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)

AssetPeriodReturnMax DrawdownWin 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

AssetReturnMax DrawdownImprovement
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