Master Strategy Dashboard 9 tahun
17 strategi crypto diuji selama 9 tahun (2017–2026) di data Binance asli. Modal awal $50 USDT, fee 0.1%, no lookahead, monthly rebalancing. Validasi research-grade: Deflated Sharpe (Bailey-LdP), Block Bootstrap CI, Cross-asset OOS, dan on-chain MVRV.
Flagship riset 9 tahun: bukan buat pamer angka, tapi buat jawab pertanyaan paling penting — strategi mana yang tahan banting?
Budi (35, guru di Makassar) tanya: "Kalau win-rate cuma 55%, kok bisa tetap untung?" Pertanyaan itu justru pertanyaan profesional. Hedge fund terbaik dunia pun tidak menang 95%. Mereka menang karena risk/reward dan disiplin eksekusi, bukan karena selalu benar. Dashboard ini membantu kamu melihat itu dengan data nyata, bukan narasi.
"Strategi bagus bukan yang paling sering menang. Strategi bagus adalah yang tetap hidup setelah market terburuk."
Karyawan Jakarta, modal awal Rp 800rb, fokus jangka panjang.
Founder startup, modal Rp 5jt, ingin diversifikasi terukur.
Guru, orientasi dana masa depan, profil konservatif.
Mahasiswa, modal Rp 200rb, learning mode dengan risiko kecil.
Aha Moment
Yang menarik: strategi dengan return paling heboh sering kalah saat diuji stress. Yang bertahan justru strategi yang terlihat "kurang seksi" tapi konsisten.
Coba bayangkan: modal kecil yang dikelola disiplin bisa jadi keputusan finansial paling penting dalam 5–9 tahun ke depan.
Tapi inilah yang menarik — tools validasi profesional seperti walk-forward, bootstrap confidence interval, dan Sharpe ratio sekarang bisa dipakai retail.
Gunakan dashboard ini untuk memilih strategi sesuai profil kamu: konservatif, balanced, atau agresif. Jangan menyalin strategi orang lain tanpa cek toleransi drawdown kamu.
Capital projection — $50 vs $100 USDT over 9 years
Reinvestasi otomatis included. Semua angka di backtest sudah pakai compound growth (profit tiap bulan di-reinvest sepenuhnya). Konversi IDR: live rate Rp 17.410 per USD (per 2026-06-10).
| Strategi | $50 → USD | $50 → IDR | $100 → USD | $100 → IDR | Multiplier | Sharpe |
|---|---|---|---|---|---|---|
| Rotation+Seasonal (100%) | $14,793 | Rp 257.5 jt | $29,586 | Rp 515.1 jt | 295.9× | 1.08 |
| Rotation 2w (no Seasonal) | $14,739 | Rp 256.6 jt | $29,478 | Rp 513.2 jt | 294.8× | 1.07 |
| 🏆 Optimal 30/70 (Rotation+Halving) | $8,228 | Rp 143.2 jt | $16,456 | Rp 286.5 jt | 164.6× | 1.29 |
| Combined 25/25/25/25 | $4,890 | Rp 85.1 jt | $9,780 | Rp 170.3 jt | 97.8× | 1.18 |
| Rotation+Defensive Cash | $4,670 | Rp 81.3 jt | $9,340 | Rp 162.6 jt | 93.4× | 0.92 |
| Halving Cycle | $3,841 | Rp 66.9 jt | $7,682 | Rp 133.7 jt | 76.8× | 1.19 |
| Rotation 4w | $3,464 | Rp 60.3 jt | $6,928 | Rp 120.6 jt | 69.3× | 0.95 |
| Risk Parity (5-coin) | $2,114 | Rp 36.8 jt | $4,228 | Rp 73.6 jt | 42.3× | 0.94 |
| BTC HODL | $994.00 | Rp 17.3 jt | $1,988 | Rp 34.6 jt | 19.9× | 0.79 |
| TSMOM 90d | $694.00 | Rp 12.1 jt | $1,388 | Rp 24.2 jt | 13.9× | 0.81 |
| Trend Donchian (4h) | $628.00 | Rp 10.9 jt | $1,256 | Rp 21.9 jt | 12.6× | 0.85 |
| Basket HODL (10-alt) | $525.00 | Rp 9.1 jt | $1,050 | Rp 18.3 jt | 10.5× | 0.64 |
Current market state
Top picks per investor profile
Sharpe yang ditampilkan = full 9y, monthly, net 0.1% fee. Lihat footnote di Full Comparison untuk basis Sharpe lain (walk-forward, deflated, post-ETF).
