Crypto Investor

Multi-Timeframe Analysis on BTC — Daily, Weekly, Monthly All Aligned

127% avg return vs 34% random entries (10-year backtest)Crypto & DeFi4 min read

Key Takeaway

An AI agent checks BTC across daily, weekly, and monthly timeframes — when all three align bullish, backtested returns averaged 127% vs. 34% for random entries.

The Problem

Every trader has a timeframe problem. You look at the daily chart — bullish. Switch to the weekly — bearish. Monthly? Unclear. Now what?

Most people resolve this by ignoring it. They trade their favorite timeframe and pretend the others don't exist. Or they flip between charts until they find one that confirms what they already want to do. Neither approach works.

The research is clear: trades taken when multiple timeframes align produce significantly better outcomes than single-timeframe entries. The problem is that checking three timeframes across multiple indicators is tedious, subjective, and inconsistent. What counts as "bullish" on the monthly? Where do you draw the line?

I wanted a system that checked BTC across all three timeframes every single day, produced a clear alignment signal, and updated Hari's morning intelligence brief with a conviction score. No ambiguity. No interpretation drift.

The Solution

The Backtest Expert skill defines and validates the multi-timeframe framework. Crypto Market Data feeds in the price and volume data. Hari synthesizes the output into a daily conviction score that shapes position sizing.

The Process

The multi-timeframe analysis runs on a clear framework:

yamlShow code

# mtf-btc-config.yaml
asset: BTC/USD
timeframes:
  daily:
    role: "momentum / entry timing"
    indicators:
      - EMA_21_cross_EMA_55
      - RSI_14: { bullish: ">50", bearish: "<50" }
      - MACD_histogram: { bullish: "positive", bearish: "negative" }
      - volume: "above_20d_avg"
  weekly:
    role: "trend direction"
    indicators:
      - EMA_21_cross_EMA_55
      - RSI_14: { bullish: ">50", bearish: "<50" }
      - ADX: { trending: ">25" }
      - weekly_close_vs_21EMA
  monthly:
    role: "cycle position"
    indicators:
      - price_vs_200_week_MA
      - monthly_RSI: { overbought: ">80", oversold: "<30" }
      - halving_cycle_position
      - realized_price_vs_market_price

alignment_scoring:
  all_bullish: { conviction: "HIGH", size: "100% of target" }
  2_of_3_bullish: { conviction: "MEDIUM", size: "50% of target" }
  mixed: { conviction: "LOW", size: "25% of target" }
  all_bearish: { conviction: "NONE", size: "0% — exit signal" }

The daily output in Hari's morning brief:

View details

═══ BTC MULTI-TIMEFRAME ANALYSIS — 2026-03-12 ═══

MONTHLY (Cycle):
  ├── Price vs 200W MA: +82% above ✅ Bullish
  ├── Monthly RSI: 68 (elevated, not overbought) ✅ Bullish
  ├── Halving cycle: Month 23 of ~48 ✅ Mid-cycle
  └── Assessment: BULLISH

WEEKLY (Trend):
  ├── EMA 21/55: 21 above 55, spread widening ✅ Bullish
  ├── RSI: 62 ✅ Bullish
  ├── ADX: 31 (trending) ✅ Trend confirmed
  └── Assessment: BULLISH

DAILY (Momentum):
  ├── EMA 21/55: 21 above 55 ✅ Bullish
  ├── RSI: 58 ✅ Bullish
  ├── MACD: Histogram positive, rising ✅ Bullish
  ├── Volume: 1.2x 20d average ✅ Confirmed
  └── Assessment: BULLISH

ALIGNMENT: 3/3 BULLISH → HIGH CONVICTION
Position size recommendation: 100% of target allocation

The backtest validation:

pythonShow code

# Backtest results: 2015-2025 (10 years, daily resolution)
results = {
    "all_3_bullish": {
        "occurrences": 847,        # ~23% of trading days
        "avg_30d_return": "12.4%",
        "avg_90d_return": "38.2%",
        "avg_hold_return": "127%",  # Held until alignment broke
        "max_drawdown_during": "-18%",
        "win_rate": "78%"
    },
    "2_of_3_bullish": {
        "occurrences": 1203,
        "avg_30d_return": "4.8%",
        "avg_hold_return": "52%",
        "win_rate": "63%"
    },
    "random_entry": {
        "avg_hold_return": "34%",   # BTC had a strong decade
        "max_drawdown": "-73%",
        "win_rate": "54%"
    },
    "all_3_bearish": {
        "occurrences": 312,
        "avg_30d_return": "-11.2%",
        "avg_hold_return": "-34%"
    }
}

The Results

Metric	Aligned Entries	Random Entries
Average return per trade	127%	34%
Win rate	78%	54%
Max drawdown during hold	-18%	-73%
Average hold duration	94 days	N/A
Sharpe ratio	2.1	0.8
Signal frequency	23% of days	100%

The 127% vs 34% comparison needs context. BTC went up a lot over the test period. Random entries still made money — just less, with far more pain. The aligned approach avoided the worst drawdowns because when all three timeframes break down, you're out before the capitulation.

