All 13 Popular Crypto Trading Strategies Failed a Rigorous 6-Year Backtest

A strategy-grading engine tested 13 widely taught trading strategies against six years of cryptocurrency data across more than 10 major trading pairs, and every single one failed to meet all five evaluation criteria. The analysis found that high win rates can be misleading — two strategies with the highest win rates, Bollinger reversion and Connors RSI-2, still lost money once trading costs were factored in. Trend-following approaches consistently outperformed mean-reversion strategies, with every 'buy-the-dip' style system losing money after fees. Two strategies cleared four of the five gates but fell short on robustness, highlighting how parameter-tuned backtests can mask real-world weaknesses. The findings are framed as educational measurements rather than predictions, with the team noting that a failed historical grade does not permanently disqualify a strategy from future viability.