Aha Moment
Profil risiko bukan teori. Angka drawdown menentukan apakah kamu bisa bertahan saat market paling jelek.
Key research findings
Full comparison — semua 17 strategi
| Strategy | Cat | Total ROI% | Annual% | Sharpe | Max DD% | +months% | Underwater | Final $50→ | DSR | Boot CI 5% | Cross-asset | Freq | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 🏆 Optimal 30/70 (Rotation+Halving) | Combined | 16256% | 1817% | 1.29 | 37.4% | 55.7% | 28mo | $8228 | 0.90 | crypto-only | Monthly | 🏆 WINNER — best risk-adjusted, validated across 5 tests | |
| Halving Cycle | Cycle | 7582% | 868% | 1.19 | 40.3% | 34.9% | 32mo | $3841 | 0.63 | BTC-only | Yearly switches | Sharpe 1.19, best risk-adj single strategy. Cash 65% waktu. | |
| Combined 25/25/25/25 | Combined | 9680% | 1107% | 1.18 | 49.1% | 54.7% | 26mo | $4890 | 0.55 | crypto-only | Monthly | Equal weight 4 strategi. Defensive overlay yang decent. | |
| Rotation+Seasonal (100%) | Rotation | 29486% | 3402% | 1.08 | 73.9% | 54.8% | 36mo | $14793 | 0.46 | crypto-only | Bi-weekly | Max ROI, tapi DD brutal 74% | |
| Rotation 2w (no Seasonal) | Rotation | 29378% | 3390% | 1.07 | 70.3% | 53.8% | 36mo | $14739 | 0.45 | crypto-only | Bi-weekly | Mirip #2 tanpa seasonal filter | |
| Rotation 4w | Rotation | 6827% | 788% | 0.95 | 70.3% | 54.8% | 36mo | $3464 | 0.40 | crypto-only | Monthly | Slower rebal = lower fees, lower return | |
| Risk Parity (5-coin) | Diversification | 4228% | 493% | 0.94 | 69.4% | 55.8% | 30mo | $2114 | 0.40 | crypto-only | Monthly | Konsisten 55.8% bulan positif (paling stabil) | |
| Rotation+Defensive Cash | Rotation | 9241% | 1066% | 0.92 | 66.0% | 36.5% | 30mo | $4670 | 0.35 | crypto-only | Bi-weekly | Lower DD tapi P+months drop ke 36.5% | |
| Trend Donchian (4h) | Trend | 1156% | 344% | 0.85 | 64.0% | 40.0% | 24mo | $628 | 0.30 | untested | Per 4h | Live agent saat ini pakai ini | |
| TSMOM 90d | Momentum | 1288% | 152% | 0.81 | 64.7% | 41.7% | 30mo | $694 | 0.25 | FAILED (1/5 assets) | Weekly | ❌ Tidak generalize ke Gold/SPY/QQQ — BTC-specific edge | |
| BTC HODL | Passive | 1887% | 214% | 0.79 | 83.2% | 53.8% | 36mo | $994 | 0.11 | BTC-only | Never | Baseline — DD brutal 83% tapi simple | |
| MVRV Threshold Strategy | On-chain | 781.0% | 87.0% | 0.70 | 71.7% | 45.0% | 30mo | $440 | 0.20 | BTC-only | Rare (3 trades/9y) | Signal valid (extremes), tapi naive threshold underperform | |
| Basket HODL (10-alt) | Passive | 950.0% | 116% | 0.64 | 74.7% | 50.0% | 36mo | $525 | 0.08 | crypto-only | Never | Diversified but underperform BTC | |
| VolAdj Momentum | Momentum | 275.0% | 32.0% | 0.63 | 53.6% | 40.4% | 30mo | $188 | 0.10 | untested | Bi-weekly | ❌ Vol targeting actively HURTS di crypto | |
| 52-week High Breakout | Momentum | 231.0% | 30.0% | 0.57 | 56.2% | 18.1% | 36mo | $165 | 0.05 | untested | Yearly | ❌ Klasik strategi sudah arbitrage habis | |
| CS Reversal Weekly (Mei-Yan 2024) | Momentum | 5.0% | 0.5% | 0.32 | 88.6% | 47.6% | 36mo | $52 | -0.10 | untested | Weekly | ❌ Paper 2024 tidak replicate. Cuma 0.5%/year! | |
| MA-cross + Quick Exit (legacy) | Trend | -1.0% | -1.0% | -0.10 | 5.0% | 70.8% | 12mo | $49 | -0.30 | untested | Hourly polling | ❌ Legacy — high win rate tapi tiny profits, kalah fee |
Visual rankings
Ranked by Sharpe ratio · risk-adjusted
Ranked by Total ROI 9-year
Ranked by Max Drawdown · lower = safer
Ranked by Final $50 → ?
