The summary is as follows:

Trade based on BTC monthly returns

BTC's monthly return data is very interesting, and there are many secrets hidden in it.

- Among the four seasons, Q4 and Q1 have better returns, while Q2 and Q3 are worse

- The three months with the best returns: November, October, and February, with November being the best

- The three months with the worst returns: September, June, and August, with September being the worst

Based on the above, the following strategies can be formulated:

- Bottom-picking in September, holding in October and November, and selling in December

- Bottom-picking in January, holding in February and March, and selling in April

The total holding time is 4 months, and the short position is 8 months, which can probably outperform the index. Interested students can do a data backtracking.