How to Add Market Regime Filtering to Any Crypto Trading Strategy
Gunnar Thorderson
How to Add Market Regime Filtering to Any Crypto Trading Strategy Every backtest looks great until you run it live through a choppy market. The strategy that returned 40% in a trending quarter suddenly bleeds 15-30% of those gains when the regime shifts to sideways price action. This is the single most common failure mode in algorithmic crypto trading, and the fix is surprisingly simple. The Problem: Strategies Are Regime-Dependent Most trading strategies — momentum, mean-reversion, breakout, cr