | Period | Return | Max Drawdown | Win Rate |
|---|---|---|---|---|
| BTC (daily) | Mar 2023 — Mar 2026 | +41% | -52% | 42% |
| ETH (daily) | Mar 2023 — Mar 2026 | +41% | -48% | 39% |
| SOL (4h) | Mar 2023 — Mar 2026 | +312% | -61% | 45% |
With Regime Filter
| Asset | Return | Max Drawdown | Improvement |
|---|---|---|---|
| BTC | +41% | -31% | -40% drawdown |
| ETH | +166% | -31% | +305% return |
| SOL | +586% | -38% | +88% return |
The regime filter scales position size by market condition: 100% in bull, 40% in chop, 10% in bear.
The Regime Filter Code
import requests
regime = requests.get("https://getregime.com/api/v1/market/regime").json()
scale = {"bull": 1.0, "chop": 0.4, "bear": 0.1}[regime["regime"]]
position_size = base_size * scale
Key Findings
- Stop losses destroy SMA crossover with leverage. 3% SL + 5x = guaranteed stopout from normal volatility.
- The crossover flip IS the exit signal. Don't add a stop on top.
- Regime filtering matters most for ETH and SOL — BTC gets similar returns but much less drawdown.
- SOL on 4h timeframe has the strongest trend-following edge — +586% with regime filter.
Try It
Free regime API: curl https://getregime.com/api/v1/market/regime
Python bot with regime filter: github.com/Thordersonjg/regime-trading-bot
Full docs: getregime.com/quickstart
Try Regime Intelligence
Regime is a real-time crypto market regime detection API. One endpoint tells you if the market is bull, bear, or chop — so your bot only trades when conditions match your strategy.
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