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BTC Monthly Momentum
BTC LONG
Simple trend-following rule: go long BTC when its 30-day return is positive, hold cash when it's negative.Position size ...
Sharpe
1.31
CAGR
+63.9%
Max DD
-47.8%
Period
6.1yr
BTC Quarterly Momentum
BTC LONG
Goes long BTC when its 90-day (quarterly) return is positive.Uses a longer lookback than the monthly version to filter o...
Sharpe
1.24
CAGR
+36.7%
Max DD
-30.7%
Period
6.1yr
BTC Dual Momentum v2
BTC LONG
Requires BOTH short-term (7-day) and medium-term (30-day) momentum to be positive before going long BTC.Full position wh...
Sharpe
1.19
CAGR
+32.7%
Max DD
-33.1%
Period
6.1yr
BTC 200-Day Trend
BTC LONG
Classic trend-following approach: long BTC when price is above its 200-day moving average.Full position during a 'golden...
Sharpe
0.95
CAGR
+28.8%
Max DD
-41.9%
Period
5.6yr
BTC Momentum MR Combo
BTC LONG
Hybrid strategy that combines trend following with mean reversion.In uptrends (30-day return positive), it stays long BT...
Sharpe
1.22
CAGR
+31.6%
Max DD
-35.0%
Period
6.1yr
BTC Weekly Breakout
BTC LONG
Enters long BTC when price breaks above the 4-week (28-day) high.Exits when price drops below the 2-week low or hits a 1...
Sharpe
1.19
CAGR
+70.8%
Max DD
-53.7%
Period
6.1yr
BTC Weekly Seasonality
BTC LONG
Exploits the tendency for BTC to perform better early in the week (Monday-Wednesday) than later (Thursday-Sunday).Takes ...
Sharpe
0.83
CAGR
+22.1%
Max DD
-35.3%
Period
6.1yr
BTC Tiered Sizing
BTC LONG
A defensive BTC holding strategy that adjusts position size based on where price sits relative to key moving averages.Fu...
Sharpe
1.14
CAGR
+47.3%
Max DD
-63.5%
Period
6.1yr
BTC Leads Memes
CS LONG
When BTC pumps >3% in a single day, buys all available meme coins and holds for 3 days.BTC pumps trigger risk-on sentime...
Sharpe
1.08
CAGR
+65.0%
Max DD
-48.1%
Period
6.1yr
RSI Momentum v2
CS L/S
Uses the 14-day RSI (Relative Strength Index) to rank coins cross-sectionally.Goes long the 10 coins with A high RSI (st...
Sharpe
1.44
CAGR
+70.9%
Max DD
-50.8%
Period
6.1yr
Trend Momentum Long-Only
CS LONG
Only buys coins that are in a confirmed uptrend: price must be above its 20-day MA, AND the 20-day MA must be above the ...
Sharpe
0.86
CAGR
+43.3%
Max DD
-58.4%
Period
6.1yr
Regime-Adaptive
CS L/S
Dynamically adjusts its long/short allocation based on BTC's market regime.In a strong bull (BTC 30d > +10%): goes long-...
Sharpe
1.33
CAGR
+78.6%
Max DD
-56.0%
Period
5.3yr
Multi-TF Momentum LO
HIGH DRAWDOWN CS LONG
Combines momentum signals across three timeframes: 7-day (40% weight), 21-day (35%), and 63-day (25%).Each is converted ...
Sharpe
0.93
CAGR
+46.9%
Max DD
-74.3%
Period
5.4yr
Momentum Crash Hedge
HIGH DRAWDOWN CS L/S
Always maintains long positions in the top 10 momentum coins (60% of capital).When BTC's 30-day return turns negative, i...
Sharpe
1.13
CAGR
+57.8%
Max DD
-71.8%
Period
5.3yr
Time-Series Momentum
CS L/S
Unlike cross-sectional strategies that rank coins against each other, this gives each coin its OWN trend signal.A coin i...
Sharpe
1.27
CAGR
+99.1%
Max DD
-35.9%
Period
6.1yr
Quality Momentum
CS LONG
Ranks coins by 'quality-adjusted' momentum: the raw 21-day return multiplied by the log of the volume ratio (current vol...
Sharpe
1.3
CAGR
+101.3%
Max DD
-67.9%
Period
6.1yr
Carry Momentum Long
CS LONG
Blends two signals equally: negative funding rate carry (coins where shorts pay longs) and 21-day momentum.Only consider...
Sharpe
1.43
CAGR
+89.5%
Max DD
-49.2%
Period
6.1yr
VWAP RVOL Combo Long
CS LONG
Combines two powerful signals: price above the 20-day Volume-Weighted Average Price (VWAP) plus Relative Volume above 1....
Sharpe
1.31
CAGR
+101.1%
Max DD
-61.4%
Period
6.1yr
MA Slope Momentum Long
HIGH DRAWDOWN CS LONG
Focuses on coins where the 20-day moving average itself is accelerating upward.Measures the 5-day rate of change of the ...
Sharpe
1.09
CAGR
+76.9%
Max DD
-84.0%
Period
6.1yr
Gap Volume Long
CS LONG
Catches strong daily moves: enters when a coin moves up more than 3% in a single day on relative volume greater than 1.8...
Sharpe
1.07
CAGR
+75.6%
Max DD
-64.8%
Period
6.1yr
Triple MA Alignment LS
HIGH DRAWDOWN CS L/S
Scores each coin by how aligned its moving averages are.A perfect bullish alignment is: 5MA > 10MA > 20MA > 50MA (all tr...
Sharpe
0.94
CAGR
+54.0%
Max DD
-77.3%
Period
5.2yr
EMA 9-21 Cross LS
HIGH DRAWDOWN CS L/S
Uses the classic EMA crossover signal applied cross-sectionally.Ranks all coins by the distance between their 9-day EMA ...
Sharpe
0.88
CAGR
+46.9%
Max DD
-82.8%
Period
5.4yr
All-Weather Adaptive
CS L/S
A 4-regime system that reads BTC's position relative to its 200-day MA and recent 30/90-day returns to determine the mar...
Sharpe
1.72
CAGR
+49.8%
Max DD
-36.6%
Period
5.3yr
Trend Anti-Trend Combo
CS LONG
Blends two complementary signals: 60% from Turtle breakouts (catches trending moves) and 40% from oversold bounces in up...
Sharpe
1.61
CAGR
+40.2%
Max DD
-29.1%
Period
6.1yr
Conservative All-Season
CS L/S
Highly defensive strategy in the portfolio.Uses small position sizes (50% of normal for longs, 30% for shorts) and only ...
Sharpe
1.34
CAGR
+35.0%
Max DD
-25.5%
Period
5.6yr
Low Exposure Trend
CS LONG
Dynamically scales its total market exposure based on 'market breadth' — the percentage of coins trading above their 20-...
Sharpe
1.26
CAGR
+31.1%
Max DD
-34.1%
Period
6.1yr
Turtle 10-5 Fast
CS LONG
A faster variant of the classic Turtle system using shorter lookback periods: enter when a coin makes a new 10-day high ...
Sharpe
1.7
CAGR
+93.6%
Max DD
-46.5%
Period
6.1yr
Turtle 40-20 Slow
CS LONG
The slow, patient version of the Turtle system: enter on a 40-day high breakout (roughly 2 months), exit on a 20-day low...
Sharpe
1.48
CAGR
+58.5%
Max DD
-53.0%
Period
6.1yr
Vol-Scaled Turtle
CS LONG
Runs the Turtle breakout system (enter on 20-day high, exit on 10-day low) but dynamically scales position size based on...
Sharpe
1.59
CAGR
+39.6%
Max DD
-28.0%
Period
6.1yr
Hedged Breakout
CS L/S
Maintains Turtle breakout longs (60% of capital) at all times, but adds a short hedge (40% of capital) on the 5 weakest ...
Sharpe
1.46
CAGR
+35.2%
Max DD
-27.5%
Period
6.1yr
Breakout RVOL Donchian
CS LONG
Only enters breakouts that are accompanied by above-average volume (RVOL > 1.3x).A breakout on low volume may be more li...
Sharpe
1.58
CAGR
+61.3%
Max DD
-34.9%
Period
6.1yr
Short Overextended Bear
SHORT ONLY
Targets coins that have rallied too far too fast — specifically those with a Z-score above 2.0 (more than 2 standard dev...
Sharpe
0.68
CAGR
+18.1%
Max DD
-40.8%
Period
4.8yr
Short Low Vol Downtrend
SHORT ONLY
Identifies coins in confirmed downtrends (below both 20-day and 50-day moving averages) where trading volume has dried u...
Sharpe
0.68
CAGR
+19.4%
Max DD
-52.5%
Period
4.7yr
Fade RVOL Spike 15x
LOW SAMPLE SHORT ONLY
Shorts coins that spike >15x their 20-day average volume while up >50% in 3 days.These extreme volume events signal peak...
Sharpe
1.42
CAGR
+43.6%
Max DD
-7.7%
Period
2.3yr
Fade BB Expansion
SHORT ONLY
Shorts coins where Bollinger bandwidth expands to 3x its 20-day average while price is up >50% in 3 days.Bandwidth explo...
Sharpe
0.74
CAGR
+44.1%
Max DD
-27.8%
Period
5.2yr
Short New Listings
SHORT ONLY
Shorts every new Binance Futures listing starting on day 2 after listing, holds for 5 days.New listings consistently fad...
Sharpe
1.07
CAGR
+26.7%
Max DD
-32.3%
Period
6.1yr
Long L1 Short L2
SPREAD
A sector spread trade: goes long the 5 strongest Layer 1 blockchain coins (BTC, ETH, SOL, ADA, AVAX, etc.) and shorts th...
Sharpe
0.45
CAGR
+9.7%
Max DD
-60.2%
Period
2.0yr
L1 Sympathy Play
SECTOR LONG
When any Layer 1 coin pumps >10% in a single day, buys all other L1 coins for 3 days.L1 blockchains are highly correlate...
Sharpe
1.19
CAGR
+48.8%
Max DD
-53.9%
Period
6.1yr
Meme Sympathy Play
SECTOR LONG
When any meme coin pumps >15% in a day, buys all other meme coins for 7 days.Meme coin rallies are contagious — when DOG...
Sharpe
0.83
CAGR
+31.8%
Max DD
-35.5%
Period
6.1yr
Large Cap EMA Ribbon
CS LONG
Only trades the largest cryptocurrencies by market cap (top 50, reconstituted annually from CoinMarketCap data).Requires...
Sharpe
1.26
CAGR
+73.1%
Max DD
-53.3%
Period
6.1yr
Large Cap Bull Bear Switch
CS L/S
Trades only the top 50 coins by market cap with a 4-state regime model based on BTC's short (7-day) and medium (30-day) ...
Sharpe
1.27
CAGR
+44.5%
Max DD
-45.2%
Period
5.6yr
Large Cap Trend Following
HIGH DRAWDOWN CS LONG
A simple but effective approach limited to large-cap coins (top 50 by market cap, reconstituted annually).Only holds coi...
Sharpe
1.12
CAGR
+88.8%
Max DD
-89.0%
Period
6.1yr
BTC Monthly Momentum
Total Return
+1951.3%
CAGR
+63.9%
Sharpe
1.31
Max Drawdown
-47.8%
Annual Vol
45.7%
Win Rate
27.7%
Starting Capital
$50K
Fees
7bps RT
Trades
~22
Timeframe
Daily
Max Leverage
~1.5x
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Strategy
Simple trend-following rule: go long BTC when its 30-day return is positive, hold cash when it's negative.
  • Position size is dynamically adjusted using a 60% volatility target — when BTC is calm, leverage increases; when volatile, it decreases.
  • This avoids the worst of bear markets by sitting in cash when the trend is down, while capturing the bulk of bull runs.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $1,025,657 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Quarterly Momentum
Total Return
+576.4%
CAGR
+36.7%
Sharpe
1.24
Max Drawdown
-30.7%
Annual Vol
28.5%
Win Rate
30.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~24
Timeframe
Daily
Max Leverage
~1.5x
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Strategy
Goes long BTC when its 90-day (quarterly) return is positive.
  • Uses a longer lookback than the monthly version to filter out short-term noise and only trade sustained trends.
  • Position size scales with momentum strength — a +30% quarter gets full size, while a barely positive quarter gets half size.
  • 50% volatility target with max 3x leverage.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $338,205 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Dual Momentum v2
Total Return
+464.0%
CAGR
+32.7%
Sharpe
1.19
Max Drawdown
-33.1%
Annual Vol
26.7%
Win Rate
27.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~22
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
Requires BOTH short-term (7-day) and medium-term (30-day) momentum to be positive before going long BTC.
  • Full position when both align, half position when only the 30-day is positive.
  • Includes a 15% trailing stop from peak price to reduce exposure during reversals.
