Backtest a mean reversion strategy on BTC 15 minute rounds
I tested this rule on the past 30 days of 15-minute BTC rounds:
- Buy UP when BTC falls more than 0.4% below the round’s strike in the first five minutes.
- Buy DOWN on the mirror move.
- $50 per entry, held to the close.
Mean reversion, BTC 15-minute rounds, past 30 days
- Rounds traded
- 412
- Win rate
- 57%
- Return
- +$2,588+12.6%
- Worst day
- -$842-4.1%
Written by Teeny, not live data.
what if it only trades during US hours?
Narrowing to 9:30–16:00 ET cuts the rounds traded to 148 and lifts the win rate to 61%. The return falls to +$1,304 because there are fewer entries, but the worst day shrinks to -$310.