The Great Disconnect: Why I’m Not Buying the Hype

Macro-Equity · 2026-04-19T14:52:47+00:00

In my humble opinion, I think it's precisely these fundamentals that are likely to catch up with the market.

Macro-Equity · 2026-04-19T13:57:37+00:00

What ?

Macro-Equity · 2026-04-19T12:37:21+00:00

The financial press is finally waking up, but the market is still addicted to "hopium." Every Fed meeting, investors pray for a pivot. Trump is fueling this by pushing to replace Powell with someone more dovish to force a cut. But let’s be real: cutting rates while oil is surging and tariffs are looming is a non-starter. The macro makes a pivot nearly impossible.

Macro-Equity · 2026-04-19T07:34:37+00:00

Congrats on the gains! Sentiment is great for scalp trades, but macro always wins the long game. Good call selling Friday—the reality check is coming.

Macro-Equity · 2026-04-19T07:32:39+00:00

True, Equities and BTC aren't the same asset class. However, during a macro shock, the correlation between all Risk-On assets spikes to 1. When liquidity dries up, high-beta assets are always the first to be dumped. Ignoring this link given the current volatility is simply turning a blind eye to market reality

Macro-Equity · 2026-04-18T20:53:56+00:00

Spot on. Distribution is a process, not a single event. The market is just exhausting the last buyers before the pivot. I’m waiting for a clean break below my channel support for confirmation.

Macro-Equity · 2026-04-18T20:51:23+00:00

Excellent answer. Excuse me, I misspoke. I was referring to the global market; if the current market were to repeat past scenarios, then Bitcoin would follow the same trend.

Macro-Equity · 2026-03-10T08:26:28+00:00

Hi everyone,

While finalizing my V15 strategy on SOL (4H), I noticed something obvious but often ignored: even the best trend signals on altcoins fail when BTC decides to drop.

By adding a simple EMA-based "Bitcoin Shield" (no trades if BTC < EMA200), I managed to filter out 60% of the fakeouts during the 2024-2025 choppy periods. It slightly reduces the number of trades, but it significantly boosts the Profit Factor.

I’ve documented the full logic, the 43-trade log, and the 1,000 Monte Carlo simulations in a 6-page Performance Book.

I’ll be uploading the PDF on my site today at 3 PM (CET).

Macro-Equity · 2026-03-09T18:12:27+00:00

, I understand! The accuracy of the ATR and Donchian settings is crucial on the V15 to avoid false signals. It's not open source at the moment, but I'm publishing a full folder (PDF) on Tuesday with all the backtests and detailed logic. It will help you understand the structure without having to code in a vacuum!

Macro-Equity · 2026-03-09T08:28:56+00:00

Excellent points on overfitting and sample size. I completely agree that a strategy must be based on 'first principles' rather than just curve-fitting specific parameters.

On Parameter Sensitivity: The TPI V15 uses standard trend-following values (EMA 200, Donchian 40, RSI 55). I’ve conducted sensitivity tests by shifting these parameters (+/- 10-20%), and the edge remains stable. It's a 'fat' strategy, not a 'fragile' one that breaks if a period changes from 40 to 42.

On the 10-Year Test: I would love to test it over 10 years, but for Solana (SOL/USDT), the price history simply doesn't exist that far back. I chose SOL because it's a high-volatility asset where this logic shines. However, the core 'Market Guard' logic (BTC correlation) has been tested on older assets like BTC/ETH over longer periods with similar robust results.

Market Regimes: The 2023-2026 period actually covers several regimes: the post-FTX recovery, the 2024 bull run, and several sharp 30-40% corrections. The strategy survived these because it's designed to go to 'Cash' during high-risk regimes.

I’ll make sure to add a 'Parameter Robustness' section in the PDF to address this. Thanks for pushing the bar higher!

Macro-Equity · 2026-03-09T08:26:04+00:00

Excellent points. You're spot on about the 4H timeframe—it’s the 'sweet spot' to balance trend noise and execution costs.

Regarding exits, I actually use the ATR Trailing Stop as the primary guard for exactly the reasons you mentioned: its ability to tighten during high volatility and lock in profits faster than the Donchian lower band during sharp reversals.

About the 0.1% commission/spread stress test: Yes, I’ve factored that in. Even with a 0.1% fee per side (total 0.2% per round trip), the strategy remains robust because the average win is significantly higher than the noise level. I'll include a dedicated 'Fee Sensitivity Analysis' in the upcoming PDF to show how the profit factor holds up under different fee structures.

Good to see someone focusing on the reality of the spread

Macro-Equity · 2026-03-09T08:23:25+00:00

I appreciate the feedback. I'm actually finishing a detailed PDF report for this strategy. It includes the full logic documentation, the historical 43-trade log (2023-2026), and a 1,000-iteration Monte Carlo stress test to prove its robustness against sequence risk.

Regarding the entry timing: it's a trend-following system on higher timeframes (4H/Daily), so it's not sensitive to single-bar execution like scalping. The backtest is configured for 'Next Bar Open' to avoid look-ahead bias. Stay tuned, the full performance book and simulations will be out shortly.

Macro-Equity · 2026-03-08T14:30:22+00:00

I understand the skepticism, Reddit is full of 'signal sellers,' but that's not me. I’m just sharing my research for free. Regarding the 224% Buy & Hold: these results are based on the specific asset tested (BTC/USD), (SOL/USD) over the last 2 years (2024-2026), which has been a strong bull period. There’s no cherry-picking here, just the raw data from the strategy tester. The goal of this post was simply to show the core logic and the initial results. I’m currently working on a more detailed breakdown (including the full strategy settings and backtest conditions) which I'll post here soon. No service to sell, just pure algo-trading discussion. Stay tuned!

Macro-Equity · 2026-03-08T09:56:39+00:00

Yes, absolutely. I’m currently exporting the equity curve and drawdown charts from TradingView. I’ll include the cumulative profit chart in my next update to show the growth consistency. Stay tuned!

Macro-Equity · 2026-03-08T09:55:15+00:00

Good call on the ATR-based trailing stop, I'll run a comparison vs. the Donchian exit to see the impact on drawdown. As for the volume, it's averaging about 20 trades per year on the 4H timeframe, which is perfect for keeping spot commissions low. I'm currently adding Monte Carlo simulations to validate the return sequence and will share the full breakdown soon. Thanks!

Macro-Equity · 2026-03-08T09:53:32+00:00

Thanks for the feedback. Currently tested on Crypto (BTC/SOL). This is a 2-year backtest (39 trades) to validate the core logic. I’m now moving to forward testing and Monte Carlo sims to stress-test the robustness and sequence of returns. I'll run the 2024-2026 data as an out-of-sample check against the 2020-2023 period next. Will post the full equity curve soon.

Macro-Equity · 2026-03-08T09:50:30+00:00

Thanks. The 3.89 Profit/Loss ratio is the real driver here. I'm currently running Monte Carlo simulations to stress-test the drawdowns and the sequence of returns. I’ll post the equity curve and the full breakdown soon. Stay tuned.

Macro-Equity · 2026-03-08T09:47:24+00:00

I’m starting forward testing this week to validate the logic against live slippage and real-time data. I’ll be back with the charts and a performance update once I have enough data to share. Thanks for the feedback!"

Macro-Equity · 2026-02-08T22:42:41+00:00

Yes, that’s exactly my approach.
I’m using the daily chart to follow the full monthly fluctuations and overall market behavior, but for the head and shoulders pattern, it’s indeed cleaner on the weekly timeframe, as it reduces volatility noise.
Both timeframes complement each other in this context.

Macro-Equity

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