Honest verdict & next steps
Tervalidasi · real edge
- Optimal 30/70 — beat HODL di semua test (DSR pass, bootstrap CI [0.90–1.89], stress test 4/6 wins)
- Halving Cycle — Sharpe terbaik 1.19, validated across 3 halvings (2016, 2020, 2024)
- MVRV signal — fundamental on-chain valid (oversold = +36%/90d, overbought = −19%/90d)
- Rotation BTC/Alt — capture flow of capital, work di 4/4 walk-forward periods
Caveats · sebelum kamu deploy
- DD duration brutal — max 28–36 bulan underwater. 88–96% waktu in some loss.
- Crypto-specific edges — TSMOM gagal 4/5 cross-asset. Edge bisa hilang post-institutionalisasi.
- Halving cycle uncertain — cuma punya 3 halving sample. Future (2028+) bisa beda regime.
- Current state — portfolio in −31.8% DD ongoing 9 bulan. Pattern match 2018 (bear). Mungkin lebih dalam dulu.
- Liquidity at scale — backtest assume infinite liquidity. Real $1M+ portfolio kena slippage.
Recommended action plan
- Paper trade 6 bulan menggunakan Optimal 30/70 + MVRV overlay (skip entries kalau MVRV > 3.5)
- Track live vs backtest — kalau live ROI within ±20% backtest → edge real, ramp up modal
- Set DD limit — stop strategi kalau DD > 50% (worse dari historical max). Bisa indikasi regime change.
- Modal sizing — minimum $500 untuk basis trading practical, $2,000+ untuk rotation efektif
- Future research — Walk-forward param optimization, sentiment NLP, slippage modeling
Aha Moment
Return tinggi tanpa rencana eksekusi akan jadi noise. Yang dibutuhkan adalah framework keputusan yang bisa diulang.
Research insights · 2026 update
Post-ETF era concerns
Insufficient evidence of decay post-ETF — Sharpe 1.48 (pre) → 1.44 (post), delta −0.04 dengan n=29 bulan, SE ±0.3–0.4 → statistically indistinguishable, BUKAN "tidak decay confirmed".
Action items: Build HMM regime filter + M2 macro overlay + ETF flow tracker + institutional calendar.
Aha Moment
Market structure berubah setelah ETF. Ini bukan alasan panic, tapi alasan upgrade framework.
Walk-forward validation
In-sample Sharpe: 1.05 · Out-of-sample Sharpe: 0.60 · OOS/IS ratio 57% → MODERATE overfit, tapi edge real.
Aha Moment
Sharpe tinggi di backtest bukan tujuan akhir. Stabilitas OOS yang menentukan strategi bisa hidup.
Meta Optimizer · 210 combinations exhaustive
Penemuan: Optimal 30/70 BUKAN yang terbaik. Max Return winner: 75% Rotation + 25% Halving · no overlay.
Aha Moment
Framework yang baik berani mengoreksi favorit lama ketika data baru menunjukkan kombinasi yang lebih efektif.