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David Mesíček
• Dec 20
BTC EMA 9/26 + ATR Filter | BTCUSD | 1H & 1D
Tested EMA 9/26 trend signals on BTCUSD with an ATR-based volatility filter across 1H and 1D timeframes. BUYONLY, SELLONLY, and BOTH execution modes were evaluated against Buy & Hold using return, drawdown, Sharpe, and Calmar metrics.
ATR filtering materially improves trend stability and reduces drawdowns without suppressing upside. BUYONLY dominates on both timeframes (1H: 83.6% return, Sharpe 1.72; 1D: 75.1%, Sharpe 1.47). SELLONLY remains structurally inefficient in bullish regimes, while BOTH underperforms due to noise from frequent reversals.
Full analysis: BTC EMA 9/26 Performance with ATR Filter
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