ETS Case Study #2: Why ETS Uses the Weekly Timeframe for Bitcoin

Bitcoin is one of the most volatile assets in the world.

So how do you identify long-term trends without relying on predictions or emotion?

In this second ETS Case Study, I analyse Bitcoin using the weekly Evidence Trend System (ETS) and explain why, after extensive historical testing, the weekly timeframe proved to be the most effective for this market.

You’ll learn:

• Why the weekly timeframe was selected for Bitcoin

• How ETS identifies a new trend

• Why successful trend following includes losing trades

• How a system can remain profitable with more losing trades than winners

• Why staying out of prolonged downtrends can be just as important as participating in uptrends

One of the most interesting findings from the historical testing was that, despite recording 20 winning trades and 23 losing trades, the system achieved a Profit Factor of 12 because the winning trends were significantly larger than the losses.

That’s one of the core principles behind trend following:

Small losses. Large winners. Consistent process.

As with every ETS case study, this video isn’t about predicting where Bitcoin goes next.

It’s about understanding how a disciplined, evidence-based process responds to changing market conditions.

The goal of ETS isn’t to buy the exact bottom or sell the exact top.

The goal is to consistently participate in long-term trends while avoiding prolonged downtrends whenever the evidence no longer supports being invested.

Follow the evidence. Build long-term wealth. 📈