  • The dual confirmation reduces whipsaws compared to single-timeframe momentum.
  • Vol-targeted at 50%.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $281,982 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC 200-Day Trend
Total Return
+369.1%
CAGR
+28.8%
Sharpe
0.95
Max Drawdown
-41.9%
Annual Vol
31.7%
Win Rate
29.6%
Starting Capital
$50K
Fees
7bps RT
Trades
~16
Timeframe
Daily
Max Leverage
~1.5x
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Strategy
Classic trend-following approach: long BTC when price is above its 200-day moving average.
  • Full position during a 'golden cross' (50-day MA above 200-day MA), half position when only price is above 200MA.
  • The 200-day MA is Highly widely watched trend indicator in all markets — being above it means the long-term trend is up.
  • Vol-targeted at 50%.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $234,563 over 5.6 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Momentum MR Combo
Total Return
+435.8%
CAGR
+31.6%
Sharpe
1.22
Max Drawdown
-35.0%
Annual Vol
25.1%
Win Rate
29.7%
Starting Capital
$50K
Fees
7bps RT
Trades
~10
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
Hybrid strategy that combines trend following with mean reversion.
  • In uptrends (30-day return positive), it stays long BTC but increases size when price dips significantly below the 20-day average (Z-score < -1.5).
  • In downtrends, it only buys extreme oversold conditions (Z-score < -2.0) with small size.
  • Essentially 'buys the dip' in uptrends while staying cautious in downtrends.
  • Vol-targeted at 60%.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Hybrid · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $267,898 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Weekly Breakout
Total Return
+2530.6%
CAGR
+70.8%
Sharpe
1.19
Max Drawdown
-53.7%
Annual Vol
59.8%
Win Rate
20.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~44
Timeframe
Daily
Max Leverage
~1.5x
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Strategy
Enters long BTC when price breaks above the 4-week (28-day) high.
  • Exits when price drops below the 2-week low or hits a 12% stop loss.
  • Scales into trades that move in favour: starts at base leverage, adds at +5% and +10% unrealised gain.
  • This is a Donchian channel breakout adapted for BTC's tendency to make sustained moves after consolidation.
  • Vol-targeted at 60%.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $1,315,282 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Weekly Seasonality
Total Return
+238.1%
CAGR
+22.1%
Sharpe
0.83
Max Drawdown
-35.3%
Annual Vol
28.8%
Win Rate
27.3%
Starting Capital
$50K
Fees
7bps RT
Trades
~22
Timeframe
Daily
Max Leverage
~1.5x
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Strategy
Exploits the tendency for BTC to perform better early in the week (Monday-Wednesday) than later (Thursday-Sunday).
  • Takes a full position Mon-Wed and reduces to 30% Thu-Sun, but only when the 30-day trend is positive.
  • Sits in cash entirely during bear markets.
  • The weekly pattern may be driven by institutional trading activity concentrated in traditional market hours.
  • Vol-targeted at 80%.
Universe
BTC only · Binance Futures · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Calendar · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $169,075 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Tiered Sizing
Total Return
+967.7%
CAGR
+47.3%
Sharpe
1.14
Max Drawdown
-63.5%
Annual Vol
41.5%
Win Rate
33.3%
Starting Capital
$50K
Fees
7bps RT
Trades
~30
Timeframe
Daily
Max Leverage
1x
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Strategy
A defensive BTC holding strategy that adjusts position size based on where price sits relative to key moving averages.
  • Full position (100%) when BTC is above the 50-day MA — the trend is healthy.
  • Half position (50%) when between the 200-day and 50-day MA — trend is weakening but not broken.
  • Zero position (cash) when below the 200-day MA — the long-term trend is bearish.
  • This simple 3-tier system improves both CAGR (+56.7% vs +44.8% buy & hold) AND reduces max drawdown from -76.7% to -51.5% by avoiding the worst of bear markets.
  • In backtesting, this approach outperformed buy & hold — historically, avoiding large losses compounded more than the cost of missing some upside.
Universe
BTC only · Binance Futures · Tiered position sizing based on 50MA and 200MA · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $533,836 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
BTC Leads Memes
Total Return
+2035.2%
CAGR
+65.0%
Sharpe
1.08
Max Drawdown
-48.1%
Annual Vol
61.0%
Win Rate
5.9%
Starting Capital
$50K
Fees
7bps RT
Trades
~290
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
When BTC pumps >3% in a single day, buys all available meme coins and holds for 3 days.
  • BTC pumps trigger risk-on sentiment and retail FOMO flows into A high-beta assets — meme coins.
  • The effect plays out over 2-3 days as the excitement spreads.
  • Robust across BTC pump thresholds (2-6%) and hold periods (2-5 days).
  • Triggers 25-77 days per year with even distribution across all years.
Universe
Binance Futures · Meme coins (DOGE, SHIB, PEPE, etc) · Triggered by BTC daily pump >3% · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Cross-Asset · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $1,067,618 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1DOGE (LONG)2021-04-13 → 2021-04-16+416.2%
2PNUT (LONG)2024-11-11 → 2024-11-14+351.8%
3WIF (LONG)2024-02-27 → 2024-03-01+163.6%
41000PEPE (LONG)2024-02-27 → 2024-03-01+120.7%
51000BONK (LONG)2023-12-05 → 2023-12-08+106.5%
61000SHIB (LONG)2021-10-01 → 2021-10-04+87.1%
Bottom 20 Trades
#CoinEntry → ExitReturn
11000BONK (LONG)2024-01-02 → 2024-01-07-31.3%
2WIF (LONG)2025-03-03 → 2025-03-08-29.9%
3PNUT (LONG)2025-03-03 → 2025-03-08-24.8%
41000PEPE (LONG)2025-03-03 → 2025-03-08-24.5%
5DOGE (LONG)2025-03-03 → 2025-03-08-19.6%
61000SHIB (LONG)2025-03-03 → 2025-03-08-16.5%
RSI Momentum v2
Total Return
+2547.2%
CAGR
+70.9%
Sharpe
1.44
Max Drawdown
-50.8%
Annual Vol
43.9%
Win Rate
54.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,255
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
Uses the 14-day RSI (Relative Strength Index) to rank coins cross-sectionally.
  • Goes long the 10 coins with A high RSI (strongest momentum) and shorts the 10 with A low.
  • However, it only considers RSI readings for coins that are above their 50-day moving average — this filters out 'dead cat bounces' where RSI rises in a downtrend.
  • Coins with RSI < 30 are always included as potential shorts.
  • Weekly rebalance.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Technical · Long/Short · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $1,323,600 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-23 → 2021-08-04+1269.4%
2ZEC (LONG)2025-09-26 → 2025-12-10+642.1%
3BNB (LONG)2021-02-03 → 2021-03-10+446.8%
4ETC (LONG)2021-03-26 → 2021-05-19+435.7%
5AVAX (LONG)2021-01-13 → 2021-02-17+382.4%
6ADA (LONG)2020-03-30 → 2020-07-22+341.8%
7GALA (LONG)2021-11-17 → 2021-12-08+337.5%
81000SHIB (LONG)2021-09-22 → 2021-10-20+325.6%
9DOGE (LONG)2021-04-14 → 2021-05-12+312.5%
10FIL (LONG)2021-03-10 → 2021-04-14+301.2%
11CHZ (LONG)2021-03-03 → 2021-03-10+282.5%
12DOLO (LONG)2025-07-23 → 2025-08-13+269.7%
13PENGU (LONG)2025-06-23 → 2025-07-16+264.7%
14AAVE (LONG)2021-01-13 → 2021-02-17+253.6%
15XRP (LONG)2024-11-14 → 2024-12-04+242.0%
161000PEPE (LONG)2024-02-28 → 2024-03-13+239.6%
17M (LONG)2025-09-03 → 2025-09-24+198.3%
18OP (LONG)2023-01-04 → 2023-02-15+194.7%
19WLD (LONG)2024-02-14 → 2024-02-28+186.5%
20TRX (LONG)2021-03-13 → 2021-04-14+181.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1ASTER (SHORT)2025-09-20 → 2025-09-24-92.0%
2ZORA (SHORT)2025-07-26 → 2025-07-30-78.7%
3DASH (LONG)2025-11-05 → 2025-12-17-68.5%
4STRK (LONG)2025-11-20 → 2025-12-31-68.2%
5BCH (SHORT)2020-01-03 → 2020-02-12-67.3%
6AAVE (LONG)2021-05-19 → 2021-06-23-67.0%
7SNX (LONG)2025-10-15 → 2025-11-19-66.8%
8ADA (LONG)2020-02-15 → 2020-03-18-63.2%
9M (SHORT)2025-07-08 → 2025-07-09-61.4%
10XRP (LONG)2021-05-19 → 2021-06-23-59.9%
11GALA (LONG)2022-05-05 → 2022-05-11-59.3%
12TRUMP (SHORT)2025-01-19 → 2025-01-22-59.2%
13IP (SHORT)2025-02-16 → 2025-02-19-58.8%
14LINK (LONG)2020-03-06 → 2020-03-18-58.6%
15FARTCOIN (SHORT)2024-12-23 → 2024-12-25-58.0%
16MON (SHORT)2025-11-23 → 2025-11-26-57.4%
17XLM (LONG)2021-05-12 → 2021-06-16-56.8%
18ETC (LONG)2021-05-07 → 2021-05-19-55.7%
19RESOLV (LONG)2026-01-27 → 2026-02-10-52.9%
20CRV (LONG)2022-05-05 → 2022-05-18-52.7%
Trend Momentum Long-Only
Total Return
+800.2%
CAGR
+43.3%
Sharpe
0.86
Max Drawdown
-58.4%
Annual Vol
65.5%
Win Rate
18.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~404
Timeframe
Weekly
Max Leverage
~1.7x
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Strategy
Only buys coins that are in a confirmed uptrend: price must be above its 20-day MA, AND the 20-day MA must be above the 60-day MA (both short and medium-term trends aligned).
  • Among those qualifying coins, it goes long the top 10 by 21-day momentum.
  • This double filter means it completely avoids coins in downtrends, sitting in cash when few coins meet the criteria.
  • Weekly rebalance, 50% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $450,099 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1SOL (LONG)2021-01-22 → 2021-02-24+478.1%
2ETC (LONG)2021-03-31 → 2021-05-19+355.2%
3ZEC (LONG)2025-09-26 → 2025-10-15+321.7%
4DOGE (LONG)2021-04-14 → 2021-05-12+312.5%
5AVAX (LONG)2021-01-13 → 2021-02-24+284.5%
6NEAR (LONG)2021-08-11 → 2021-09-08+262.9%
7AAVE (LONG)2021-01-13 → 2021-02-17+253.6%
8XLM (LONG)2024-11-14 → 2024-12-11+249.9%
9DOT (LONG)2020-12-31 → 2021-02-10+226.0%
10FET (LONG)2024-02-21 → 2024-03-27+194.5%
111000SHIB (LONG)2021-10-22 → 2021-10-27+187.4%
121000PEPE (LONG)2024-02-28 → 2024-03-27+186.5%
13UNI (LONG)2021-01-22 → 2021-02-17+183.7%
14DOLO (LONG)2025-07-20 → 2025-08-06+158.8%
15SNX (LONG)2025-09-24 → 2025-10-15+155.8%
16CRV (LONG)2024-11-21 → 2024-12-18+154.5%
17XRP (LONG)2021-03-31 → 2021-04-28+141.5%
18BNB (LONG)2021-02-10 → 2021-02-24+137.0%
19FIL (LONG)2021-03-03 → 2021-03-24+124.6%
20HBAR (LONG)2024-11-21 → 2024-12-18+123.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1DASH (LONG)2021-05-07 → 2021-05-19-57.3%
2ETC (LONG)2021-05-07 → 2021-05-19-55.7%
3BCH (LONG)2021-05-12 → 2021-05-19-55.2%
4LTC (LONG)2021-05-10 → 2021-05-19-52.1%
5ZEN (LONG)2021-05-15 → 2021-05-19-51.3%
6AVAX (LONG)2021-02-11 → 2021-02-24-46.0%
7DOGE (LONG)2021-05-08 → 2021-05-12-43.5%
8BIO (LONG)2025-08-23 → 2025-09-03-41.9%
9ETH (LONG)2021-05-12 → 2021-05-19-41.5%
10XLM (LONG)2021-05-12 → 2021-05-19-39.9%
11W (LONG)2025-10-07 → 2025-10-15-39.6%
12AXS (LONG)2021-02-15 → 2021-02-24-37.1%
13ADA (LONG)2021-05-17 → 2021-05-19-36.3%
141000BONK (LONG)2024-03-05 → 2024-03-20-35.1%
15IP (LONG)2025-09-22 → 2025-10-01-35.1%
16AAVE (LONG)2024-04-11 → 2024-04-17-35.0%
17PUMP (LONG)2025-09-16 → 2025-09-24-34.7%
18NEAR (LONG)2021-03-14 → 2021-03-24-34.5%
19GALA (LONG)2024-12-08 → 2024-12-18-34.4%
20APT (LONG)2025-10-08 → 2025-10-15-33.8%
Regime-Adaptive
Total Return
+3372.3%
CAGR
+78.6%
Sharpe
1.33
Max Drawdown
-56.0%
Annual Vol
55.1%
Win Rate
45.9%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,100
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
Dynamically adjusts its long/short allocation based on BTC's market regime.
