IBIT — Quantitative Analysis

11 backtested studies · Crypto · updated daily

1-Day

-5.22%

1-Week

-17.99%

1-Month

-26.09%

Studies

Backtested studies for IBIT

Banana Line
Per-ticker 325-period MA (daily + weekly) for long-term mean-reversion + crossover analysis.
Big Move Followthrough
Analyzes forward returns after large single-day price moves, sliced by MA regime.
Bullish Engulfing
Bullish engulfing pattern detector with forward-return backtest.
Growth Breakout
Catalyst-driven 30-day high breakout on confirmed volume, with trend-leader gate and ATR-trailing exit. Targets explosive growth names where asymmetric payoffs reward wider trailing stops.
Relative Strength
Analyzes ticker performance vs SPY across multiple dimensions.
Bear Resilience
Per-ticker SPY-relative resilience during drawdowns.
Dip Near ATH
Consecutive down days while price is near its all-time high and drawdown is shallow — a high-probability bounce setup in a leader.
Extension
Per-ticker distance from 325MA, percentile-ranked vs own history.
MA Confluence
Per-ticker triple-MA bull stack with pullback to nearest MA.
50MA Extension
Per-ticker distance from 50MA, percentile-ranked vs own history.
Volume Climax
Per-ticker volume-climax detector with intact long-term trend.