The key insight: alignment acts as a filter. You're not trading more — you're trading less, but in higher-quality setups. 77% of days, the agent says "no alignment, no action." That patience is the edge.

Try It Yourself

Install the Backtest Expert and Crypto Market Data skills. The backtest skill lets you validate any multi-timeframe framework against historical data before deploying it live. Start with BTC — the longest history and most liquid market. The framework works on ETH and major alts, but backtest depth is shorter.

Don't trust the alignment blindly. The 127% average includes some lucky runs during 2020-2021. Look at the worst aligned trades to understand your downside.

Start free on Mr.Chief →

One timeframe is an opinion. Three timeframes aligned is a signal.

BTCmulti-timeframetechnical-analysisbacktestingconviction-sizing

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Crypto Investor

Multi-Timeframe Analysis on BTC — Daily, Weekly, Monthly All Aligned

127% avg return vs 34% random entries (10-year backtest)Crypto & DeFi4 min read

Key Takeaway

An AI agent checks BTC across daily, weekly, and monthly timeframes — when all three align bullish, backtested returns averaged 127% vs. 34% for random entries.

The Problem

Every trader has a timeframe problem. You look at the daily chart — bullish. Switch to the weekly — bearish. Monthly? Unclear. Now what?

The Solution

The Process

The multi-timeframe analysis runs on a clear framework:

yamlShow code

# mtf-btc-config.yaml
asset: BTC/USD
timeframes:
  daily:
    role: "momentum / entry timing"
    indicators:
      - EMA_21_cross_EMA_55
      - RSI_14: { bullish: ">50", bearish: "<50" }
      - MACD_histogram: { bullish: "positive", bearish: "negative" }
      - volume: "above_20d_avg"
  weekly:
    role: "trend direction"
    indicators:
      - EMA_21_cross_EMA_55
      - RSI_14: { bullish: ">50", bearish: "<50" }
      - ADX: { trending: ">25" }
      - weekly_close_vs_21EMA
  monthly:
    role: "cycle position"
    indicators:
      - price_vs_200_week_MA
      - monthly_RSI: { overbought: ">80", oversold: "<30" }
      - halving_cycle_position
      - realized_price_vs_market_price

alignment_scoring:
  all_bullish: { conviction: "HIGH", size: "100% of target" }
  2_of_3_bullish: { conviction: "MEDIUM", size: "50% of target" }
  mixed: { conviction: "LOW", size: "25% of target" }
  all_bearish: { conviction: "NONE", size: "0% — exit signal" }

The daily output in Hari's morning brief:

View details

═══ BTC MULTI-TIMEFRAME ANALYSIS — 2026-03-12 ═══

MONTHLY (Cycle):
  ├── Price vs 200W MA: +82% above ✅ Bullish
  ├── Monthly RSI: 68 (elevated, not overbought) ✅ Bullish
  ├── Halving cycle: Month 23 of ~48 ✅ Mid-cycle
  └── Assessment: BULLISH

WEEKLY (Trend):
  ├── EMA 21/55: 21 above 55, spread widening ✅ Bullish
  ├── RSI: 62 ✅ Bullish
  ├── ADX: 31 (trending) ✅ Trend confirmed
  └── Assessment: BULLISH

DAILY (Momentum):
  ├── EMA 21/55: 21 above 55 ✅ Bullish
  ├── RSI: 58 ✅ Bullish
  ├── MACD: Histogram positive, rising ✅ Bullish
  ├── Volume: 1.2x 20d average ✅ Confirmed
  └── Assessment: BULLISH

ALIGNMENT: 3/3 BULLISH → HIGH CONVICTION
Position size recommendation: 100% of target allocation

The backtest validation:

pythonShow code

# Backtest results: 2015-2025 (10 years, daily resolution)
results = {
    "all_3_bullish": {
        "occurrences": 847,        # ~23% of trading days
        "avg_30d_return": "12.4%",
        "avg_90d_return": "38.2%",
        "avg_hold_return": "127%",  # Held until alignment broke
        "max_drawdown_during": "-18%",
        "win_rate": "78%"
    },
    "2_of_3_bullish": {
        "occurrences": 1203,
        "avg_30d_return": "4.8%",
        "avg_hold_return": "52%",
        "win_rate": "63%"
    },
    "random_entry": {
        "avg_hold_return": "34%",   # BTC had a strong decade
        "max_drawdown": "-73%",
        "win_rate": "54%"
    },
    "all_3_bearish": {
        "occurrences": 312,
        "avg_30d_return": "-11.2%",
        "avg_hold_return": "-34%"
    }
}

The Results

Metric	Aligned Entries	Random Entries
Average return per trade	127%	34%
Win rate	78%	54%
Max drawdown during hold	-18%	-73%
Average hold duration	94 days	N/A
Sharpe ratio	2.1	0.8
Signal frequency	23% of days	100%

Try It Yourself

Don't trust the alignment blindly. The 127% average includes some lucky runs during 2020-2021. Look at the worst aligned trades to understand your downside.

Start free on Mr.Chief →

One timeframe is an opinion. Three timeframes aligned is a signal.

BTCmulti-timeframetechnical-analysisbacktestingconviction-sizing

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Want results like these?

Start free with your own AI team. No credit card required.

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