A systematic, rule-based mean-reversion strategy for crypto markets. No discretion, no forecasts, active around the clock.
Most trading systems bet that a trend will continue. Tideline bets on the opposite: that excessive declines get bought back. When an asset falls meaningfully below its recent high, the strategy builds a position in stages — the deeper the decline, the larger the target position. As the price recovers, those stages are released one by one, each with its own profit target.
The consequence is that capital sits outside the market most of the time. It is deployed only when prices fall, and most heavily when others are forced to sell.
August 2020 through March 2026 on native five-minute price data. The selected live-test run uses sizing factor 1.00 and a 0.8× hard gross setting with a 0.10 band. All figures include 4.5 basis points of trading fees per side, seven basis points of modelled slippage, and 10 % annual funding on open exposure.
The raw five-minute series reached a 39.3 % maximum drawdown. The 55.6 % CAGR is a historical backtest result, not a forecast or target return.
| Phase | Tideline | per year | Sharpe | drawdown | Buy & hold BTC |
|---|---|---|---|---|---|
| Full cycle | +1,125.7 % | +55.6 % | 1.573 | −31.8 % | +500.2 % |
| Bull market 2020–21 | +195.1 % | +114.5 % | 1.904 | −31.8 % | +306.2 % |
| Bear market 2022 | −11.6 % | −11.6 % | −0.395 | −25.4 % | −64.2 % |
| Recovery 2023–26 | +369.6 % | +61.0 % | 2.128 | −22.6 % | +312.8 % |
The 2022 bear market is the most informative segment: Bitcoin lost 64.2 % while Tideline lost 11.6 %. The strategy preserved substantially more capital than Bitcoin, but higher sizing did not make the bear year positive.
| Year | Tideline | Buy & hold BTC |
|---|---|---|
| 2020 (from Aug) | +13.1 % | +154.2 % |
| 2021 | +160.9 % | +59.8 % |
| 2022 | −11.6 % | −64.2 % |
| 2023 | +84.5 % | +155.6 % |
| 2024 | +57.3 % | +121.3 % |
| 2025 | +83.7 % | −6.3 % |
| 2026 (Jan–Mar) | −11.9 % | −22.1 % |
Results vary materially by year. The strategy can lose money, and in strong directional rallies it may trail Bitcoin because it waits for pullbacks before deploying capital.
The live basket contains BTC, ETH, SOL, SUI, HYPE, ZEC, XRP, MON and LIT. The strategy holds long positions only and never goes short. The displayed performance covers the seven markets for which history was measured.
| Live market | Included in published backtest | History used |
|---|---|---|
| BTC | Yes — BTC | Aug 2020 |
| ETH | Yes — ETH | Aug 2020 |
| SOL | Yes — SOL | Aug 2020 |
| ZEC | Yes — ZEC | Aug 2020 |
| SUI | Yes — SUI | May 2023 |
| HYPE | Yes — HYPE | May 2025 |
| XRP | Yes — XRP | Aug 2020 |
| MON | No | Not backtested |
| LIT | No | Not backtested |
Assets enter the calculation only when their price history begins, so the early test runs on four to five markets. MON and LIT are not represented in the headline backtest figures.