  • In a strong bull (BTC 30d > +10%): goes long-only with 20 positions.
  • In a mild bull: 15 longs, 5 shorts.
  • In a mild bear: 5 longs, 10 shorts.
  • In a hard bear (BTC 30d < -15%): goes short-only with 15 positions.
  • This approach aims to position the strategy for the prevailing market environment rather than fighting the trend.
  • Weekly rebalance.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Regime · Long/Short · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $1,736,156 over 5.3 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ADA (LONG)2020-11-03 → 2021-04-14+1476.3%
2CHZ (LONG)2021-02-17 → 2021-04-14+1338.9%
3UNI (LONG)2020-11-05 → 2021-02-17+1018.2%
4AXS (LONG)2021-02-01 → 2021-04-21+911.9%
5ZEC (LONG)2025-09-23 → 2025-11-05+880.5%
6SNX (LONG)2020-11-04 → 2021-02-17+848.4%
7SOL (LONG)2021-01-01 → 2021-03-17+846.1%
8AAVE (LONG)2020-11-13 → 2021-02-17+771.1%
9WIF (LONG)2024-02-24 → 2024-04-17+711.1%
10NEAR (LONG)2020-11-13 → 2021-04-07+677.5%
111000PEPE (LONG)2024-02-14 → 2024-03-27+603.8%
12ETC (LONG)2021-03-31 → 2021-05-12+552.3%
13DOT (LONG)2020-10-21 → 2021-05-19+542.1%
14AVAX (LONG)2021-01-06 → 2021-03-03+538.6%
151000SHIB (LONG)2021-09-29 → 2021-12-01+533.4%
16BNB (LONG)2021-01-28 → 2021-03-24+507.5%
17CRV (LONG)2020-12-30 → 2021-02-17+490.7%
18DOLO (LONG)2025-07-02 → 2025-09-03+442.6%
19M (LONG)2025-08-20 → 2025-10-08+421.4%
20ETH (LONG)2020-10-17 → 2021-02-17+406.2%
Bottom 20 Trades
#CoinEntry → ExitReturn
11000PEPE (SHORT)2024-02-05 → 2024-03-27-96.6%
2DOT (SHORT)2020-10-18 → 2021-05-19-96.4%
3UNI (SHORT)2020-10-18 → 2021-02-17-94.8%
4FARTCOIN (SHORT)2025-02-20 → 2025-05-07-94.2%
5M (SHORT)2025-08-29 → 2025-10-08-92.1%
6NEAR (SHORT)2021-07-20 → 2021-10-06-90.6%
7APT (SHORT)2022-12-30 → 2023-02-15-90.3%
8WLD (SHORT)2024-02-07 → 2024-03-13-89.8%
9XPL (LONG)2025-09-28 → 2025-11-19-85.3%
10GALA (SHORT)2022-12-30 → 2023-02-15-81.9%
11INJ (SHORT)2023-03-10 → 2023-07-26-81.4%
12ETC (SHORT)2022-07-13 → 2022-08-31-72.4%
13IP (LONG)2026-01-14 → 2026-02-10-70.3%
14SPK (LONG)2025-07-24 → 2025-09-17-65.6%
15AAVE (SHORT)2022-06-19 → 2022-08-17-62.9%
16币安人生 (LONG)2026-01-15 → 2026-02-10-62.3%
17CRV (SHORT)2023-01-04 → 2023-02-22-61.0%
18FIL (LONG)2021-04-01 → 2021-06-09-59.3%
19PNUT (SHORT)2025-02-14 → 2025-02-26-58.6%
20DASH (LONG)2026-01-17 → 2026-02-10-58.5%
Multi-TF Momentum LO
HIGH DRAWDOWN
Total Return
+949.8%
CAGR
+46.9%
Sharpe
0.93
Max Drawdown
-74.3%
Annual Vol
62.2%
Win Rate
47.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~559
Timeframe
Weekly
Max Leverage
~2.0x
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Strategy
Combines momentum signals across three timeframes: 7-day (40% weight), 21-day (35%), and 63-day (25%).
  • Each is converted to a cross-sectional Z-score before blending, so no single timeframe dominates.
  • Goes long the top 15 coins by the blended score.
  • The multi-timeframe approach captures both fast-moving and sustained trends, reducing the chance of buying into a fading rally.
  • Weekly rebalance, 60% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $524,904 over 5.4 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-22 → 2021-12-08+3445.1%
2ADA (LONG)2020-09-24 → 2021-03-24+1293.9%
3AVAX (LONG)2021-07-28 → 2021-12-08+681.7%
4ZEC (LONG)2025-09-11 → 2025-12-03+608.0%
5DOT (LONG)2020-12-12 → 2021-03-24+554.7%
6UNI (LONG)2020-12-24 → 2021-02-17+549.8%
7AAVE (LONG)2020-12-27 → 2021-02-17+500.5%
8ETH (LONG)2020-09-24 → 2021-02-10+443.7%
91000SHIB (LONG)2021-09-22 → 2021-12-08+437.9%
10FARTCOIN (LONG)2025-03-14 → 2025-05-28+434.1%
11NEAR (LONG)2020-12-24 → 2021-03-24+404.6%
12SNX (LONG)2020-11-13 → 2021-02-03+357.4%
13SEI (LONG)2023-11-19 → 2024-02-07+340.0%
14SOL (LONG)2023-10-13 → 2024-01-24+317.1%
15DOGE (LONG)2021-04-14 → 2021-05-12+312.5%
16ETC (LONG)2021-03-26 → 2021-07-14+311.3%
17PENGU (LONG)2025-06-27 → 2025-08-13+309.1%
18DOLO (LONG)2025-07-09 → 2025-09-17+300.5%
191000PEPE (LONG)2024-02-28 → 2024-07-03+284.7%
20SUI (LONG)2024-09-11 → 2024-11-27+274.5%
Bottom 20 Trades
#CoinEntry → ExitReturn
1AAVE (LONG)2022-04-02 → 2022-05-11-66.3%
2ETC (LONG)2021-05-07 → 2021-07-14-66.0%
3GALA (LONG)2021-11-26 → 2022-01-19-62.7%
4SNX (LONG)2022-04-21 → 2022-05-11-62.1%
5RESOLV (LONG)2025-11-17 → 2025-12-03-58.4%
6XMR (LONG)2022-04-22 → 2022-06-15-57.5%
7DASH (LONG)2021-05-07 → 2021-05-19-57.3%
8OP (LONG)2022-08-04 → 2022-09-21-55.3%
9BCH (LONG)2021-05-12 → 2021-05-19-55.2%
10ZEC (LONG)2021-05-08 → 2021-05-19-54.3%
11DOGE (LONG)2022-04-06 → 2022-06-08-54.1%
121000SHIB (LONG)2021-10-28 → 2021-12-08-53.2%
13CRV (LONG)2022-05-05 → 2022-05-18-52.7%
14ICP (LONG)2025-11-09 → 2025-11-26-52.7%
15SOL (LONG)2021-05-19 → 2021-07-21-52.3%
16ZEN (LONG)2021-05-15 → 2021-05-19-51.3%
17BNB (LONG)2021-05-04 → 2021-05-19-50.6%
18BTC (LONG)2022-04-06 → 2022-06-15-50.4%
19AVAX (LONG)2021-02-11 → 2021-03-03-50.4%
20NEAR (LONG)2022-05-05 → 2022-05-11-50.0%
Momentum Crash Hedge
HIGH DRAWDOWN
Total Return
+1528.0%
CAGR
+57.8%
Sharpe
1.13
Max Drawdown
-71.8%
Annual Vol
53.0%
Win Rate
45.3%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,100
Timeframe
Weekly
Max Leverage
~1.3x
Unlock strategy details
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Strategy
Always maintains long positions in the top 10 momentum coins (60% of capital).
  • When BTC's 30-day return turns negative, it adds a short hedge: 5 shorts in mild weakness (BTC 30d between -5% and 0%), or 10 shorts in a serious downturn (BTC 30d < -5%).
  • This approach maintained upside exposure in historical bull markets while the short hedge activated during downturns in backtesting.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long/Short · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $813,981 over 5.3 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-23 → 2021-09-01+2215.6%
2CHZ (LONG)2021-02-24 → 2021-04-07+974.9%
3WIF (LONG)2024-02-24 → 2024-04-17+711.1%
4ZEC (LONG)2025-09-26 → 2025-12-17+591.0%
51000SHIB (LONG)2021-09-22 → 2021-12-01+542.7%
6DOLO (LONG)2025-07-02 → 2025-09-03+442.6%
7M (LONG)2025-08-20 → 2025-10-08+421.4%
8SOL (LONG)2021-01-22 → 2021-03-17+377.6%
9SEI (LONG)2023-11-19 → 2024-01-31+357.9%
10FARTCOIN (LONG)2025-03-14 → 2025-05-07+321.1%
11GALA (LONG)2021-11-17 → 2021-12-29+291.8%
12DOGE (LONG)2024-10-16 → 2024-12-04+268.8%
13AAVE (LONG)2021-01-13 → 2021-02-17+253.6%
14AVAX (LONG)2021-01-13 → 2021-03-03+253.0%
15WLD (LONG)2024-02-14 → 2024-03-13+244.2%
16NEAR (LONG)2021-08-04 → 2021-10-06+233.0%
17ETC (LONG)2021-03-31 → 2021-07-21+228.8%
18SNX (LONG)2020-12-17 → 2021-02-03+226.8%
19DOT (LONG)2020-12-31 → 2021-02-10+226.0%
20APT (LONG)2023-01-12 → 2023-02-15+201.3%
Bottom 20 Trades
#CoinEntry → ExitReturn
1FARTCOIN (SHORT)2025-02-20 → 2025-05-07-94.2%
2M (SHORT)2025-08-29 → 2025-10-08-92.1%
3WLD (SHORT)2024-02-07 → 2024-03-13-89.8%
4APT (SHORT)2023-01-06 → 2023-02-15-88.7%
5GALA (SHORT)2023-01-04 → 2023-02-08-80.5%
6XPL (LONG)2025-10-07 → 2025-11-19-77.0%
7INJ (SHORT)2023-03-10 → 2023-05-24-72.7%
8ETC (SHORT)2022-07-13 → 2022-08-31-72.4%
9IP (LONG)2026-01-14 → 2026-02-10-70.3%
10CRV (SHORT)2022-06-19 → 2022-08-03-70.0%
11ICP (LONG)2025-11-09 → 2025-12-17-67.8%
12AVAX (LONG)2021-05-19 → 2021-06-30-67.7%
13PUMP (SHORT)2025-08-27 → 2025-10-08-65.0%
14PNUT (SHORT)2025-02-20 → 2025-03-19-64.3%
15SNX (SHORT)2022-05-13 → 2022-07-20-63.9%
16RESOLV (LONG)2025-11-17 → 2025-12-17-63.8%
17币安人生 (LONG)2026-01-15 → 2026-02-10-62.3%
18NEAR (SHORT)2021-12-07 → 2022-01-26-60.9%
19DASH (LONG)2025-11-05 → 2025-12-03-59.6%
20LYN (LONG)2026-01-04 → 2026-01-14-55.9%
Time-Series Momentum
Total Return
+6627.3%
CAGR
+99.1%
Sharpe
1.27
Max Drawdown
-35.9%
Annual Vol
70.5%
Win Rate
50.8%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,221
Timeframe
Weekly
Max Leverage
~1.3x
Unlock strategy details
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Strategy
Unlike cross-sectional strategies that rank coins against each other, this gives each coin its OWN trend signal.
  • A coin is long when: price > 20-day MA > 60-day MA AND 60-day return is positive.
  • Short when the opposite is true.
  • Position sizes are inverse-volatility weighted (lower-vol coins get larger positions) for risk parity.
  • The result is a diversified portfolio that can be long some coins and short others simultaneously.
