Bitcoin has seen a tremendous growth in both price an trading volume this year. Noticing that, I’ve backtested a scalping strategy I normally use to trade interest rate futures on Bitcoin, and... it worked great with very minor modifications.

UPDATE (NOV 27, 2017): I've decided to remove this post, and won't be making the strategy's performance public anymore.

Bitcoin Scalping Performance

Q. Why did you stop publishing the stats?

A. My long/short Bitcoin startegy is performing very well (56% in October, 71% in November), and I'm now trading it on a larger scale for a few large investors.

Q. How can I invest in this strategy?

A. If you're interested in trading this strategy, please verify your qualified investor status by visiting and following the instructions. Once verified, I will be happy to provide more information, as well as an up-to-date performance report. Performance fee is 20% of month-end returns.