The 'Beat the Market' MA Mean-Reversion Bot
Buy Bitcoin when it closes 7%+ below its 20-day average; sell when it closes back at the average.
Viral source: X post (Moon Dev): 'I asked Claude to build a mean reversion trading bot based on moving averages… ran a backtest that completely beat the market'
Reach: 4,995 impressions, 60 bookmarks (X API, read 2026-10-16)
How faithful is our rebuild? Approximation: the post does not share parameters. 20-day average and 7% stretch are ours.
Rebuild it yourself: free prompt →
Forward paper run Simulated · no real money
Started 2026-10-16 with $10,000. Execution: built-in simulator. Just started: no forward trades have closed yet. Check back as new daily bars arrive.
0.0%total return
—CAGR
0.0%max drawdown
—Sharpe (rf = 0)
0closed trades
—win rate
$10,000ending equity from $10,000
Backtest Hypothetical · 2019-01-02 → 2026-10-17
+83.0%total return
+8.1%CAGR
-47.9%max drawdown
0.4Sharpe (rf = 0)
44closed trades
72.7%win rate
$18,302ending equity from $10,000
Same window, BTC-USD buy & hold: +1970.9% (max drawdown -76.6%).
Trade log Backtest · 44 closed trades
| Symbol | Entry | Entry price | Exit | Exit price | Qty | P&L | Return | Exit reason |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | 2026-06-03 | 66,760.702 | 2026-06-21 | 64,178.082 | 0.285175 | -$737 | -3.9% | signal |
| BTC-USD | 2026-01-30 | 84,647.289 | 2026-03-03 | 68,716.293 | 0.277059 | -$4,414 | -18.8% | signal |
| BTC-USD | 2025-11-05 | 101,680.814 | 2025-12-03 | 91,253.749 | 0.257001 | -$2,680 | -10.3% | signal |
| BTC-USD | 2025-10-17 | 108,287.312 | 2025-10-27 | 114,365.372 | 0.228496 | $1,389 | +5.6% | signal |
| BTC-USD | 2025-04-07 | 78,299.557 | 2025-04-12 | 83,321.111 | 0.296962 | $1,491 | +6.4% | signal |
| BTC-USD | 2025-03-04 | 86,150.134 | 2025-03-20 | 86,786.08 | 0.267923 | $170 | +0.7% | signal |
| BTC-USD | 2025-02-26 | 88,727.53 | 2025-03-03 | 94,154.174 | 0.245147 | $1,330 | +6.1% | signal |
| BTC-USD | 2024-09-07 | 54,003.035 | 2024-09-14 | 60,508.548 | 0.359475 | $2,339 | +12.1% | signal |
| BTC-USD | 2024-08-04 | 60,736.77 | 2024-08-22 | 61,107.148 | 0.317683 | $118 | +0.6% | signal |
| BTC-USD | 2024-06-25 | 60,326.548 | 2024-07-15 | 60,754.642 | 0.31759 | $136 | +0.7% | signal |
| BTC-USD | 2024-05-02 | 58,311.957 | 2024-05-05 | 63,828.561 | 0.300165 | $1,656 | +9.5% | signal |
| BTC-USD | 2024-04-14 | 63,900.067 | 2024-04-23 | 66,773.051 | 0.26213 | $753 | +4.5% | signal |
| BTC-USD | 2024-03-20 | 61,992.086 | 2024-03-21 | 67,843.674 | 0.246893 | $1,445 | +9.4% | signal |
| BTC-USD | 2024-01-23 | 39,558.234 | 2024-01-30 | 43,256.926 | 0.353826 | $1,309 | +9.3% | signal |
| BTC-USD | 2023-08-18 | 26,662.714 | 2023-08-30 | 27,698.358 | 0.505327 | $523 | +3.9% | signal |
| BTC-USD | 2023-03-09 | 21,741.8 | 2023-03-14 | 24,177.564 | 0.557268 | $1,357 | +11.2% | signal |
| BTC-USD | 2022-11-09 | 18,562.306 | 2022-12-01 | 17,150.834 | 0.706438 | -$997 | -7.6% | signal |
| BTC-USD | 2022-09-22 | 18,553.185 | 2022-10-04 | 19,603.96 | 0.668902 | $703 | +5.7% | signal |
