David Mesíček
Data analyst focused on trading and performance reports
New to Contra
David is ready for their next project!
BTCUSD / Ichimoku Cloud / 1H–1D
Tested the Ichimoku Cloud on BTCUSD using BUYONLY, SELLONLY, and BOTH execution modes across 1H and 1D timeframes, benchmarked against buy & hold. Performance was evaluated via return, drawdown, volatility, Sharpe, and Calmar ratios.
The main result is a persistent long bias. BUYONLY outperformed across both timeframes (≈67% annualized return, Sharpe >1.5), while SELLONLY consistently lost capital. BOTH modes reduced directional risk but diluted performance.
Full analysis:
BTC Ichimoku Cloud Performance (https://www.linkedin.com/pulse/btc-ichimoku-cloud-performance-david-mes%C3%AD%C4%8Dek-z1tdf)
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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 (https://www.linkedin.com/pulse/btc-ema-926-performance-atr-filter-david-mes%C3%AD%C4%8Dek-vdb6f)
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BTC EMA 9/26 Performance (BTCUSD, 1H vs 1D)
Tested a dual EMA (9/26) crossover model on BTCUSD across intraday (1H) and daily (1D) timeframes, evaluating BUYONLY, SELLONLY, and BOTH exposure modes versus buy-and-hold. Metrics focused on return, drawdown, volatility, Sharpe, and trade count.
Key insight: BUYONLY dominates on both horizons (1H: 83.56% return, Sharpe 1.72; 1D: 75.09%, Sharpe 1.47). SELLONLY consistently destroys capital, while BOTH captures trends but suffers from reversal drawdowns. BTC retains a strong long-side structural bias.
Full analysis available here:
👉 https://www.linkedin.com/pulse/btc-ema-926-performance-david-mes%C3%AD%C4%8Dek-ei7yf
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Parabolic SAR performance on BTC (1H vs 1D)
Short research on how Parabolic SAR behaves on BTC across intraday (1H) and daily (1D) timeframes.
The analysis compared buy-only, sell-only, and combined exposure modes and focused on drawdowns, trend capture, and whipsaw sensitivity.
Key insight: SAR works better as a trend and volatility indicator than as a standalone trading strategy. Context and filtering matter.
Full analysis available here:
👉 https://www.linkedin.com/pulse/btc-sar-performance-david-mes%C3%AD%C4%8Dek-zdmzf
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