  • Weekly rebalance.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long/Short · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $3,363,631 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ZEC (LONG)2025-09-10 → 2025-11-26+1000.2%
2UNI (LONG)2020-12-30 → 2021-03-24+555.4%
3AXS (LONG)2021-07-07 → 2021-09-08+401.8%
4BNB (LONG)2021-02-03 → 2021-03-24+376.9%
5XLM (LONG)2024-10-30 → 2024-12-11+359.2%
6SOL (LONG)2023-10-18 → 2024-01-10+336.0%
7ETC (LONG)2021-03-31 → 2021-05-19+319.2%
8DOT (LONG)2020-12-30 → 2021-03-24+316.8%
9SNX (LONG)2020-12-16 → 2021-02-24+263.0%
10DOLO (LONG)2025-07-16 → 2025-08-27+254.3%
11AVAX (LONG)2021-01-13 → 2021-02-24+250.5%
12FIL (LONG)2021-03-03 → 2021-04-21+250.3%
13DOGE (LONG)2024-10-16 → 2024-12-11+229.4%
14AAVE (LONG)2021-01-06 → 2021-02-24+217.1%
15XRP (LONG)2021-03-17 → 2021-04-28+188.8%
16SUI (LONG)2023-11-08 → 2024-02-28+173.9%
17ADA (LONG)2020-04-29 → 2020-08-12+165.5%
18NEAR (LONG)2021-08-11 → 2021-09-22+160.8%
19CRV (LONG)2024-11-20 → 2024-12-18+154.5%
201000PEPE (LONG)2024-02-28 → 2024-03-27+139.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1ICP (SHORT)2023-10-11 → 2024-01-17-86.0%
2PNUT (SHORT)2025-05-07 → 2025-05-28-84.9%
3AVAX (SHORT)2023-10-11 → 2024-01-03-81.5%
4FIL (SHORT)2025-10-15 → 2025-11-12-77.7%
51000BONK (SHORT)2024-02-21 → 2024-03-20-72.2%
6HBAR (SHORT)2024-04-17 → 2024-04-24-71.5%
7DASH (SHORT)2026-01-07 → 2026-01-14-66.4%
8EIGEN (SHORT)2025-05-07 → 2025-06-18-63.7%
9ADA (SHORT)2023-10-11 → 2024-01-03-62.3%
10FORM (LONG)2025-09-03 → 2025-10-08-61.3%
11XRP (SHORT)2021-01-27 → 2021-02-03-61.1%
12GALA (SHORT)2022-11-09 → 2023-01-11-60.3%
13VIRTUAL (SHORT)2025-10-15 → 2025-10-29-59.1%
141000PEPE (SHORT)2023-10-11 → 2023-10-25-58.9%
15PYTH (LONG)2025-10-08 → 2026-01-07-58.2%
16CHZ (SHORT)2021-10-27 → 2021-12-01-56.0%
17ZORA (SHORT)2025-09-24 → 2025-10-15-51.6%
18AXS (LONG)2021-12-01 → 2022-02-09-49.9%
19SNX (SHORT)2022-06-08 → 2022-06-22-49.8%
20CAKE (SHORT)2025-03-12 → 2025-03-19-48.4%
Quality Momentum
Total Return
+7104.8%
CAGR
+101.3%
Sharpe
1.3
Max Drawdown
-67.9%
Annual Vol
76.5%
Win Rate
31.6%
Starting Capital
$50K
Fees
7bps RT
Trades
~524
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
Ranks coins by 'quality-adjusted' momentum: the raw 21-day return multiplied by the log of the volume ratio (current volume / 20-day average).
  • This means a coin rallying on HIGH volume scores better than one rallying on low volume — volume confirms conviction.
  • Only considers coins above their 50-day MA.
  • Goes long the top 10 quality momentum coins.
  • Weekly rebalance, 20% vol target for conservative sizing.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $3,602,413 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ZEC (LONG)2025-09-24 → 2025-11-26+796.9%
2AVAX (LONG)2021-01-06 → 2021-03-03+494.3%
3ETC (LONG)2021-03-31 → 2021-05-19+319.2%
4FIL (LONG)2021-03-10 → 2021-04-14+296.7%
5AXS (LONG)2021-03-03 → 2021-04-14+252.2%
6XRP (LONG)2024-11-13 → 2025-01-08+243.7%
7DOT (LONG)2020-12-30 → 2021-02-10+226.0%
8DOGE (LONG)2021-04-14 → 2021-05-12+221.1%
9AAVE (LONG)2021-01-13 → 2021-02-17+207.7%
10WLD (LONG)2024-02-14 → 2024-03-13+204.0%
11APT (LONG)2023-01-11 → 2023-02-15+201.3%
12GALA (LONG)2021-11-17 → 2021-12-01+180.5%
13CRV (LONG)2024-11-20 → 2024-12-25+173.5%
14VIRTUAL (LONG)2025-04-23 → 2025-05-21+173.3%
15SOL (LONG)2023-10-18 → 2023-12-06+164.3%
16OP (LONG)2023-01-04 → 2023-02-22+162.8%
171000SHIB (LONG)2024-02-28 → 2024-03-27+157.7%
18DOLO (LONG)2025-07-23 → 2025-09-03+157.2%
19PENGU (LONG)2025-07-02 → 2025-08-13+142.4%
20UNI (LONG)2021-01-20 → 2021-02-17+139.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1IP (LONG)2026-01-14 → 2026-02-04-61.6%
2BCH (LONG)2021-05-05 → 2021-05-19-52.3%
3DASH (LONG)2026-01-14 → 2026-02-04-50.5%
4币安人生 (LONG)2026-01-14 → 2026-02-04-49.9%
5ZEC (LONG)2021-05-05 → 2021-05-19-49.9%
6CRV (LONG)2021-05-12 → 2021-05-19-41.3%
7ZEN (LONG)2024-12-25 → 2025-01-08-40.5%
8GALA (LONG)2022-02-09 → 2022-02-23-39.2%
9WIF (LONG)2024-07-24 → 2024-08-07-35.7%
10ICP (LONG)2024-03-27 → 2024-04-17-35.6%
11CHZ (LONG)2022-11-02 → 2022-11-09-35.6%
12AAVE (LONG)2024-04-10 → 2024-04-17-35.0%
13LYN (LONG)2026-01-07 → 2026-01-14-34.6%
14PNUT (LONG)2025-05-14 → 2025-06-04-34.1%
15CAKE (LONG)2025-10-08 → 2025-10-22-32.9%
16INJ (LONG)2024-06-12 → 2024-06-19-32.1%
17APT (LONG)2025-10-08 → 2025-10-15-31.9%
18UNI (LONG)2022-11-02 → 2022-11-09-30.9%
19AVAX (LONG)2021-05-12 → 2021-05-19-30.4%
20OP (LONG)2022-10-26 → 2022-11-09-29.9%
Carry Momentum Long
Total Return
+4876.1%
CAGR
+89.5%
Sharpe
1.43
Max Drawdown
-49.2%
Annual Vol
55.0%
Win Rate
32.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~800
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
Blends two signals equally: negative funding rate carry (coins where shorts pay longs) and 21-day momentum.
  • Only considers coins above their 50-day MA (confirmed uptrend).
  • Historically collected funding while riding momentum — when both signals aligned in backtesting, the combination produced stronger risk-adjusted returns than either signal alone.
  • The carry component adds ~0.3 Sharpe over pure momentum alone.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · Above 50MA only · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Multi-Factor · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $2,488,031 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ZEC (LONG)2025-09-26 → 2025-11-26+865.7%
2SOL (LONG)2021-01-07 → 2021-03-10+659.0%
3GALA (LONG)2021-11-17 → 2021-12-01+462.4%
4BNB (LONG)2021-02-03 → 2021-03-17+430.6%
5ETC (LONG)2021-03-31 → 2021-05-19+355.2%
6CRV (LONG)2021-01-12 → 2021-02-17+350.6%
7FIL (LONG)2021-03-03 → 2021-05-05+299.4%
8AVAX (LONG)2021-01-13 → 2021-03-10+284.0%
9TRX (LONG)2021-02-05 → 2021-04-21+270.1%
10DOLO (LONG)2025-07-23 → 2025-08-20+257.3%
11WLD (LONG)2024-02-14 → 2024-03-13+244.2%
12AXS (LONG)2021-03-03 → 2021-03-31+238.9%
13NEAR (LONG)2021-08-04 → 2021-09-22+231.5%
14AAVE (LONG)2021-01-22 → 2021-02-10+226.7%
15DASH (LONG)2025-10-01 → 2025-11-26+209.9%
16DOGE (LONG)2024-10-26 → 2024-11-27+205.1%
17M (LONG)2025-09-03 → 2025-11-12+204.7%
18APT (LONG)2023-01-12 → 2023-02-15+201.3%
19DOT (LONG)2020-12-31 → 2021-02-03+188.2%
201000PEPE (LONG)2024-02-28 → 2024-03-27+186.5%
Bottom 20 Trades
#CoinEntry → ExitReturn
1IP (LONG)2026-01-14 → 2026-02-04-66.4%
2XRP (LONG)2020-11-25 → 2020-12-23-62.8%
3XMR (LONG)2021-05-10 → 2021-05-19-59.2%
4DASH (LONG)2021-05-07 → 2021-05-19-57.3%
5ETC (LONG)2021-05-07 → 2021-05-19-55.7%
6BCH (LONG)2021-05-12 → 2021-05-19-55.2%
7ICP (LONG)2025-11-09 → 2025-11-26-52.7%
8DOGE (LONG)2021-05-08 → 2021-05-19-52.4%
9CRV (LONG)2020-11-18 → 2020-12-23-52.2%
10SNX (LONG)2025-10-14 → 2025-10-29-51.5%
11币安人生 (LONG)2026-01-15 → 2026-02-04-49.9%
12RESOLV (LONG)2025-11-17 → 2025-11-26-49.2%
13AXS (LONG)2026-01-24 → 2026-02-04-47.8%
14LYN (LONG)2026-01-07 → 2026-01-14-46.4%
15INJ (LONG)2022-11-05 → 2022-11-09-46.3%
16AVAX (LONG)2021-02-11 → 2021-03-10-46.1%
17BIO (LONG)2025-08-23 → 2025-09-24-44.8%
18CHZ (LONG)2022-11-08 → 2022-11-09-43.8%
19GALA (LONG)2022-02-09 → 2022-02-23-42.8%
20OP (LONG)2022-11-05 → 2022-11-09-42.7%
VWAP RVOL Combo Long
Total Return
+7057.3%
CAGR
+101.1%
Sharpe
1.31
Max Drawdown
-61.4%
Annual Vol
74.8%
Win Rate
6.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~300
Timeframe
Daily
Max Leverage
~2.7x
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Strategy
Combines two powerful signals: price above the 20-day Volume-Weighted Average Price (VWAP) plus Relative Volume above 1.5x the 20-day average.
  • When a coin is trading above where most volume occurred AND doing so on above-average volume, it signals strong institutional demand.
  • Goes long the 10 best-scoring coins.
  • Daily rebalance, 80% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $3,578,661 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1DOGE (LONG)2021-04-13 → 2021-04-19+478.0%
2WIF (LONG)2024-02-27 → 2024-03-07+263.1%
31000SHIB (LONG)2024-02-27 → 2024-03-07+213.0%
4SPK (LONG)2025-07-21 → 2025-07-24+176.7%
5ETHFI (LONG)2025-05-08 → 2025-05-15+161.9%
61000PEPE (LONG)2024-03-01 → 2024-03-07+149.0%
7PNUT (LONG)2025-05-08 → 2025-05-14+148.8%
8WLD (LONG)2024-02-13 → 2024-02-18+125.1%
9HBAR (LONG)2024-11-14 → 2024-11-19+123.7%
101000BONK (LONG)2024-02-27 → 2024-03-06+122.9%
11DASH (LONG)2026-01-13 → 2026-01-16+116.7%
12XLM (LONG)2021-01-05 → 2021-01-06+108.6%
13BNB (LONG)2021-02-08 → 2021-02-13+95.5%
14ADA (LONG)2021-01-03 → 2021-01-06+87.6%
15RESOLV (LONG)2025-11-07 → 2025-11-11+87.3%
16AVAX (LONG)2021-02-08 → 2021-02-13+86.2%
17CRV (LONG)2024-12-02 → 2024-12-06+85.9%
18FIL (LONG)2021-02-08 → 2021-02-12+77.4%
19XRP (LONG)2024-11-12 → 2024-11-19+77.2%
20OP (LONG)2022-07-28 → 2022-07-29+74.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1IP (LONG)2026-01-14 → 2026-01-15-36.4%
2ZEC (LONG)2025-11-08 → 2025-11-11-31.3%
3AXS (LONG)2025-10-09 → 2025-10-10-30.6%
4CAKE (LONG)2025-10-09 → 2025-10-10-29.6%
5WIF (LONG)2024-03-15 → 2024-03-16-29.4%
6CHZ (LONG)2021-04-17 → 2021-04-18-28.6%
7ZEN (LONG)2021-02-22 → 2021-02-23-25.0%
8BCH (LONG)2021-01-11 → 2021-01-12-24.8%
9SOL (LONG)2021-01-05 → 2021-01-06-24.5%
10FIL (LONG)2025-11-08 → 2025-11-10-24.3%
11NEAR (LONG)2024-03-15 → 2024-03-16-24.1%
12LINK (LONG)2021-02-22 → 2021-02-23-23.9%
13DOGE (LONG)2020-11-25 → 2020-11-26-23.8%
14ICP (LONG)2025-11-09 → 2025-11-10-23.8%
15XRP (LONG)2020-11-25 → 2020-11-26-22.7%
16DASH (LONG)2021-04-17 → 2021-04-19-22.5%
17BNB (LONG)2021-02-22 → 2021-02-23-21.7%
18XPL (LONG)2026-01-07 → 2026-01-08-21.2%
191000BONK (LONG)2024-03-05 → 2024-03-06-20.5%
20SNX (LONG)2024-12-09 → 2024-12-10-20.2%
MA Slope Momentum Long
HIGH DRAWDOWN
Total Return
+3169.1%
CAGR
+76.9%
Sharpe
1.09
Max Drawdown
-84.0%
Annual Vol
93.4%
Win Rate
20.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~450
Timeframe
Daily
Max Leverage
~1.0x
Unlock strategy details
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Strategy
Focuses on coins where the 20-day moving average itself is accelerating upward.
