This months experienced the Bitcoin crash and results are mixed - most of the strategies performed above the zero, except most volatile - V -4.87 and most previously profitable - Pi 2.0 -10.59. This is as expected.
One strategy was a record (One - 15.96), all others, except weekly (I don’t take them into account in reviews) - from 0.44% (portfolio) to 8.69%.
So, indexing clearly shows it can protect from crashes.
Future plans. I am working on hourly ar minute Bitcoin bots when I can, but this will be long process until release.
Hourly bot expected performance (in sample + out of sample 1/2):
In regards of minute performance, it is too unreal (200%/ year) to show it here, and, most possibly, impossible to achieve due to various constraints.