40.5% returns. 2.41 Sharpe. Only −12.7% drawdown — through a full crypto bear market.

This paper introduces AdaptiveTrend, a systematic trend-following framework built for crypto that combines 6-hour momentum signals, volatility-calibrated trailing stops, and an asymmetric 70/30 long-short allocation.

Tested out-of-sample across 150+ crypto pairs over 36 months (2022–2024):

• Calmar ratio of 3.18 — nearly flat during the bear market while buy-and-hold lost 60–70%.

• Sharpe stays above 2.0 even at 2x the base transaction costs.

• The dynamic trailing stop alone adds +0.73 to Sharpe and cuts drawdown by nearly 10pp.

• Fully rule-based, interpretable, no ML retraining risk.