  • Measures the 5-day rate of change of the 20-day MA — a rising MA that's getting steeper indicates strengthening momentum.
  • Only buys coins where both the MA slope AND the 5-day price return are positive.
  • Goes long top 10.
  • Daily rebalance, 30% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $1,634,562 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
11000PEPE (LONG)2024-02-24 → 2024-03-13+655.5%
2DOGE (LONG)2021-04-11 → 2021-04-19+541.6%
3WIF (LONG)2024-02-26 → 2024-03-16+537.4%
4APT (LONG)2023-01-09 → 2023-01-30+337.2%
5XLM (LONG)2024-11-12 → 2024-11-28+335.6%
6AVAX (LONG)2021-01-31 → 2021-02-15+217.0%
7ETC (LONG)2021-04-28 → 2021-05-10+210.9%
81000SHIB (LONG)2024-02-29 → 2024-03-09+198.6%
9XRP (LONG)2021-04-02 → 2021-04-17+169.7%
10ETHFI (LONG)2025-05-08 → 2025-05-15+161.9%
11WLD (LONG)2024-02-14 → 2024-02-27+158.9%
121000BONK (LONG)2024-02-27 → 2024-03-09+152.1%
13BNB (LONG)2021-02-04 → 2021-02-15+149.6%
14ADA (LONG)2021-02-01 → 2021-02-15+149.2%
15PNUT (LONG)2025-05-08 → 2025-05-14+148.8%
16FET (LONG)2024-02-28 → 2024-03-12+148.8%
17VIRTUAL (LONG)2025-04-23 → 2025-05-03+145.5%
18CRV (LONG)2021-01-14 → 2021-01-21+144.1%
19SPK (LONG)2025-07-21 → 2025-07-28+131.5%
20SOL (LONG)2021-01-30 → 2021-02-13+128.1%
Bottom 20 Trades
#CoinEntry → ExitReturn
1SPK (LONG)2025-07-24 → 2025-07-28-48.4%
2DOT (LONG)2021-05-17 → 2021-05-19-41.0%
3NEAR (LONG)2021-05-17 → 2021-05-19-38.6%
4CRV (LONG)2021-05-18 → 2021-05-19-37.0%
5ETC (LONG)2021-05-17 → 2021-05-19-36.7%
6ADA (LONG)2021-05-17 → 2021-05-19-36.3%
7IP (LONG)2026-01-14 → 2026-01-17-35.2%
8STRK (LONG)2025-10-08 → 2025-10-10-35.1%
9FIL (LONG)2025-11-08 → 2025-11-12-34.9%
10DOGE (LONG)2021-05-08 → 2021-05-10-34.8%
11CAKE (LONG)2025-10-08 → 2025-10-10-34.7%
12ICP (LONG)2025-11-09 → 2025-11-11-33.3%
13AVAX (LONG)2021-05-18 → 2021-05-19-31.8%
14ZEC (LONG)2025-11-08 → 2025-11-11-31.3%
15BNB (LONG)2021-02-20 → 2021-02-23-30.9%
16SNX (LONG)2021-05-18 → 2021-05-19-30.0%
17WIF (LONG)2024-03-15 → 2024-03-16-29.4%
18XRP (LONG)2021-05-18 → 2021-05-19-29.3%
19OP (LONG)2022-11-05 → 2022-11-08-29.1%
20DASH (LONG)2021-02-20 → 2021-02-23-28.7%
Gap Volume Long
Total Return
+3025.1%
CAGR
+75.6%
Sharpe
1.07
Max Drawdown
-64.8%
Annual Vol
85.4%
Win Rate
4.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~200
Timeframe
Daily
Max Leverage
~2.7x
Unlock strategy details
Upgrade
Strategy
Catches strong daily moves: enters when a coin moves up more than 3% in a single day on relative volume greater than 1.8x the 20-day average, while the coin is above its 20-day MA.
  • These 'gap-up on volume' events often signal the start of a new leg higher driven by institutional buying.
  • Concentrated portfolio of just 5 coins.
  • Daily rebalance, 80% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Momentum · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $1,562,551 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1SPK (LONG)2025-07-21 → 2025-07-23+348.3%
2DOGE (LONG)2021-04-14 → 2021-04-17+198.4%
3XLM (LONG)2021-01-04 → 2021-01-06+150.5%
4SNX (LONG)2025-10-12 → 2025-10-13+143.5%
5ETC (LONG)2021-05-04 → 2021-05-07+130.3%
61000PEPE (LONG)2024-03-01 → 2024-03-05+130.3%
7PNUT (LONG)2025-05-08 → 2025-05-10+128.8%
81000BONK (LONG)2023-12-13 → 2023-12-15+106.3%
9DASH (LONG)2026-01-13 → 2026-01-15+104.7%
101000SHIB (LONG)2024-02-29 → 2024-03-03+92.5%
11EIGEN (LONG)2025-05-08 → 2025-05-10+90.2%
12ADA (LONG)2021-01-03 → 2021-01-06+87.6%
13HBAR (LONG)2024-12-01 → 2024-12-03+84.9%
14GALA (LONG)2023-01-08 → 2023-01-10+78.1%
15WIF (LONG)2024-02-27 → 2024-02-29+76.5%
16OP (LONG)2022-07-28 → 2022-07-30+72.0%
17ZEC (LONG)2025-10-01 → 2025-10-03+71.9%
18WLD (LONG)2024-02-14 → 2024-02-16+61.0%
19BCH (LONG)2023-06-23 → 2023-06-24+59.2%
20FIL (LONG)2025-11-07 → 2025-11-08+56.3%
Bottom 20 Trades
#CoinEntry → ExitReturn
1FORM (LONG)2025-08-30 → 2025-08-31-15.7%
2FIL (LONG)2023-03-14 → 2023-03-15-12.1%
3XPL (LONG)2026-01-28 → 2026-01-29-9.2%
4ARB (LONG)2023-04-18 → 2023-04-19-7.6%
5ETC (LONG)2021-01-10 → 2021-01-11-7.2%
6APT (LONG)2024-03-15 → 2024-03-16-7.0%
7XLM (LONG)2025-03-02 → 2025-03-03-6.1%
8STRK (LONG)2025-08-13 → 2025-08-14-5.8%
9LINK (LONG)2023-04-18 → 2023-04-19-5.1%
10WLD (LONG)2025-07-22 → 2025-07-23-5.0%
11NEAR (LONG)2025-11-09 → 2025-11-10-5.0%
12PENDLE (LONG)2025-07-22 → 2025-07-23-4.6%
13BNB (LONG)2024-03-15 → 2024-03-16-4.5%
14ONDO (LONG)2025-07-22 → 2025-07-23-4.2%
151000PEPE (LONG)2023-10-26 → 2023-10-27-3.8%
16ETHFI (LONG)2025-08-13 → 2025-08-14-3.8%
17FARTCOIN (LONG)2026-01-06 → 2026-01-07-3.7%
18PNUT (LONG)2025-05-13 → 2025-05-14-3.3%
19DOGE (LONG)2024-03-14 → 2024-03-15-3.2%
20DASH (LONG)2021-08-23 → 2021-08-24-2.9%
Triple MA Alignment LS
HIGH DRAWDOWN
Total Return
+1299.0%
CAGR
+54.0%
Sharpe
0.94
Max Drawdown
-77.3%
Annual Vol
82.3%
Win Rate
42.8%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,400
Timeframe
Daily
Max Leverage
~2.7x
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Strategy
Scores each coin by how aligned its moving averages are.
  • A perfect bullish alignment is: 5MA > 10MA > 20MA > 50MA (all trending up in order).
  • A perfect bearish alignment is the reverse.
  • The score also includes how far price is from the 50MA.
  • Goes long the 10 most bullishly aligned coins and shorts the 10 most bearish.
  • Daily rebalance, 80% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long/Short · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $699,494 over 5.2 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-22 → 2021-08-05+1233.0%
2ZEC (LONG)2025-09-23 → 2025-11-26+983.9%
3DOGE (LONG)2021-01-28 → 2021-02-27+575.8%
41000SHIB (LONG)2021-10-02 → 2021-11-04+541.6%
51000PEPE (LONG)2024-02-25 → 2024-03-17+497.9%
6DOLO (LONG)2025-07-02 → 2025-08-16+477.1%
7M (LONG)2025-08-29 → 2025-09-30+471.2%
8CRV (LONG)2020-12-11 → 2021-02-13+447.9%
9GALA (LONG)2021-11-15 → 2021-12-21+372.0%
10HBAR (LONG)2024-11-16 → 2024-12-11+313.1%
11BNB (LONG)2021-02-06 → 2021-03-10+311.0%
12AAVE (LONG)2021-01-12 → 2021-02-14+310.6%
13FIL (LONG)2021-03-03 → 2021-04-26+303.6%
14ETC (LONG)2021-04-05 → 2021-06-08+289.2%
15XLM (LONG)2024-11-14 → 2024-12-10+250.9%
16XRP (LONG)2024-11-14 → 2024-12-11+246.9%
17SOL (LONG)2021-08-15 → 2021-10-12+245.1%
18AVAX (LONG)2021-08-06 → 2021-09-02+243.9%
19ADA (LONG)2021-02-01 → 2021-03-10+228.3%
20UNI (LONG)2021-01-15 → 2021-02-13+213.4%
Bottom 20 Trades
#CoinEntry → ExitReturn
1DOGE (SHORT)2021-01-27 → 2021-02-27-191.3%
2GALA (SHORT)2021-11-14 → 2021-12-21-100.1%
3AXS (SHORT)2021-06-13 → 2021-08-05-98.6%
4CRV (SHORT)2020-12-24 → 2021-02-13-95.5%
5XLM (SHORT)2021-01-01 → 2021-01-06-86.3%
6DOLO (SHORT)2025-07-20 → 2025-08-16-84.2%
7ADA (SHORT)2021-01-31 → 2021-03-10-77.8%
8DASH (SHORT)2021-01-28 → 2021-03-03-76.6%
9XRP (SHORT)2020-12-31 → 2021-01-31-75.9%
10TRX (SHORT)2021-03-16 → 2021-04-21-73.9%
11ETC (SHORT)2022-07-13 → 2022-08-04-72.0%
12ZEN (SHORT)2021-03-29 → 2021-05-04-68.6%
13FIL (SHORT)2021-01-28 → 2021-02-10-66.7%
14FET (SHORT)2025-11-04 → 2025-11-07-62.3%
15ZEC (SHORT)2021-01-28 → 2021-02-13-61.9%
16BTC (SHORT)2020-11-28 → 2021-02-04-60.2%
17SOL (SHORT)2021-02-18 → 2021-03-12-59.9%
18XMR (SHORT)2021-01-28 → 2021-02-20-57.9%
19DOT (LONG)2021-05-15 → 2021-05-30-57.4%
20PNUT (SHORT)2025-02-14 → 2025-02-22-55.0%
EMA 9-21 Cross LS
HIGH DRAWDOWN
Total Return
+950.5%
CAGR
+46.9%
Sharpe
0.88
Max Drawdown
-82.8%
Annual Vol
83.5%
Win Rate
45.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,300
Timeframe
Daily
Max Leverage
~1.3x
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Strategy
Uses the classic EMA crossover signal applied cross-sectionally.
  • Ranks all coins by the distance between their 9-day EMA and 21-day EMA — a large positive gap means a strong bullish crossover, large negative means bearish.
  • Goes long the 10 coins with A strong bullish crosses and shorts the 10 with Highly bearish.
