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TIYlab — Monthly Report: April 2026
Period: April 01, 2026 → April 30, 2026
Executive Summary
TIYlab portfolio: -0.01% • BTC Buy & Hold: +12.06% • Delta vs B&H: -12.08%
Regime traversed: BEAR.
Maximum drawdown: -0.15%.
Yes, we underperformed Buy & Hold this month. By a lot. Here's why that's working as designed — and why we're publishing this report exactly the way it is.
What Actually Happened
BTC closed April up 12.1%. A meaningful rally. Most narrative-driven crypto bots would have caught some of that and posted a green month. We didn't. The Macro Bot stayed in BEAR-cash for the entire period. Zero long exposure. Zero upside captured.
This wasn't a bug. This wasn't a missed signal. This was the strategy doing exactly what it was built to do: refusing to enter long positions until the macro regime confirms BULL, with a deliberate 3-day hysteresis lag to filter out false signals.
The cost of that discipline showed up in April: -12 points of relative performance vs HODL.
Why We Accept This Trade-Off
The reason we run a regime-filtered system instead of HODLing is asymmetric: we accept giving up some upside in exchange for capping the downside.
Look at the numbers from the other side. The portfolio's maximum drawdown this month was -0.15%. Essentially flat. If April had gone the other way — if BTC had crashed 30% on a macro shock — Buy & Hold would be down ~30% while TIYlab would be down ~0.5%.
That's the deal. You don't get to keep all the upside AND avoid all the downside. The system is calibrated to protect, and protection has a cost when the market is in a sustained rally and the regime filter hasn't flipped yet.
The asymmetry only pays off across full cycles. Over the 8-year backtest (2018–2026), this approach delivered +2,036% vs +757% for Buy & Hold, with max drawdown cut from -77% (HODL) to -42% (TIYlab). The April underperformance is one data point inside that larger pattern.
Per-Bot Breakdown
Macro Bot (60% allocation)
Performance: +0.08%. Trades executed: 20.
Stayed BEAR-cash throughout the month. No long entries. The 20 trades were small adjustments and hedge management, not directional bets. The bot is waiting for confirmed regime change before deploying capital.
DCA Bot (10% allocation)
BTC accumulated: 0.000000 BTC across 12 scheduled checks.
The DCA Bot evaluates entry conditions on schedule, but the regime-aware logic restrained accumulation throughout April. With BTC running into resistance at the recent peak, the ATH guard kept buying conservative. This is intended behavior — DCA is supposed to accumulate harder during drawdowns, not chase rallies.
Funding Bot (30% allocation)
Performance: -0.26%. Trades: 18.
The Funding Bot ran its delta-neutral funding-rate harvesting strategy. Modest loss from a brief negative-funding window earlier in the month, plus the calibration improvement (v1.1 deployment) that closed an entry-logic bug mid-month. Performance from May 2 onward reflects the corrected logic.
Risk Management
Maximum drawdown: -0.15%. The portfolio never moved meaningfully against the user.
For context: a typical HODL position over April had intraday drawdowns in the 4–6% range despite ending the month up 12%. Our position spent the month essentially flat — no stress, no overnight risk, no liquidation worries.
What This Report Doesn't Tell You
This is one month. One month of one regime. Drawing conclusions from a single 30-day window — bullish or bearish — is exactly the mistake the strategy is designed to avoid.
Three months from now, the picture could look different in either direction. If BTC keeps rallying and the Macro filter eventually flips BULL, we'll catch the trend with a delay (hysteresis cost) but with full long exposure. If BTC reverses and crashes back down, we'll be sitting in cash while HODL takes the hit.
Neither outcome is forecast. Both are within the strategy's expected range.
Looking Ahead
Same allocation. Same three bots. Same parameters (with the streak=8 calibration on Funding now in place). We don't tweak weights based on a single month's performance — that's the path to chasing your own tail.
Next monthly report drops June 1, with the full track record updated.
Why We Publish This Way
Most algo trading marketing shows you green months. Cherry-picked. No drawdown discussion. No regime context. We publish the bad months exactly the same way we publish the good ones, with the same level of detail.
If you want a system that promises positive returns every month, this isn't it. We promise discipline, transparency, and a strategy that's built to survive — not to feel exciting in a bull market.
Disclaimer
This report describes the live performance of a real trading account operated by TIYlab during April 2026. Past performance does not guarantee future results. Cryptocurrency trading involves substantial risk of loss. Single-month results, positive or negative, are not representative of long-term outcomes. TIYlab is not investment advice. Always do your own research.
→ Live track record (updated daily): tiylab.com
→ Engineering log and detailed write-ups: @tiylab on Medium
→ Follow along: @TIYlab_BTC on X
