Can Turtle Trading actually work on crypto futures? Early live data
I've been building a crypto Turtle Trading system for the last few months and recently started running it live on KuCoin Futures.
The idea isn't to become another "buy my signals" channel.
The goal is to build a fully transparent systematic trading project in public:
- Trading engine generates signals (and execute orders for my Account)
- Service distributes and stores events
- Daily Turtle breakout strategy (only 55d breakout)
- ~25 USDT futures markets monitored (only Markets with volume >5.5mln over 6months)
- Public Telegram channel publishing every valid signal
- No manual cherry-picking
I've been manually executing signals for ~1.5 months to observe behavior before enabling full automation. After all open position will reach exit level fully automated trading will start.
Current sample:
Wins: +6.5R (HYPE) +5R (BCH) +3.3R (WLD) +1R (SOL)
Losses: Mostly -2R standard stop losses
Still open: ETH +2.5R SUI +1R
Some observations so far:
- Win rate is low (expected for Turtle systems), about 30%
- Big winners are carrying the system
- Crypto market structure behaves differently from classic Turtle markets (a lot of whipsaw, that's why I increased the minimum volume avoiding easly manipulated Markets)
- I'm still experimenting with pyramiding and risk management (without fully automation I wasn't able to enter all the additional entries)
Not selling anything. Just documenting the process publicly and collecting feedback from people who have experience with systematic trading and trend following in crypto.
Curious if anyone here has experimented with Turtle-style systems on crypto futures.
Happy to share results and lessons as the sample grows.
If anyone wants to follow the project evolution and signal observations (and help with feedbacks), I post the public Telegram channel where every signal is published automatically. Link in comments.