  • The 9/21 EMA combo is fast enough to catch trends early but slow enough to avoid noise.
  • Daily rebalance, 40% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long/Short · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $525,239 over 5.4 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-22 → 2021-09-05+2478.9%
2CHZ (LONG)2021-02-24 → 2021-04-03+975.9%
3ZEC (LONG)2025-09-23 → 2025-11-29+848.2%
4BNB (LONG)2021-02-06 → 2021-05-07+822.2%
51000SHIB (LONG)2021-09-22 → 2021-11-13+651.9%
6DOGE (LONG)2021-01-28 → 2021-02-17+567.8%
7WIF (LONG)2024-02-27 → 2024-04-15+484.1%
8AVAX (LONG)2021-01-09 → 2021-02-22+465.7%
91000PEPE (LONG)2024-02-26 → 2024-03-27+453.7%
10M (LONG)2025-08-29 → 2025-10-02+389.4%
11FARTCOIN (LONG)2025-03-19 → 2025-05-12+367.8%
12FIL (LONG)2021-03-03 → 2021-04-14+340.9%
13ETC (LONG)2021-04-04 → 2021-06-07+327.2%
14AAVE (LONG)2021-01-12 → 2021-02-14+310.6%
15GALA (LONG)2021-11-17 → 2022-01-01+302.0%
16XLM (LONG)2024-11-15 → 2024-12-07+284.1%
17PENGU (LONG)2025-06-28 → 2025-08-10+274.8%
18FET (LONG)2024-02-17 → 2024-04-06+272.0%
19HBAR (LONG)2024-11-16 → 2025-02-02+249.8%
20SOL (LONG)2021-08-15 → 2021-10-10+234.4%
Bottom 20 Trades
#CoinEntry → ExitReturn
1PNUT (SHORT)2024-11-12 → 2024-11-13-258.1%
2DOGE (SHORT)2021-01-27 → 2021-02-17-202.9%
3TRX (SHORT)2024-11-27 → 2024-12-03-96.4%
4APT (SHORT)2022-12-30 → 2023-02-12-88.1%
5OP (SHORT)2022-06-19 → 2022-08-16-86.5%
6XLM (SHORT)2021-01-01 → 2021-01-16-84.4%
7GALA (SHORT)2022-12-30 → 2023-02-08-82.1%
8ZORA (SHORT)2025-07-25 → 2025-07-26-76.9%
9DASH (SHORT)2021-01-28 → 2021-03-03-76.6%
10SPK (SHORT)2025-07-09 → 2025-07-21-75.4%
11FIL (SHORT)2020-12-30 → 2021-02-09-72.9%
12XRP (SHORT)2020-12-31 → 2021-01-30-72.7%
13AAVE (SHORT)2020-11-05 → 2020-11-27-67.7%
14CRV (SHORT)2020-10-26 → 2020-11-11-65.9%
15SNX (SHORT)2022-06-19 → 2022-07-10-64.7%
16ETC (SHORT)2021-02-01 → 2021-02-13-64.6%
17UNI (SHORT)2020-11-05 → 2020-11-24-63.1%
18XMR (SHORT)2021-01-05 → 2021-02-17-62.5%
19FET (SHORT)2025-11-04 → 2025-11-07-62.3%
20ZEC (SHORT)2021-01-28 → 2021-02-13-61.9%
All-Weather Adaptive
Total Return
+1083.1%
CAGR
+49.8%
Sharpe
1.72
Max Drawdown
-36.6%
Annual Vol
25.4%
Win Rate
41.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~800
Timeframe
3-Day
Max Leverage
~0.7x
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Strategy
A 4-regime system that reads BTC's position relative to its 200-day MA and recent 30/90-day returns to determine the market environment.
  • Strong bull (BTC above 200MA + rising): aggressive long 10 coins.
  • Mild bull: cautious long 7.
  • Mild bear: defensive 3 longs + 5 shorts.
  • Hard bear (BTC below 200MA + falling 90d): fully short 10 coins.
  • Designed to adapt exposure to changing market conditions.
  • Rebalances every 3 days, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Regime · Long/Short · 7bps RT fees · 3-Day rebalance · Vol-targeted leverage
Result
$50,000 → $591,561 over 5.3 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-18 → 2021-04-04+1238.2%
2ZEC (LONG)2025-09-26 → 2025-11-21+910.6%
3WIF (LONG)2024-02-24 → 2024-04-12+790.8%
4DOGE (LONG)2021-01-28 → 2021-02-18+693.4%
51000PEPE (LONG)2024-02-24 → 2024-03-25+577.0%
61000SHIB (LONG)2021-09-28 → 2021-11-21+532.9%
7M (LONG)2025-08-29 → 2025-09-28+453.3%
8GALA (LONG)2021-11-15 → 2021-12-15+435.7%
9FIL (LONG)2021-03-12 → 2021-04-16+332.4%
10AXS (LONG)2021-03-01 → 2021-04-04+320.8%
11FET (LONG)2024-02-18 → 2024-03-28+315.0%
12BNB (LONG)2021-02-06 → 2021-03-14+288.7%
13PENGU (LONG)2025-06-27 → 2025-08-05+264.3%
14AAVE (LONG)2021-01-13 → 2021-02-15+257.3%
15XLM (LONG)2024-11-14 → 2024-12-11+249.9%
16ETC (LONG)2021-04-07 → 2021-05-19+233.3%
17XRP (LONG)2024-11-14 → 2024-12-20+230.2%
18HBAR (LONG)2024-11-17 → 2024-12-23+223.8%
19DOT (LONG)2020-12-29 → 2021-02-06+208.8%
20CRV (LONG)2021-01-17 → 2021-02-12+206.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1GIGGLE (SHORT)2025-11-05 → 2025-11-06-153.1%
2M (SHORT)2025-08-28 → 2025-09-28-89.9%
3XPL (LONG)2025-09-28 → 2025-10-10-71.0%
4GALA (SHORT)2022-01-23 → 2022-02-07-61.3%
5ETC (LONG)2021-05-07 → 2021-05-19-55.7%
6UNI (SHORT)2021-05-24 → 2021-05-28-52.2%
7SPK (LONG)2025-07-24 → 2025-08-14-51.2%
8AVAX (LONG)2021-02-11 → 2021-03-02-50.6%
9WIF (LONG)2024-07-22 → 2024-08-04-49.0%
10WLD (SHORT)2024-07-13 → 2024-07-17-46.2%
11FIL (SHORT)2021-05-20 → 2021-06-03-45.3%
12DASH (LONG)2025-11-05 → 2025-11-12-44.4%
131000SHIB (LONG)2021-10-28 → 2021-11-21-44.1%
14XRP (LONG)2021-04-15 → 2021-04-25-43.7%
15W (LONG)2025-10-07 → 2025-10-10-43.4%
16BIO (LONG)2025-08-23 → 2025-09-10-42.7%
171000BONK (LONG)2024-03-05 → 2024-03-22-42.5%
18VIRTUAL (LONG)2025-01-02 → 2025-01-13-42.2%
19PUMP (LONG)2025-09-16 → 2025-09-25-41.9%
20AXS (SHORT)2021-05-24 → 2021-05-31-41.5%
Trend Anti-Trend Combo
Total Return
+690.4%
CAGR
+40.2%
Sharpe
1.61
Max Drawdown
-29.1%
Annual Vol
22.5%
Win Rate
47.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~600
Timeframe
Daily
Max Leverage
~0.7x
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Strategy
Blends two complementary signals: 60% from Turtle breakouts (catches trending moves) and 40% from oversold bounces in uptrending coins (catches dips).
  • The breakout leg enters on 20-day highs with 10-day low exits.
  • The mean-reversion leg buys coins that dipped below Z-score -1.5 but are still above their 50-day MA.
  • The two signals are uncorrelated, providing smoother returns than either alone.
  • Daily rebalance, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Hybrid · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $395,225 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-19 → 2021-03-22+1173.2%
2DOGE (LONG)2021-01-28 → 2021-02-13+795.0%
31000PEPE (LONG)2024-02-26 → 2024-03-14+623.5%
4M (LONG)2025-08-29 → 2025-09-18+497.6%
5GALA (LONG)2021-11-15 → 2021-12-05+419.6%
6ZEC (LONG)2025-09-26 → 2025-10-21+382.3%
7WIF (LONG)2024-02-27 → 2024-03-16+373.8%
8BNB (LONG)2021-02-05 → 2021-03-01+355.7%
9APT (LONG)2023-01-09 → 2023-02-04+319.4%
101000SHIB (LONG)2021-09-22 → 2021-10-16+273.9%
11XLM (LONG)2024-11-16 → 2024-12-02+270.1%
12SOL (LONG)2021-08-15 → 2021-09-14+259.8%
13FIL (LONG)2021-03-14 → 2021-04-05+256.6%
14OP (LONG)2022-07-18 → 2022-08-08+226.6%
15AXS (LONG)2021-06-30 → 2021-07-20+224.3%
16WLD (LONG)2024-02-14 → 2024-02-28+186.5%
17AVAX (LONG)2021-01-08 → 2021-01-24+178.8%
18ETC (LONG)2021-04-30 → 2021-05-15+175.7%
19PENDLE (LONG)2024-01-09 → 2024-02-12+155.5%
20PENGU (LONG)2025-07-10 → 2025-07-25+154.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1SPK (LONG)2025-07-24 → 2025-08-01-47.9%
2SNX (LONG)2025-10-14 → 2025-10-22-44.3%
3CHZ (LONG)2022-11-08 → 2022-11-09-43.8%
4STRK (LONG)2025-11-20 → 2025-11-24-43.1%
5XPL (LONG)2025-09-28 → 2025-10-02-42.7%
6FIL (LONG)2025-11-08 → 2025-11-16-41.9%
7DASH (LONG)2025-11-05 → 2025-11-10-39.8%
8ICP (LONG)2025-11-09 → 2025-11-14-39.8%
9HBAR (LONG)2021-09-16 → 2021-09-21-39.5%
10CAKE (LONG)2025-10-08 → 2025-10-11-39.4%
11GIGGLE (LONG)2025-11-06 → 2025-11-07-39.1%
12BIO (LONG)2025-08-23 → 2025-08-31-38.7%
13FARTCOIN (LONG)2025-01-20 → 2025-01-25-38.4%
14ADA (LONG)2025-03-03 → 2025-03-22-38.2%
15DOGE (LONG)2022-11-02 → 2022-11-08-37.9%
16AXS (LONG)2026-01-24 → 2026-01-31-37.8%
17IP (LONG)2025-09-22 → 2025-09-25-37.8%
18RESOLV (LONG)2026-01-27 → 2026-01-29-36.9%
19AVAX (LONG)2021-11-23 → 2021-12-05-36.0%
20币安人生 (LONG)2026-01-15 → 2026-01-20-35.8%
Conservative All-Season
Total Return
+526.7%
CAGR
+35.0%
Sharpe
1.34
Max Drawdown
-25.5%
Annual Vol
24.6%
Win Rate
30.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~400
Timeframe
3-Day
Max Leverage
~0.7x
Unlock strategy details
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Strategy
Highly defensive strategy in the portfolio.
  • Uses small position sizes (50% of normal for longs, 30% for shorts) and only trades when the signal is clear: long breakouts in bull markets (BTC 30d > 0), short the weakest coins in bear markets (BTC 30d < -10%).
  • Between those zones, it sits in cash.
  • Prioritises capital preservation over returns — designed to never have a catastrophic drawdown.
