| Strategy | CAGR | Sharpe | Max DD | Direction | Timeframe | Allocation |
|---|---|---|---|---|---|---|
| Conservative All-Season | +35.0% | 1.34 | -25.5% | Long/Short | 3-Day | 20% |
| Vol-Scaled Turtle | +39.6% | 1.59 | -28.0% | Long Only | Daily | 45% |
| Btc Dual Momentum V2 | +32.7% | 1.19 | -33.1% | Long Only | Daily | 10% |
| Short Low Vol Downtrend | +19.4% | 0.68 | -52.5% | Short Only | 5-Day | 25% |
| Conservative All-Sea | 1.00 | +0.65 | +0.56 | -0.15 |
| Vol-Scaled Turtle | +0.65 | 1.00 | +0.64 | -0.21 |
| Btc Dual Momentum V2 | +0.56 | +0.64 | 1.00 | -0.09 |
| Short Low Vol Downtr | -0.15 | -0.21 | -0.09 | 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.