KAMA Trend + ATR Trail
Kaufman's Adaptive Moving Average with an ATR band around it. A long opens when price closes above the upper band while the KAMA is rising over the slope lookback; a short on the mirror. The trade exits when price closes back through the opposite band, or on an ATR trailing stop that only tightens. KAMA flattens in chop, so the band keeps price inside it most of the time and trade count stays low
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How to use it
Built for 4h BTC / ETH / SOL perpetuals. Use "Long only" for spot. Position size is a % of equity (Properties). Commission 0.06% per side. Back-test BTCUSDT 4h (Bybit, 0.06% fee/side, funding not included): 2021–2025 +93% (PF 1.25, max DD 39%, 69 trades); unseen 2025–2026 +27% (PF 1.38, 30 trades). Past results don't predict future ones. Concept: Perry J. Kaufman, "Trading Systems and Methods" — adaptive moving average and its filter rule; ATR by J. Welles Wilder (1978).
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Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.