[//]:content-type-MARKDOWN-DONOT-DELETE ![](https://gimg2.gateimg.com/image/ann_en202508041516166672435050.webp) Gate Research has recently published the report titled “Gate Research: Turtle Trading Rules – Classic System with Annual Returns Up to 62.71%”, which systematically reviews the core logic of the classic trend-following “Turtle Trading” strategy and the optimized AdTurtle trading strategy, and evaluates their empirical performance in the more volatile and trend-intensive crypto market. The study finds that both the original Turtle strategy and the enhanced AdTurtle strategy demonstrate strong trend-capturing ability and effective drawdown control on the GT/USDT trading pair, achieving an annualized return of up to 62.71% after parameter optimization. **Key Takeaways:** * The Turtle trading system is a classic trend-following strategy based on breakout and mean volatility, using Donchian Channels to identify entry and exit signals, combined with the ATR indicator for stop-loss and position sizing, thereby enabling systematic trend following. * The improved Turtle trading system incorporates a sliding ATR-based stop-loss and exclusion zone mechanism on top of the traditional Turtle system, dynamically adjusting stop-loss bandwidth and adding positions, enhancing robustness and profitability amid the crypto market’s high volatility and frequent oscillations. * Backtesting results show that the improved strategy outperforms the original Turtle system on hourly GT/USDT data, reflected in higher Sharpe ratios, lower maximum drawdowns, and more stable annualized returns. The higher-frequency versions demonstrate significantly improved sensitivity to trends and risk control. * Future optimizations could include introducing leverage, expanding parameter combinations, and integrating on-chain data and AI-assisted signals to further enhance strategy performance, boosting returns potential and risk management. Explore the full article → Gate Research: Turtle Trading Rules – Classic System with Annual Returns Up to 62.71% Gate Research is a comprehensive blockchain and cryptocurrency research platform that provides deep content for readers, including technical analysis, market insights, industry research, trend forecasting, and macroeconomic policy analysis. **Disclaimer** Investing in cryptocurrency markets involves high risk. Users are advised to conduct their own research and fully understand the nature of the assets and products before making any investment decisions. Gate is not responsible for any losses or damages arising from such decisions. Gate Team August 4, 2025 **Gateway to Crypto** Trade over 3,500 cryptocurrencies safely, quickly, and easily on Gate **Take Action Now** Sign up and claim up to $10,000 in welcome rewards Invite friends and earn a 40% commission **Stay Connected** Visit Gate's official website Download the Gate App | Desktop Follow us on X (Twitter) to get more bonuses Join our Telegram community to discuss trending topics Engage with our global community for the latest insights **Transparency & Security** Check our 100% Proof of Reserves