| BTC-USD | 2022-08-20 | 20,893.715 | 2022-09-10 | 21,355.535 | 0.581126 | $268 | +2.2% | signal |
| BTC-USD | 2022-06-13 | 26,764.316 | 2022-07-07 | 20,527.267 | 0.5915 | -$3,689 | -23.3% | signal |
| BTC-USD | 2022-05-06 | 36,609.757 | 2022-05-31 | 31,692.141 | 0.499527 | -$2,456 | -13.4% | signal |
| BTC-USD | 2022-04-12 | 39,573.249 | 2022-05-05 | 39,656.05 | 0.461155 | $38 | +0.2% | signal |
| BTC-USD | 2022-02-21 | 38,461.634 | 2022-03-01 | 43,151.309 | 0.422916 | $1,983 | +12.2% | signal |
| BTC-USD | 2022-01-06 | 43,609.077 | 2022-02-05 | 41,459.979 | 0.392331 | -$843 | -4.9% | signal |
| BTC-USD | 2021-11-19 | 56,953.025 | 2021-12-23 | 48,577.717 | 0.352203 | -$2,950 | -14.7% | signal |
| BTC-USD | 2021-09-21 | 43,055.247 | 2021-10-02 | 48,089.331 | 0.41712 | $2,100 | +11.7% | signal |
| BTC-USD | 2021-09-11 | 44,914.71 | 2021-09-16 | 48,110.747 | 0.373289 | $1,193 | +7.1% | signal |
| BTC-USD | 2021-07-20 | 30,869.123 | 2021-07-24 | 33,560.137 | 0.499586 | $1,344 | +8.7% | signal |
| BTC-USD | 2021-06-22 | 31,653.999 | 2021-06-30 | 35,872.478 | 0.429905 | $1,814 | +13.3% | signal |
| BTC-USD | 2021-06-08 | 33,623.109 | 2021-06-10 | 37,352.126 | 0.364323 | $1,359 | +11.1% | signal |
| BTC-USD | 2021-05-13 | 49,785.169 | 2021-06-04 | 39,203.242 | 0.312465 | -$3,306 | -21.3% | signal |
| BTC-USD | 2021-04-22 | 53,910.963 | 2021-05-01 | 57,656.949 | 0.269805 | $1,011 | +7.0% | signal |
| BTC-USD | 2021-03-26 | 51,734.695 | 2021-03-30 | 57,692.383 | 0.252121 | $1,502 | +11.5% | signal |
| BTC-USD | 2021-03-01 | 45,204.663 | 2021-03-04 | 50,471.782 | 0.25843 | $1,361 | +11.7% | signal |
| BTC-USD | 2021-01-22 | 30,848.443 | 2021-02-03 | 35,475.31 | 0.329306 | $1,524 | +15.0% | signal |
| BTC-USD | 2020-09-04 | 10,240.596 | 2020-09-17 | 10,962.279 | 0.926684 | $669 | +7.0% | signal |
| BTC-USD | 2020-02-27 | 8,833.919 | 2020-03-25 | 6,731.978 | 1.409659 | -$2,963 | -23.8% | signal |
| BTC-USD | 2019-12-18 | 6,654.346 | 2019-12-23 | 7,501.393 | 1.660067 | $1,406 | +12.7% | signal |
| BTC-USD | 2019-11-19 | 8,313.44 | 2019-12-08 | 7,543.788 | 1.464338 | -$1,127 | -9.3% | signal |
| BTC-USD | 2019-10-24 | 7,517.238 | 2019-10-26 | 8,658.91 | 1.405915 | $1,605 | +15.2% | signal |
| BTC-USD | 2019-09-25 | 8,612.032 | 2019-10-11 | 8,576.677 | 1.232248 | -$44 | -0.4% | signal |
| BTC-USD | 2019-08-22 | 10,152.664 | 2019-09-03 | 10,335.38 | 1.02678 | $188 | +1.8% | signal |
| BTC-USD | 2019-07-15 | 10,268.097 | 2019-08-02 | 10,391.641 | 1.003167 | $124 | +1.2% | signal |
| BTC-USD | 2019-01-14 | 3,560.868 | 2019-02-09 | 3,667.914 | 2.808304 | $301 | +3.0% | signal |
Assumptions
- Start cash $10,000; long-only; no leverage; fractional shares.
- Signals on the daily close, fills at the next bar open; stops and targets checked against each day's low and high.
- Slippage (bps per fill): SPY 5, QQQ 5, GLD 5, BTC-USD 10, ETH-USD 10. Commission $0.
- Data: Yahoo Finance daily bars via yfinance (adjusted). As of 2026-10-17; computed 2026-10-16T23:36:21-07:00.