Does anything beat buy & hold on Gate (GT)?
Every setup we tested on Gate (GT) — ranked out-of-sample, corrected for multiple testing, and forward-tracked in public from the day this page published. The honest answer is the headline.
Beat buy-and-hold in both windows — but can't be told apart from selection luck.
Beat buy-and-hold in both the full window and out-of-sample but its OOS Sharpe 1.17 did not clear the 2.47 selection hurdle (best-of-N luck cannot be ruled out). Buy-and-hold benchmark: +37.1% CAGR over 6.8 years (-10.7% CAGR in the out-of-sample window).
Educational research from historical backtests — not investment advice. Past performance does not predict future results.
Gate (GT): Beat Buy-and-Hold in Both Windows, Couldn't Beat the Selection Hurdle
Crypto sets a brutal baseline: Gate compounds at +37.1% annualized just for holding, and it charges drawdowns near -52.0% for the privilege. Against that backdrop we ran 621 indicator configurations on GT. The best of them — ROC (5) on the weekly timeframe — beat buy-and-hold in both the training and holdout windows, with a profitable out-of-sample trade profile across 35 trades. That is genuinely uncommon here. But 'best of 621' is exactly the phrase that should make you slow down, which is what the second paragraph is for.
When you pick the winner from 621 attempts, the result is partly signal and partly luck of the draw. Our hurdle corrects for that: with this many tries and 2.1 years of holdout data, an out-of-sample Sharpe needs to clear 2.47 before we trust it. This one landed at 1.17 — profitable, but statistically indistinguishable from the luckiest of hundreds of tries. Add that crypto structure keeps changing — new venues, new participants, shifting volatility regimes — and a pattern from the past has no obligation to repeat. Treat this as a research lead, not an edge.
Every figure above is computed from our own backtests — nothing is estimated or invented. Hypothetical results; not investment advice.
Top setups as mechanical rules
Exactly as the backtest defined them — no discretionary steps, no hidden filters.
ROC (5)
Mechanical rule (exactly as backtested): Variant — fast 5-period Rate of Change; long while positive. Signals are evaluated at weekly-bar close, the position changes on the NEXT bar, 0.08% cost per side, long/flat only — no leverage, no shorting.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 1.17 · alpha +57.7% · 14 trades over 2.1 yrs.
ADX Strong Trend
Mechanical rule (exactly as backtested): Long only in a strong, up-directed trend — ADX > 25 with +DI above -DI. Signals are evaluated at daily-bar close, the position changes on the NEXT bar, 0.08% cost per side, long/flat only — no leverage, no shorting.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 1.17 · alpha +34.5% · 14 trades over 3.0 yrs.
ROC (30)
Mechanical rule (exactly as backtested): VARIANT — 30-period Rate of Change; long while positive. Signals are evaluated at daily-bar close, the position changes on the NEXT bar, 0.08% cost per side, long/flat only — no leverage, no shorting.
Out-of-sample (last ~30% of the window, never used to pick this setup): Sharpe 1.14 · alpha +39.8% · 32 trades over 3.0 yrs.
Since publication — including if it loses
The forward record is just getting started — the gap between the two is the honest score. Marked to market nightly from real prices, rules frozen at publication, as of 2026-06-29. Currently FLAT.
We tested 621 setups (indicator × parameters × timeframe) on Gate (GT). Only setups with ≥30 trades qualify (355 did). Setups are ranked by out-of-sample Sharpe — the last ~30% of history, which standard-parameter rules never saw during selection. Because picking the best of 621 tries mines even the holdout, the VALIDATED verdict additionally requires the top setup’s OOS Sharpe to clear a selection hurdle of 2.47 (√(2 ln N)/√T) AND positive alpha in both windows. Of the eligible setups, 90.1% had positive out-of-sample alpha (median OOS Sharpe 0.5) — the table below is truncated, but this summary covers all of them. Full recipe: methodology · the engine’s contract lives in the repo as STRATEGY_METHODOLOGY.md.
