# DurdenBTC

> Quantitative macro research for Bitcoin and the S&P 500. Two backtested
> systems — Macro Regime Engine (MRE v06) for SPY, Arsenal BTC for Bitcoin —
> plus free TradingView indicators and a daily-updated research archive.

DurdenBTC publishes systematic, rule-based trading research. Every system on
the site has a public backtest, a forward-test battery, and a methodology
description. The author is anonymous (X handle @DurdenBTC) but the engineering
background is disclosed on /about: 20+ years software engineering, currently a
Senior Engineering Manager at a Fortune-1000 SaaS firm. All systems run on
public data (FRED, on-chain, exchange feeds). Performance figures cited on the
site reflect backtested results, not real-money returns; the disclaimer is on
every page.

## Core systems

- [Macro Regime Engine (MRE v06)](https://durdenbtc.com/macro_regime_engine): A 26-voter macro regime engine for SPY. Classifies the global macroeconomic environment into one of four regimes — Goldilocks, Reflation, Inflation, Deflation — and outputs a binary risk-on/risk-off decision. 23-year SPY backtest: 10.86% CAGR, 1.01 Sharpe, –14.35% max drawdown vs SPY buy-and-hold –56.47%. Seven independent forward tests passed.
- [Arsenal Bitcoin Trend System](https://durdenbtc.com/arsenal_btc): A three-state trend system for Bitcoin built on VAMS (Volatility-Adjusted Momentum). Position sizing maps to a single composite vote: 100% long (+2), 50% long (0), 0% cash (−2). 10.6-year BTC backtest: 88.10% CAGR, –34.46% max drawdown vs BTC buy-and-hold –83.40%.
- [The 8th Rule](https://durdenbtc.com/the_8th_rule): The original two-engine trend system for Bitcoin and Gold (GVTS + VATS). Free on TradingView. 12-year BTC backtest: ~65.5% CAGR, 4.62 profit factor, 70% win rate, 56 trades.
- [Survival Is Alpha — Thesis](https://durdenbtc.com/thesis): The mathematical case for drawdown avoidance as a compounding strategy. Truncate the left tail, compound on a higher base, generate more terminal wealth.

## Pillar guides

- [Macro Regime Investing for Bitcoin](https://durdenbtc.com/guide/macro-regime-bitcoin): How the 26-voter regime classification maps to a Bitcoin allocation stance.
- [Bitcoin Buy & Sell Signals](https://durdenbtc.com/guide/bitcoin-signals): Arsenal BTC's three-state regime plus the 8th Rule's volatility-adjusted overlay.
- [Bitcoin Drawdown Management](https://durdenbtc.com/guide/bitcoin-drawdown-management): Why a 30% drawdown can't be a portfolio-ending event, and how position sizing fixes it.
- [Global M2 & Bitcoin](https://durdenbtc.com/guide/global-m2-bitcoin): The 84–107 day lag between global money supply expansion and Bitcoin's price response.
- [Bitcoin & the ISM PMI Cycle](https://durdenbtc.com/guide/bitcoin-ism): How Bitcoin tracks the ISM Manufacturing cycle, where it diverges, and why ISM belongs in regime inputs.
- [Trend Following on Bitcoin](https://durdenbtc.com/guide/trend-following-bitcoin): The systematic playbook — small losses on fakeouts, oversized gains on real moves. Sub-50% win rate works.

## Free tools

- [Bitcoin Charts](https://durdenbtc.com/charts): Six valuation and cycle models updated daily — Power Law, Global Liquidity Fair Value, M2 YoY Overlay, 200DMA Quantile Regression, Fear Premium, Harmonic Oscillator.
- [Macro Charts](https://durdenbtc.com/macro-charts): Five business-cycle indicators refreshed every 72 hours — LFPR vs 5-yr yield, overtime hours Z-score, GMI workforce activity, ISM vs payrolls, ISM vs lending standards.
- [Free Bitcoin Indicators & Tools](https://durdenbtc.com/free-bitcoin-indicators-tools): Seven free TradingView indicators plus two open-source repos.
- [Daily Altcoin Scanner (public page)](https://durdenbtc.com/altcoin-scanner): How the nightly 8th Rule scanner works across the top 500 alts. Live scanner is members-only.

## Research

- [Research archive](https://durdenbtc.com/research): 80+ weekly issues — macro regime commentary, signal-change notes, deep dives on liquidity, on-chain data, and systematic strategy mechanics.

## Reference

- [Glossary](https://durdenbtc.com/glossary): Plain-language definitions of every system, regime, and metric — MRE v06, Arsenal BTC, 8th Rule, VAMS, GVTS, VATS, drawdown, Sharpe / Sortino / Calmar, profit factor, forward test, OOS, Monte Carlo block bootstrap, three-state positioning.

## Optional

- [About the author](https://durdenbtc.com/about)
- [The Rules — eight commandments for systematic investing](https://durdenbtc.com/rules)
- [Forward-testing methodology + results](https://durdenbtc.com/forward_testing)
- [Plain-text canonical content](https://durdenbtc.com/llms-full.txt)
- [Sitemap](https://durdenbtc.com/sitemap.xml)