strategyrobustness
🧬 Graph↗BTC 1H Hurst Breakout: Fractal-Filtered Trend Trading Under Commissions
A robust volatility breakout strategy on BTCUSDT 1h, gated by Hurst Exponent and Fractal Dimension Index, out-of-sample validated under real fees.
robustBTCUSDT · 1h
+19.13% total return0.72 sharpe6.50% max drawdown
Serg⏱ 1m 👁 82 ♥ 0