Tack — systematic crypto, done honestly

The proof, not the promise

Judged on years, not a good week.

Every figure is walk-forward out-of-sample — the strategy was only ever tested on data it never trained on, net of Bitvavo's real fees. That's the honest way to know an edge is real.

0.67

Out-of-sample Sharpe ratio over 3.9 years.

buy & hold: 0.59

−22%

Worst peak-to-trough drawdown — the number the strategy exists to keep small.

buy & hold: −63%

91%

Probability the true Sharpe is above zero, after correcting for luck (PSR).

deflated for multiple testing

Straight talk

It won't beat the market every week. That's the point.

Tack is a drawdown-control strategy, not a money machine. In calm or rising markets it will sometimes lag simply holding the coins — that's the price of the insurance. Its edge shows up when the market falls: it steps aside and loses far less.

On years of testing, the honest range is a Sharpe of roughly 0.4–0.8, and drops of 30–50% are still possible. We say that here, up front — not buried in a footnote. Past performance never guarantees the future, and crypto carries real risk of loss.

How it works

Three honest steps.

No leverage, no shorting, no overnight magic — just a systematic rule, run in the open.

01 — Signal

Read the trend

An ensemble reads closed 1-hour candles and decides: ride the trend, or sit in cash. It only acts when a candle closes, so it never reacts to noise.

02 — Validate

Prove it out-of-sample

Every parameter is chosen on past data and traded on the next unseen window, rolled forward. The public record runs the exact same process, live.

03 — Execute

On your own keys

Non-custodial, with trade-only Bitvavo keys — it can trade but never withdraw. Starts in paper mode; you decide if real money is ever involved.

strategy, 2022–2026 OOSreturn / yrsharpemax drawdown

Buy & hold19.0%0.59−63%

Tack12.8%0.67−22%

Tack trades some upside in fair markets for far less pain in bad ones. Over a full cycle, the edge is dodging the deep crashes — not winning every week.

Access

Not for sale. Invite only.

Tack isn't a product — it's a bot I built for myself and share with friends. There's no plan, no checkout, and nothing to buy. You need a code from someone who already has one.

What you get

Free — always

The full strategy, hosted & running for you
Your own dashboard, trade log & stats
Paper mode by default — no keys, no risk
Your Bitvavo account, your keys, your custody

I have a code

The honest catch

Unproven — live

The edge is proven in backtest — not yet live
The reference account has taken 0 trades so far
Real money is your choice, and your risk
Drops of 30–50% are possible. Start on paper

See the evidence No fees · no payment details · ever

Watch it trade,
in the open.

The reference account runs the exact strategy live. Follow every position, trade and drawdown on the public dashboard.

Open the live dashboard →