  • Rebalances every 3 days, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Regime · Long/Short · 7bps RT fees · 3-Day rebalance · Vol-targeted leverage
Result
$50,000 → $313,368 over 5.6 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1DOGE (LONG)2021-04-13 → 2021-04-19+478.0%
21000PEPE (LONG)2024-02-27 → 2024-03-07+276.5%
3CHZ (LONG)2021-03-11 → 2021-03-14+162.2%
41000SHIB (LONG)2024-03-01 → 2024-03-07+150.9%
5GALA (LONG)2021-11-15 → 2021-11-18+145.4%
6PENGU (LONG)2025-04-22 → 2025-04-28+140.8%
7ZEC (LONG)2025-09-28 → 2025-10-07+129.2%
8DOLO (LONG)2025-07-24 → 2025-07-30+126.7%
9WLD (LONG)2024-02-15 → 2024-02-21+126.7%
10BCH (LONG)2023-06-23 → 2023-07-02+124.1%
11AVAX (LONG)2021-08-17 → 2021-08-26+116.4%
12ZEN (LONG)2024-12-20 → 2024-12-23+113.5%
13XRP (LONG)2020-11-14 → 2020-11-26+101.7%
14INJ (LONG)2023-12-11 → 2023-12-23+98.1%
15DOT (LONG)2021-01-13 → 2021-01-19+97.7%
16SEI (LONG)2023-12-26 → 2024-01-04+96.2%
17APT (LONG)2023-01-09 → 2023-01-18+94.0%
18XLM (LONG)2024-11-20 → 2024-11-26+89.3%
19ETC (LONG)2021-04-07 → 2021-04-19+88.0%
20AXS (LONG)2021-03-08 → 2021-03-17+85.2%
Bottom 20 Trades
#CoinEntry → ExitReturn
1FIL (SHORT)2021-05-20 → 2021-06-03-45.3%
2GALA (SHORT)2022-05-12 → 2022-05-14-42.3%
3DOGE (SHORT)2021-06-22 → 2021-06-24-37.2%
4CHZ (SHORT)2021-05-24 → 2021-05-28-37.2%
5FARTCOIN (SHORT)2025-02-25 → 2025-03-02-37.0%
6RESOLV (LONG)2026-01-27 → 2026-01-29-36.9%
7CAKE (LONG)2025-10-08 → 2025-10-10-34.7%
8XMR (SHORT)2021-05-20 → 2021-05-22-30.9%
9BNB (SHORT)2021-05-24 → 2021-05-28-30.8%
10WIF (LONG)2024-03-15 → 2024-03-16-29.4%
11SOL (SHORT)2025-02-27 → 2025-03-02-29.3%
12AXS (SHORT)2021-05-24 → 2021-05-28-28.9%
13W (SHORT)2025-03-11 → 2025-03-23-28.5%
14WLD (SHORT)2023-09-13 → 2023-09-15-28.4%
15VIRTUAL (SHORT)2025-03-11 → 2025-03-17-28.4%
161000BONK (LONG)2024-03-05 → 2024-03-07-28.3%
17XPL (SHORT)2025-11-07 → 2025-11-09-28.2%
18AVAX (SHORT)2021-04-26 → 2021-04-28-27.6%
19PNUT (LONG)2025-05-14 → 2025-05-16-27.6%
20CRV (SHORT)2022-06-19 → 2022-07-01-27.5%
Low Exposure Trend
Total Return
+423.4%
CAGR
+31.1%
Sharpe
1.26
Max Drawdown
-34.1%
Annual Vol
23.7%
Win Rate
40.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~450
Timeframe
Daily
Max Leverage
~0.7x
Unlock strategy details
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Strategy
Dynamically scales its total market exposure based on 'market breadth' — the percentage of coins trading above their 20-day moving average.
  • When most coins are trending up (breadth > 50%), it uses full position size.
  • When breadth collapses (bear market, few uptrends), exposure drops toward zero automatically.
  • Uses a tight 10-day MA stop on individual positions.
  • Daily rebalance, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $261,685 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-03-01 → 2021-03-10+391.1%
2DOGE (LONG)2021-04-13 → 2021-04-17+299.3%
3ETC (LONG)2021-05-01 → 2021-05-07+230.1%
41000SHIB (LONG)2021-10-03 → 2021-10-07+191.1%
5SPK (LONG)2025-07-21 → 2025-07-24+176.7%
6AXS (LONG)2021-07-21 → 2021-07-26+172.2%
7AVAX (LONG)2021-02-06 → 2021-02-11+165.9%
8WLD (LONG)2024-02-13 → 2024-02-20+155.9%
9DOLO (LONG)2025-07-23 → 2025-07-29+146.7%
10M (LONG)2025-09-03 → 2025-09-09+143.8%
11WIF (LONG)2024-02-26 → 2024-02-29+137.4%
121000PEPE (LONG)2024-03-01 → 2024-03-05+130.3%
13ZEC (LONG)2025-09-28 → 2025-10-03+129.3%
14OP (LONG)2022-07-27 → 2022-07-30+119.0%
15RESOLV (LONG)2025-11-06 → 2025-11-12+117.8%
16SNX (LONG)2025-10-12 → 2025-10-14+115.4%
17FIL (LONG)2025-11-06 → 2025-11-08+111.6%
18ADA (LONG)2021-02-05 → 2021-02-11+111.2%
19XLM (LONG)2024-11-20 → 2024-11-25+107.9%
20BIO (LONG)2025-08-07 → 2025-08-12+102.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1STRK (LONG)2025-11-20 → 2025-11-22-41.9%
2SNX (LONG)2021-05-18 → 2021-05-19-30.0%
3CRV (LONG)2020-10-28 → 2020-10-29-29.0%
4AAVE (LONG)2021-05-18 → 2021-05-19-28.2%
5DOLO (LONG)2025-08-31 → 2025-09-01-26.7%
6HBAR (LONG)2021-05-18 → 2021-05-19-26.6%
7CHZ (LONG)2022-11-19 → 2022-11-20-26.6%
8BIO (LONG)2025-08-25 → 2025-08-26-26.5%
9SOL (LONG)2021-05-17 → 2021-05-19-25.4%
10ZEC (LONG)2021-11-26 → 2021-11-30-25.3%
11RESOLV (LONG)2025-11-17 → 2025-11-18-25.3%
12WIF (LONG)2025-03-03 → 2025-03-04-24.6%
13FARTCOIN (LONG)2025-01-20 → 2025-01-21-23.7%
14LDO (LONG)2024-06-27 → 2024-06-28-22.9%
15DOGE (LONG)2021-01-29 → 2021-01-30-22.9%
16BCH (LONG)2020-03-07 → 2020-03-08-22.1%
17NEAR (LONG)2021-12-12 → 2021-12-13-21.7%
18M (LONG)2026-02-07 → 2026-02-08-21.6%
19ZEN (LONG)2024-12-26 → 2024-12-28-21.2%
20BNB (LONG)2020-03-07 → 2020-03-08-21.0%
Turtle 10-5 Fast
Total Return
+5581.2%
CAGR
+93.6%
Sharpe
1.7
Max Drawdown
-46.5%
Annual Vol
44.5%
Win Rate
47.9%
Starting Capital
$50K
Fees
7bps RT
Trades
~700
Timeframe
Daily
Max Leverage
~1.3x
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Strategy
A faster variant of the classic Turtle system using shorter lookback periods: enter when a coin makes a new 10-day high (instead of 20), exit when it makes a 5-day low (instead of 10).
  • The shorter windows catch trends earlier and exit faster, resulting in more trades but quicker reaction to reversals.
  • Ranks active positions by 5-day rate of change, holds top 10.
  • Daily rebalance, 40% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $2,840,601 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-18 → 2021-03-17+1493.1%
21000PEPE (LONG)2024-02-24 → 2024-03-13+655.5%
3GALA (LONG)2021-11-15 → 2021-11-30+565.5%
4WIF (LONG)2024-02-26 → 2024-03-11+503.1%
5M (LONG)2025-08-29 → 2025-09-11+346.7%
6APT (LONG)2023-01-09 → 2023-01-30+337.2%
7XLM (LONG)2024-11-12 → 2024-11-28+335.6%
8AXS (LONG)2021-06-29 → 2021-07-19+328.6%
9DOGE (LONG)2021-04-10 → 2021-04-22+322.9%
10OP (LONG)2022-07-17 → 2022-08-08+264.4%
111000BONK (LONG)2023-12-02 → 2023-12-13+221.1%
121000SHIB (LONG)2021-10-03 → 2021-10-15+220.8%
13BNB (LONG)2021-01-29 → 2021-02-15+206.3%
14WLD (LONG)2024-02-13 → 2024-02-26+205.4%
15AVAX (LONG)2021-02-03 → 2021-02-14+191.2%
16XRP (LONG)2021-04-04 → 2021-04-16+168.0%
17ADA (LONG)2021-02-01 → 2021-02-12+167.9%
18CRV (LONG)2021-01-14 → 2021-01-27+163.9%
19VIRTUAL (LONG)2025-04-22 → 2025-05-06+162.4%
20ZEC (LONG)2025-09-23 → 2025-10-07+162.4%
Bottom 20 Trades
#CoinEntry → ExitReturn
1GIGGLE (LONG)2025-10-26 → 2025-10-30-55.3%
2SPK (LONG)2025-07-24 → 2025-07-28-48.4%
3DOT (LONG)2021-05-15 → 2021-05-19-47.9%
4CRV (LONG)2020-10-28 → 2020-11-02-42.5%
5STRK (LONG)2025-11-20 → 2025-11-22-41.9%
6FORM (LONG)2025-10-09 → 2025-10-10-41.2%
7SNX (LONG)2025-10-14 → 2025-10-17-40.0%
8NEAR (LONG)2021-05-16 → 2021-05-19-39.4%
9IP (LONG)2025-09-22 → 2025-09-25-37.8%
10XPL (LONG)2025-09-28 → 2025-09-30-37.5%
11FARTCOIN (LONG)2025-01-20 → 2025-01-23-36.9%
12CHZ (LONG)2021-06-17 → 2021-06-21-36.8%
13ETC (LONG)2021-05-07 → 2021-05-12-36.5%
14XMR (LONG)2024-02-05 → 2024-02-06-36.3%
15ADA (LONG)2021-05-17 → 2021-05-19-36.3%
16DOGE (LONG)2021-04-20 → 2021-04-22-36.2%
17HBAR (LONG)2021-05-15 → 2021-05-19-36.1%
18VIRTUAL (LONG)2025-11-02 → 2025-11-06-34.9%
19CAKE (LONG)2025-10-08 → 2025-10-10-34.7%
20FIL (LONG)2025-11-08 → 2025-11-11-34.0%
Turtle 40-20 Slow
Total Return
+1569.6%
CAGR
+58.5%
Sharpe
1.48
Max Drawdown
-53.0%
Annual Vol
35.4%
Win Rate
50.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~450
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
The slow, patient version of the Turtle system: enter on a 40-day high breakout (roughly 2 months), exit on a 20-day low.
  • The longer lookback means fewer signals but catches bigger, more sustained trends.
  • Less prone to whipsaws in choppy markets compared to faster variants, but slower to enter new trends.
  • Ranks by 20-day ROC, holds top 10.
  • Daily rebalance, 30% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $834,788 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-06-30 → 2021-08-16+1334.9%
2ZEC (LONG)2025-09-23 → 2025-11-30+781.5%
3CHZ (LONG)2021-03-02 → 2021-04-01+765.0%
4DOGE (LONG)2021-01-28 → 2021-02-17+567.8%
51000SHIB (LONG)2021-10-03 → 2021-11-16+513.3%
61000PEPE (LONG)2024-02-24 → 2024-03-23+512.0%
7SOL (LONG)2021-08-13 → 2021-11-11+467.7%
8BNB (LONG)2021-02-05 → 2021-03-11+418.2%
9GALA (LONG)2021-11-15 → 2021-12-16+399.7%
10WIF (LONG)2024-02-27 → 2024-04-13+394.6%
11HBAR (LONG)2024-11-15 → 2024-12-22+315.7%
12FIL (LONG)2021-03-10 → 2021-04-15+307.0%
13DOT (LONG)2020-12-28 → 2021-02-05+305.5%
14ADA (LONG)2020-04-22 → 2020-07-29+304.9%
15FET (LONG)2024-02-17 → 2024-03-26+300.2%
16AVAX (LONG)2021-01-08 → 2021-02-05+299.4%
17CRV (LONG)2021-01-15 → 2021-02-10+288.0%
18APT (LONG)2023-01-09 → 2023-02-14+274.9%
19ETC (LONG)2021-04-05 → 2021-05-23+253.7%
20SNX (LONG)2020-12-12 → 2021-01-15+248.0%
Bottom 20 Trades
#CoinEntry → ExitReturn
1ETC (LONG)2021-05-07 → 2021-05-23-61.6%
2SNX (LONG)2025-10-14 → 2025-11-03-60.6%
3LINK (LONG)2020-03-06 → 2020-03-12-57.7%
4RESOLV (LONG)2025-11-17 → 2025-11-28-56.7%
5DOGE (LONG)2021-05-08 → 2021-05-23-55.7%
6AXS (LONG)2026-01-24 → 2026-02-05-55.6%
7BCH (LONG)2021-05-12 → 2021-05-19-55.2%
8ICP (LONG)2025-11-09 → 2025-11-27-54.9%
9AVAX (LONG)2021-02-11 → 2021-02-27-53.2%
10FIL (LONG)2025-11-08 → 2025-11-29-52.5%
11币安人生 (LONG)2026-01-15 → 2026-01-31-51.8%
12DASH (LONG)2026-01-17 → 2026-02-03-51.5%
13WIF (LONG)2024-04-01 → 2024-04-13-49.2%
14STRK (LONG)2025-11-20 → 2025-11-29-46.0%
15ZEC (LONG)2021-11-26 → 2021-12-10-46.0%
16LYN (LONG)2026-01-04 → 2026-01-10-45.0%
17CHZ (LONG)2022-11-08 → 2022-11-09-43.8%
181000BONK (LONG)2024-03-05 → 2024-03-19-42.8%
19PUMP (LONG)2025-09-16 → 2025-09-25-41.9%
20ADA (LONG)2025-03-03 → 2025-03-30-41.7%
Vol-Scaled Turtle
Total Return
+669.4%
CAGR
+39.6%
Sharpe
1.59
Max Drawdown
-28.0%
Annual Vol
22.6%
Win Rate
47.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~550
Timeframe
Daily
Max Leverage
~0.7x
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Strategy
Runs the Turtle breakout system (enter on 20-day high, exit on 10-day low) but dynamically scales position size based on BTC's realised volatility.
