Max Halvorsen — BTC/USD Signal Desk (Python)
Max Halvorsen — BTC/USD Signal Desk (Python)
Max Halvorsen is the BTC/USD desk from the Synthetic Capital / Charting the Rubicon AI Agents Fund — isolated into a single standalone Python script you can run yourself. It reproduces the exact decision the fund's Max Halvorsen desk makes.
What it does
Max is a selective contrarian on Bitcoin. Reading a hyper-fast RSI(2) on 15-minute bars, he fades short-term extremes — long when it hits oversold, short when it hits overbought — and sits flat in between, holding a fixed 60 minutes. Crypto never sleeps, so neither does he (24/7). Each run reads real BTC/USD candles and prints the desk's current call — LONG, SHORT, or FLAT — with entry, an ATR-based stop, and a 0–1 conviction score, as of the last completed candle.
Signal only. The script never places an order and never touches your account.
What's included
-
max_halvorsen_btc.py— the self-contained desk script (only dependencies: requests, pandas, numpy) -
SETUP_GUIDE— a plain-English, step-by-step setup guide for non-coders
Requirements
- Python 3 and
pip install requests pandas numpy - A free OANDA practice API token (read-only pricing)
- Optional: free Alpaca data API keys (used as a crypto price fallback)
Historical backtest — zero-fee paper model on real prices
- Archetype: selective RSI reversion · 15-minute · 540-day Alpaca history
- Net return +221.1% · Sharpe 2.16 · Max drawdown −21.1% · Win rate 52.8% · 4 of 4 positive walk-forward folds
Important: These figures are a zero-fee, zero-slippage paper model on historical data. They are not a forecast and not a promise of profit — live spread, commissions, and slippage will reduce results, and high-frequency crypto strategies are especially cost-sensitive. This is a research tool, not financial advice. Past performance does not indicate future results, and you are responsible for any trading decisions you make.
