Regime Trend: the 20-Day Breakout With a Market Switch

The rules, exactly as tested

Binance spot daily candles (UTC), closed candles only. Long only, one trade per coin at a time.

1. Coins. Each day, the 20 Binance USDT coins with the most 30-day average volume among those with at least 200 days of history and $2M a day (no stablecoins, wrapped, leveraged or meme coins). The list changes as coins rise and fall.
2. Market switch. New trades only while Bitcoin's daily close is above its 200-day simple moving average and at least 50% of the 20 coins close above their own 50-day average.
3. Breakout. The daily close is higher than the highest close of the previous 20 days. Entry = that close.
4. Stop. The midpoint of the highest and lowest close of the last 20 days, raised after every daily close, never lowered.
5. Exit. The first daily close below the stop, or the first daily close with Bitcoin below its 200-day average (everything is sold). No take-profit and no time stop; +2R, +5R, +10R are milestones on the signal card, not exits.
6. Costs. 0.1% spot fee on each side and 0.02% slippage on the entry and the exit.
7. No leverage. Spot only; each signal is sized so the stop costs 1% of the capital (position = 1% / stop distance, at most 100%).

Why it is safer than the plain breakout

Three things. Big coins only: in 2025 the large coins trended while most small altcoins bled (the test still includes big coins that later collapsed, such as LUNA and FTT, traded while they were in the top 20). A market switch: no new trades while Bitcoin is below its 200-day average or most big coins are below their 50-day average, which kept it out of all of 2022. A way out: when Bitcoin loses its 200-day average, every open trade is sold at that close instead of waiting for each stop. It still wins only about 4 trades in 10; the profit comes from a few long trends. Compare it with Trend Breakout, Smart Trend and all backtests.

Use it responsibly

These signals are automated and educational, not financial advice. The rule was chosen after two rounds of research failed on the same history, so expect the live result to be weaker than the backtest. Most trades lose, losing runs of 20 or more happen and the median stop is 11.21% below the entry. Read the disclaimer.