Quick one for you.
I just added a new indicator to your subscriber toolkit: the Vol-Adjusted Trend Signal.
Why This Exists
Optimization is the key. This game never ends. We fight this battle for alpha and edge continually.
Given that the GVTS is much more responsive and volatile (especially to potentially a string of negative trades) I’ve decided to layer onto our existing Bitcoin strategy with position sizing & a slower indicator for those who are more cautionary and want to minimize drawdown.
VATS is the answer. It’s slower, smoother, and designed for capital preservation over maximum gains.
I haven’t set this in stone but I’m thinking and working through data analysis with Claude Opus on how the new approach will work. In my mind it’s currently something like this:
GVTS signals long.
50% allocation to spot BTC.
‘x’ days later..
VATS signals long.
50% remaining allocation to spot BTC.
Either indicator signals to sell, we exit.
I’m still working on a few kinks with this indicator so stay tuned for further updates. In terms of my current approach that has not changed and will not be changed until the existing Bitcoin trade plays out (we’re still long by the way, even given todays negative price action).
Current open PnL is about -5%, woof. Note that with the sizing optimization above portfolio wise we’d only be down -2.5% for the allocation .. something to chew on for later.
Macro Regime Engine data will update tomorrow market open.
The Numbers (BTC, 2009-2026)
Win Rate: 61.76%
Max Drawdown: 27.55%
Profit Factor: 4.55
Avg Loss: -7.57%
Avg Trade Duration: 97.8 days
Only 4 trades ever experienced >15% drawdown during the trade (and one is the early 2011 trade which ended +6,998%)
Worst loss: -15.10% (2018 crash)
For context: the average losing trade is under 8%. You’re not going to blow up your account following this thing.
How It Works
Three states:
🟢 BULLISH → Full Position
🟠 NEUTRAL → Vol Spike
🔴 BEARISH → Cash
That’s it. No leverage, no shorts, no complexity.
Access
Already live in your TradingView. All paid subscribers who have access to GVTS now will have access to this indicator.
https://www.tradingview.com/script/8flipY8w-DurdenBTCs-Vol-Adjusted-Trend-Signal-v0-2/
If you can’t find it, shoot me a DM.
Durden
P.S. This isn’t financial advice. Always do your own research. Past performance ≠ future results. You know the drill.
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