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Finaxion Research · Wyckoff: buying the accumulation · cryptocurrencies · Recomputed 2026-09-10

Does Wyckoff: buying the accumulation work on LTC/USD?

Wyckoff: buying the accumulation beats buy-and-hold on LTC/USD by +6.1 points a year over 12 years.

Total return
×62
Buy and hold
859.3%
CAGR
26.9%
Sharpe
0.61
Max drawdown
-77.9%
Trades
119
Out of sample
—
Years
12
1×10×100×166×201520162017201820192020202120222023202420252026
StrategyLTC/USD

Findings

  1. Wyckoff: buying the accumulation beats buy-and-hold on LTC/USD by +6.1 points a year over 12 years.
  2. Against the S&P 500 over the same window: +13.1 points a year.
  3. Total return ×62 versus +859.3% for buy-and-hold, with 119 trades.
  4. Maximum drawdown -77.9%.
  5. It beat before 2020 and stopped afterwards.
  6. It ranks #1 of 227 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 11e887f77aa5.

Exactly what was tested

Mechanical approximation: 20-bar range with an 8-bar test window; active accumulation state → long; state lost → flat.

How to read it

The verdict compares the strategy with buying and holding LTC/USD over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on LTC/USD → · Full page for Wyckoff: buying the accumulation →

How to cite

Finaxion Research (2026). Does Wyckoff: buying the accumulation work on LTC/USD?. Daily backtest 1962-01-01–2026-08-31, artifact 11e887f77aa5. https://finaxion.app/en/research/wyckoff-accumulation/ltc-usd

Not a recommendation. Past performance does not guarantee future results.