Bitcoin Breakout 4h · Lark

Moderate significance

by qkt Labs (house research)

A breakout Bitcoin strategy on 4-hour bars. Positions are held up to 10 days, behind a fixed protective stop. Every figure below comes from a full tick-data run with spread, commission and swap charged.

Approach: Breakout · BTCUSD · H4
Tested on ticks: Jan 1, 2020 → Dec 31, 2025
Publishing checks: 11 of 11 passed
Overfitting guard: 8 variants declared · deflated Sharpe 61%
In-sample, $100k: +117.3% · max drawdown 19.4% · 420 trades
Version: 2, published Oct 13, 2026 · future versions included

Included with the strategy

The exact .qkt strategy file, its detailed explanation, the cost profile it was tested with, and every raw report the pipeline produced (trades, equity, orders), each with its SHA-256.