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 full research paper: abstract, data and method, results, walk-forward and cost-stress robustness, limitations and definitions, with numbered figures and tables, downloadable as a PDF.