Top 20 of 355 eligible setups
Ranked by out-of-sample Sharpe. Full + out-of-sample columns, costs included. Hypothetical.
| # | Setup | TF | Total ret | Sharpe | Max DD | Win | Trades | α vs B&H | OOS Sharpe | OOS α | OOS trades |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ROC (5) | Weekly | >+999% | 0.88 | -52.0% | 37.1% | 35 | +19.9% | 1.17 | +57.7% | 14 |
| 2 | ADX Strong Trend | Daily | >+999% | 0.81 | -75.5% | 44.7% | 47 | +14.8% | 1.17 | +34.5% | 14 |
| 3 | ROC (30) | Daily | >+999% | 1.03 | -65.0% | 45.9% | 85 | +35.6% | 1.14 | +39.8% | 32 |
| 4 | CMO (30) | Daily | >+999% | 1.03 | -65.0% | 45.9% | 85 | +35.6% | 1.14 | +39.8% | 32 |
| 5 | Momentum (30) | Daily | >+999% | 1.03 | -65.0% | 45.9% | 85 | +35.6% | 1.14 | +39.8% | 32 |
| 6 | Trend-Gated Asymmetric | Daily | +663.4% | 0.63 | -61.6% | 43.6% | 39 | +1.3% | 1.14 | +35.4% | 13 |
| 7 | Range Filter | Daily | >+999% | 0.94 | -20.0% | 53.4% | 146 | +18.7% | 1.14 | +26.5% | 39 |
| 8 | Volume Oscillator | Daily | +662.9% | 0.62 | -56.6% | 42.9% | 77 | +1.3% | 1.13 | +34.5% | 21 |
| 9 | Hull MA 100 Trend | Daily | >+999% | 0.89 | -56.3% | 54.0% | 63 | +21.0% | 1.08 | +34.9% | 19 |
| 10 | Parabolic SAR | Daily | >+999% | 0.94 | -59.0% | 47.3% | 91 | +25.2% | 1.07 | +36.2% | 28 |
| 11 | SMA 100 Trend | Daily | >+999% | 0.75 | -74.9% | 41.0% | 39 | +12.0% | 1.06 | +36.5% | 11 |
| 12 | Acceleration Bands | Daily | >+999% | 0.92 | -33.5% | 51.3% | 78 | +20.0% | 1.06 | +28.8% | 18 |
| 13 | Trend Regularity Adaptive MA | Daily | >+999% | 0.83 | -66.7% | 32.4% | 34 | +16.6% | 1.05 | +35.3% | 10 |
| 14 | DEMA 200 Trend | Daily | >+999% | 0.78 | -79.1% | 47.1% | 34 | +13.5% | 1.03 | +34.6% | 10 |
| 15 | KAMA 200 Trend | Daily | >+999% | 0.79 | -67.6% | 45.5% | 44 | +13.8% | 1.03 | +34.2% | 15 |
| 16 | Keltner 50 (x2.0) | Daily | >+999% | 0.74 | -69.0% | 45.7% | 46 | +9.3% | 1.02 | +29.9% | 10 |
| 17 | VuManChu Cipher B | Daily | >+999% | 1.03 | -33.6% | 47.1% | 119 | +29.4% | 1.01 | +29.7% | 33 |
| 18 | Bollinger 10 (x1.5) Break | Daily | >+999% | 0.76 | -25.0% | 51.6% | 153 | +6.8% | 1.0 | +22.9% | 41 |
| 19 | SMA 30 Trend | Daily | >+999% | 0.92 | -68.6% | 40.7% | 91 | +25.0% | 0.99 | +32.4% | 29 |
| 20 | ALMA 200 Trend | Daily | >+999% | 0.84 | -66.1% | 36.8% | 38 | +18.7% | 0.98 | +33.5% | 11 |
Hypothetical backtests with 0.08%/side costs. Not investment advice — see the full disclaimer.
These are historical backtests of mechanical rules. They are educational research, not investment advice, not a recommendation, and not tailored to you. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.