Bitcoin Signal (Schwoerer) at a glance
Bitcoin Signal (Schwoerer) is a tactical asset allocation (TAA) strategy by Martin Schwoerer across US Equity, T-Bills, rebalanced monthly. Backtested 2015-09-30 to 2026-04-24 (15.3 years): 8.9% CAGR, 0.98 Sharpe, -15.2% max drawdown, 9.1% volatility.
- Type
- Tactical (TAA)
- Author
- Martin Schwoerer
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 2015-09-30 to 2026-04-24
- CAGR
- 8.9%
- Sharpe
- 0.98
- Max Drawdown
- -15.2%
- Volatility
- 9.1%
Bitcoin Signal (Schwoerer) — Tactical Asset Allocation Strategy
The Bitcoin Signal uses BTC-USD's 200-day SMA as a global liquidity barometer. When Bitcoin is above its 200-day SMA, the portfolio holds SPY; when below, it shifts to BIL.
Backtest Performance (2015-09-30 to 2026-04-24)
| Metric | Bitcoin Signal (Schwoerer) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 8.9% |
| Maximum Drawdown | -15.2% |
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 0.84 |
| Annualized Volatility | 9.1% |
| Calmar Ratio | 0.59 |
| Total Return | 270.1% |
| Backtest Period | 15.3 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 1
- Author
- Martin Schwoerer
Asset Classes
- US Equity
- T-Bills
Categories
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