NNS Trend Engine

BTC + Gold Strategies

Three systematic strategies built on the NNS Trend Engine. Eight years of backtest, fully reproducible on public charts.

Independently verifiable on TradingView via COINBASE:BTCUSD and AMEX:GLD
THREE STRATEGIES

Pick the structure that fits

All three strategies share the same underlying engine. They differ in how they allocate between Bitcoin and Gold, and in how much volatility they tolerate to compound.

BTC Only
For BTC purists, no Gold
100% BTC, cash 4% when out
45.9%
CAGR, Jan 2018 to Apr 2026
Max Drawdown-43.5%
Sharpe Ratio1.15
Time in Market43%
$100K grows to$2.31M
Conservative
Smoothest ride with Gold hedge
40% BTC / 60% Gold
31.9%
CAGR, Jan 2018 to Apr 2026
Max Drawdown-21.9%
Sharpe Ratio1.41
Time in Market67%
$100K grows to$999K
Rotation
BTC priority, Gold otherwise, cash if neither
100% BTC or 100% Gold or cash
55.8%
CAGR, Jan 2018 to Apr 2026
Max Drawdown-40.6%
Sharpe Ratio1.28
Time in Market70%
$100K grows to$3.99M
EOD

End-of-day signals only

Every signal is evaluated on the settled daily close. No intraday noise, no chasing wicks, no reactive trades. Once the day settles, the engine decides.

4

Four parameters must align

A trade only fires when all four of the engine's internal parameters confirm at once. Any one of them disagreeing keeps the system out. This is what produces the asymmetry between winning and losing trades.

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Cash earns 4% when out

The engine spends roughly half its time in cash. While out, capital earns the cash yield, currently 4 percent per annum. Capital preservation is the feature, not a bug.

THE BTC EDGE

Half the BTC trades lose. The strategy still compounds.

The Bitcoin track record sits at exactly 50% win rate. The strategy still compounds because the average winning trade is 7.4 times bigger than the average losing trade. The 50/50 win rate is not a flaw, it is the design.

BITCOIN, COINBASE VERIFIED
+2,319%
over 8.3 years
$100,000 grows to $2,419,136 from January 2018 to April 2026
All numbers below are independently verifiable on TradingView using COINBASE:BTCUSD with the public NNS Trend Engine Pine Script. Every trade, every entry, every exit, every dollar of P&L can be reproduced on a free TradingView account.
Average winning trade
+58.1%
12 winning trades
Average losing trade
-7.8%
12 losing trades
Win/Loss ratio7.4× (winners are 7.4 times losers)
Profit factor2.68
Total trades24
Win rate50.0% (12 wins / 12 losses)
Best trade+357.6%
Worst trade-16.5%
Average hold time54 days
Maximum drawdown-27.0%
PERFORMANCE

How They Compare

Window: January 2018 to April 2026 (8.3 years). Net of trading costs. Cash yield 4% per annum when out of market. BTC track record independently verifiable on TradingView via COINBASE:BTCUSD.

Strategy CAGR Max DD Sharpe $100K to Trades/yr Time In
BTC Only (100% NNS, cash when out)45.9%-43.5%1.15$2,305,6812.943%
Conservative (40 BTC / 60 Gold)31.9%-21.9%1.41$999,4036.567%
Rotation (BTC, Gold, or cash)55.8%-40.6%1.28$3,990,6416.770%
BTC Buy and Hold23.4%-81.5%0.54$573,097n/a100%
Gold Buy and Hold16.1%-22.0%0.98$344,419n/a100%
Growth of $100,000. Hover any point to see the date and value. Click a series in the toolbar to toggle.

Annual Net Returns

NNS TREND ENGINE BUY AND HOLD
Year BTC Only Conservative Rotation BTC Gold
2018-13.9%-3.2%-10.7%-72.6%-3.1%
2019+90.7%+48.4%+89.1%+87.2%+17.8%
2020+174.1%+84.7%+185.9%+302.8%+23.9%
2021+87.6%+29.7%+61.4%+57.6%-6.2%
2022-16.5%-3.4%-13.7%-65.3%+0.8%
2023+116.9%+57.8%+103.2%+154.2%+11.8%
2024+56.9%+32.2%+66.7%+111.5%+27.0%
2025-8.8%+24.0%+32.5%-7.3%+61.5%
2026 YTD-4.2%-0.3%+3.0%-12.4%+8.2%
CAGR+45.9%+31.9%+55.8%+23.4%+16.1%
Max Drawdown-43.5%-21.9%-40.6%-81.5%-22.0%
LIVE STATUS

Where the engine is right now

As of May 1, 2026. Both sleeves currently in cash. The engine is sitting out repeated false-positive setups while trend conditions reset.

BTC Sleeve

CASH

Engine exited BTC on October 11, 2025 at $110,769 (Pine Script verified). BTC is currently around $76,000. The engine has been correctly out of the market for the entire 30 percent plus decline since the October exit. Re-entry requires a daily close above the trend line plus internal-condition confirmation.

Gold Sleeve

CASH

Engine exited GLD on April 29, 2026 at $417.41, a small loss of 4.66 percent on the trade. Both sleeves are currently in cash earning the cash yield while the engine waits for the next valid signal.

DAILY BTC WATCH

Approaching, not active

Where BTC sits relative to the trend line, the recent daily run, and the false-positive defense. April 22 was the closest BTC has come to re-triggering since the October 11 exit, the daily high pierced the trend line intraday for the first time in five months but the close did not confirm.

Activated Long, engine in trade
Approaching, awaiting confirmation
BTC vs Trend Line over the last year
BTC vs the trend line, last twelve months. Green shading marks days the engine was active long. Orange shading marks approaching days where momentum was building but the four parameters had not all confirmed yet.

Daily Run

DateBTC CloseTrend LineGapStatus
Apr 22, 2026$78,203$79,106-1.14%APPROACHING *
Apr 23, 2026$78,269$79,040-0.98%APPROACHING
Apr 24, 2026$77,455$78,974-1.92%APPROACHING
Apr 25, 2026$77,612$78,888-1.62%APPROACHING
Apr 26, 2026$78,658$78,804-0.19%APPROACHING
Apr 27, 2026$77,367$78,713-1.71%APPROACHING
Apr 28, 2026$76,351$78,617-2.88%APPROACHING
Apr 29, 2026$75,776$78,520-3.50%APPROACHING
Apr 30, 2026$75,759$78,420-3.39%APPROACHING (Latest)

* Apr 22 daily high pierced the trend line intraday but closed below. Engine declined.

Why the trend line alone is not enough

In the six months since the October 11 exit, BTC has closed above the trend line on six separate days. On every one of them, the engine stayed out because its internal conditions did not confirm. Any system relying only on the trend line would have bought these levels and ridden BTC down to roughly $62,000 in February, a drawdown of up to 46 percent from entry.

DateBTC CloseTrend LineAbove ByEngine Decision
Oct 12, 2025$115,170$112,371+2.49%NO TRADE (engine declined)
Oct 13, 2025$115,271$112,449+2.51%NO TRADE (engine declined)
Oct 14, 2025$113,119$112,515+0.54%NO TRADE (engine declined)
Oct 26, 2025$114,472$112,643+1.62%NO TRADE (engine declined)
Oct 27, 2025$114,119$112,710+1.25%NO TRADE (engine declined)
Oct 28, 2025$112,956$112,765+0.17%NO TRADE (engine declined)

A trader using just the trend line would have been stopped out of six losing trades in 17 days. The engine sat in cash through all of them.