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...
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...
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.
...
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.
...
Research results from recent SSRN study:
Parabolic SAR was tested on BTCUSDT across 1H and 1D timeframes in BUYONLY, SELLONLY, and BOTH execution modes versus buy-and-hold. In continuous deployment, SAR is unstable: SELLONLY consistently destroys capital due to BTC’s structural...
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...