| Strategy | CAGR | Sharpe | Max DD | Direction | Timeframe | Allocation |
|---|---|---|---|---|---|---|
| Hedged Breakout | +35.2% | 1.46 | -27.5% | Long/Short | Daily | 35% |
| Regime-Adaptive | +78.6% | 1.33 | -56.0% | Long/Short | Weekly | 25% |
| Btc Monthly Momentum | +63.9% | 1.31 | -47.8% | Long Only | Daily | 10% |
| Short Overextended Bear | +18.1% | 0.68 | -40.8% | Short Only | 5-Day | 30% |
| Hedged Breakout | 1.00 | +0.67 | +0.65 | -0.04 |
| Regime-Adaptive | +0.67 | 1.00 | +0.64 | -0.09 |
| Btc Monthly Momentum | +0.65 | +0.64 | 1.00 | -0.02 |
| Short Overextended B | -0.04 | -0.09 | -0.02 | 1.00 |
These results are based on historical backtesting and are hypothetical in nature. They do not represent actual trading results. Backtested performance does not account for real-world factors including slippage beyond fee assumptions, exchange downtime, liquidity constraints, market impact, and execution delays. Actual results may differ materially.
Loot-Fi publishes historical backtesting research for educational purposes only. Nothing on Loot-Fi constitutes financial advice, a recommendation to buy or sell any asset, or an invitation to invest. Past performance in backtesting does not guarantee future results. All trading involves risk, including the loss of your entire investment. You should consult a licensed financial adviser before making any investment decisions.