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

qkt's Monte Carlo: the strategy's own trades reshuffled 1,000 times, with the worst case, median and best case of the final balance, how deep drawdowns went, and the share of paths that wiped the account out.