  • When BTC vol is low (calm markets, <50% annualised), positions are full size.
  • When BTC vol spikes (turbulent markets, >80%), positions are reduced to 25% of normal.
  • This automatically reduces exposure during Highly dangerous periods.
  • Daily rebalance, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $384,676 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-18 → 2021-03-22+1296.1%
2ZEC (LONG)2025-09-23 → 2025-11-25+951.8%
3DOGE (LONG)2021-01-28 → 2021-02-14+745.6%
4WIF (LONG)2024-02-26 → 2024-03-25+668.1%
5ETC (LONG)2021-04-04 → 2021-05-16+590.8%
61000PEPE (LONG)2024-02-26 → 2024-03-15+548.3%
7BNB (LONG)2021-02-01 → 2021-03-19+492.8%
8M (LONG)2025-08-29 → 2025-09-23+459.7%
9GALA (LONG)2021-11-15 → 2021-12-05+419.6%
10APT (LONG)2023-01-08 → 2023-02-04+330.2%
11XLM (LONG)2024-11-15 → 2024-12-03+286.3%
12FET (LONG)2024-02-11 → 2024-03-16+286.0%
131000SHIB (LONG)2021-09-16 → 2021-10-16+279.8%
14FIL (LONG)2021-03-13 → 2021-04-06+276.1%
15VIRTUAL (LONG)2025-04-22 → 2025-05-10+254.4%
16SOL (LONG)2021-08-15 → 2021-09-16+245.2%
17AAVE (LONG)2021-01-15 → 2021-02-13+236.1%
18OP (LONG)2022-07-18 → 2022-08-08+226.6%
19AXS (LONG)2021-06-30 → 2021-07-20+224.3%
20CRV (LONG)2021-01-15 → 2021-02-02+213.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1SPK (LONG)2025-07-24 → 2025-08-02-49.5%
2FARTCOIN (LONG)2025-01-20 → 2025-01-26-49.1%
3DOT (LONG)2021-05-15 → 2021-05-19-47.9%
4CRV (LONG)2021-05-15 → 2021-05-19-47.1%
5XPL (LONG)2025-09-28 → 2025-10-04-46.8%
6DASH (LONG)2025-11-05 → 2025-11-11-44.4%
7SNX (LONG)2025-10-14 → 2025-10-22-44.3%
8CHZ (LONG)2022-11-08 → 2022-11-09-43.8%
9DOGE (LONG)2021-05-08 → 2021-05-12-43.5%
10STRK (LONG)2025-11-20 → 2025-11-24-43.1%
11WIF (LONG)2024-04-01 → 2024-04-12-42.0%
12FIL (LONG)2025-11-08 → 2025-11-16-41.9%
13IP (LONG)2026-01-14 → 2026-01-21-40.3%
14XLM (LONG)2021-05-12 → 2021-05-19-39.9%
15ICP (LONG)2025-11-09 → 2025-11-14-39.8%
16HBAR (LONG)2021-09-16 → 2021-09-21-39.5%
17NEAR (LONG)2021-05-16 → 2021-05-19-39.4%
18GIGGLE (LONG)2025-11-06 → 2025-11-07-39.1%
19CAKE (LONG)2025-10-08 → 2025-10-24-39.0%
20ZEN (LONG)2021-02-19 → 2021-02-25-38.8%
Hedged Breakout
Total Return
+531.7%
CAGR
+35.2%
Sharpe
1.46
Max Drawdown
-27.5%
Annual Vol
22.3%
Win Rate
49.6%
Starting Capital
$50K
Fees
7bps RT
Trades
~650
Timeframe
Daily
Max Leverage
~0.7x
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Strategy
Maintains Turtle breakout longs (60% of capital) at all times, but adds a short hedge (40% of capital) on the 5 weakest momentum coins whenever BTC's 30-day return drops below -5%.
  • In bull markets, it's a pure long breakout strategy.
  • In bear markets, the short hedge kicks in to offset losses.
  • In backtesting, this approach showed lower drawdowns than unhedged breakouts while retaining most of the upside historically.
  • Daily rebalance, 20% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long/Short · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $315,852 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-18 → 2021-03-22+1296.1%
2ZEC (LONG)2025-09-23 → 2025-11-25+951.8%
3DOGE (LONG)2021-01-28 → 2021-02-14+745.6%
4WIF (LONG)2024-02-26 → 2024-03-25+668.1%
5ETC (LONG)2021-04-04 → 2021-05-16+590.8%
61000PEPE (LONG)2024-02-26 → 2024-03-15+548.3%
7BNB (LONG)2021-02-01 → 2021-03-19+492.8%
8M (LONG)2025-08-29 → 2025-09-23+459.7%
9GALA (LONG)2021-11-15 → 2021-12-05+419.6%
10APT (LONG)2023-01-08 → 2023-02-04+330.2%
11XLM (LONG)2024-11-15 → 2024-12-03+286.3%
12FET (LONG)2024-02-11 → 2024-03-16+286.0%
131000SHIB (LONG)2021-09-16 → 2021-10-16+279.8%
14FIL (LONG)2021-03-13 → 2021-04-06+276.1%
15VIRTUAL (LONG)2025-04-22 → 2025-05-10+254.4%
16SOL (LONG)2021-08-15 → 2021-09-16+245.2%
17AAVE (LONG)2021-01-15 → 2021-02-13+236.1%
18OP (LONG)2022-07-18 → 2022-08-08+226.6%
19AXS (LONG)2021-06-30 → 2021-07-20+224.3%
20CRV (LONG)2021-01-15 → 2021-02-02+213.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1GIGGLE (SHORT)2025-11-03 → 2025-11-04-71.6%
2LINK (SHORT)2020-03-18 → 2020-04-28-56.9%
3ETH (SHORT)2020-03-17 → 2020-05-10-50.5%
4SPK (LONG)2025-07-24 → 2025-08-02-49.5%
5FARTCOIN (LONG)2025-01-20 → 2025-01-26-49.1%
6DOT (LONG)2021-05-15 → 2021-05-19-47.9%
7WLD (SHORT)2023-09-13 → 2023-10-02-47.8%
8CRV (LONG)2021-05-15 → 2021-05-19-47.1%
9XPL (LONG)2025-09-28 → 2025-10-04-46.8%
10CHZ (SHORT)2021-05-24 → 2021-05-26-45.5%
11MON (SHORT)2025-11-03 → 2025-11-04-45.3%
12DASH (LONG)2025-11-05 → 2025-11-11-44.4%
13SNX (LONG)2025-10-14 → 2025-10-22-44.3%
14DOGE (LONG)2021-05-08 → 2021-05-12-43.5%
15STRK (LONG)2025-11-20 → 2025-11-24-43.1%
16XLM (SHORT)2020-04-02 → 2020-05-10-43.0%
17SOL (SHORT)2022-11-10 → 2022-11-30-42.9%
18WIF (LONG)2024-04-01 → 2024-04-12-42.0%
19FIL (LONG)2025-11-08 → 2025-11-16-41.9%
20ADA (SHORT)2020-03-13 → 2020-04-12-40.7%
Breakout RVOL Donchian
Total Return
+1761.9%
CAGR
+61.3%
Sharpe
1.58
Max Drawdown
-34.9%
Annual Vol
34.0%
Win Rate
51.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~550
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
Only enters breakouts that are accompanied by above-average volume (RVOL > 1.3x).
  • A breakout on low volume may be more likely to fail — this filter is designed to identify moves with stronger buying pressure.
  • Uses the 20-day Donchian low as the exit (a wide trailing stop that lets winners run).
  • Ranks by 10-day ROC, holds top 10.
  • Daily rebalance, 30% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Breakout · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $930,945 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
Upgrade
Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1CHZ (LONG)2021-02-18 → 2021-03-22+1296.1%
2ZEC (LONG)2025-09-23 → 2025-11-30+781.5%
3AXS (LONG)2021-06-30 → 2021-08-02+769.3%
4DOGE (LONG)2021-01-28 → 2021-02-14+745.6%
5WIF (LONG)2024-02-26 → 2024-03-23+551.8%
61000PEPE (LONG)2024-02-26 → 2024-03-15+548.3%
7BNB (LONG)2021-02-01 → 2021-03-01+475.0%
8M (LONG)2025-08-28 → 2025-09-23+461.4%
9GALA (LONG)2021-11-15 → 2021-12-16+399.7%
10APT (LONG)2023-01-09 → 2023-02-04+319.4%
11FIL (LONG)2021-03-10 → 2021-04-06+294.6%
12XLM (LONG)2024-11-15 → 2024-12-03+286.3%
13FARTCOIN (LONG)2025-03-19 → 2025-04-24+285.0%
14FET (LONG)2024-02-12 → 2024-03-16+284.1%
151000SHIB (LONG)2021-09-16 → 2021-10-16+279.8%
16VIRTUAL (LONG)2025-04-22 → 2025-05-10+254.4%
17AAVE (LONG)2021-01-15 → 2021-02-13+236.1%
18SOL (LONG)2021-08-15 → 2021-09-17+234.4%
19OP (LONG)2022-07-18 → 2022-08-08+226.6%
20CRV (LONG)2021-01-15 → 2021-02-02+213.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1LINK (LONG)2020-03-06 → 2020-03-12-57.7%
2SNX (LONG)2025-10-14 → 2025-10-31-56.3%
3AXS (LONG)2026-01-24 → 2026-02-05-55.6%
4SPK (LONG)2025-07-24 → 2025-08-02-49.5%
5RESOLV (LONG)2025-11-17 → 2025-11-26-49.2%
6FARTCOIN (LONG)2025-01-20 → 2025-01-26-49.1%
7DOT (LONG)2021-05-15 → 2021-05-19-47.9%
8INJ (LONG)2022-11-05 → 2022-11-09-46.3%
9DASH (LONG)2025-11-05 → 2025-11-11-44.4%
10ZEC (LONG)2021-11-26 → 2021-12-09-44.4%
11CHZ (LONG)2022-11-08 → 2022-11-09-43.8%
12DOGE (LONG)2021-05-08 → 2021-05-12-43.5%
13GALA (LONG)2022-02-09 → 2022-03-06-43.3%
14ZEN (LONG)2021-02-19 → 2021-02-26-43.2%
15XPL (LONG)2025-09-28 → 2025-10-02-42.7%
16STRK (LONG)2025-11-20 → 2025-11-25-42.6%
17FIL (LONG)2025-11-08 → 2025-11-16-41.9%
18ETC (LONG)2021-05-19 → 2021-05-23-41.8%
19IP (LONG)2026-01-14 → 2026-01-21-40.3%
20CAKE (LONG)2025-10-08 → 2025-10-28-40.2%
Short Overextended Bear
Total Return
+176.4%
CAGR
+18.1%
Sharpe
0.68
Max Drawdown
-40.8%
Annual Vol
31.7%
Win Rate
3.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~408
Timeframe
5-Day
Max Leverage
~1.0x
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Strategy
Targets coins that have rallied too far too fast — specifically those with a Z-score above 2.0 (more than 2 standard deviations above their 20-day mean).
  • Only trades when BTC's 30-day return is negative (bear market), which is when overextended rallies are most likely to fail.
  • Shorts the 10 most overextended coins.
  • Sits in cash entirely during bull markets.
  • 30% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Bear regime only · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Mean Reversion · Short Only · 7bps RT fees · 5-Day rebalance · Vol-targeted leverage
Result
$50,000 → $138,176 over 4.8 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinDateReturn
1DOLO2025-07-27+184.4%
2FARTCOIN2025-01-19+182.2%
3M2025-09-07+177.4%
4XLM2024-11-24+172.6%
5ZEC2025-10-05+170.8%
6PNUT2025-05-11+159.9%
7PENGU2025-04-27+156.4%
8SPK2025-07-27+152.2%
9WLD2024-02-18+139.6%
10AXS2021-07-25+136.4%
111000BONK2023-12-10+135.7%
12AVAX2021-08-22+133.0%
131000SHIB2024-03-03+133.0%
14IP2025-02-23+130.2%
15DASH2026-01-18+111.9%
16RESOLV2025-11-09+110.9%
17ETHFI2025-05-11+107.4%
18GALA2023-01-08+104.4%
19XPL2025-09-28+103.2%
20APT2023-01-15+101.6%
Bottom 20 Trades
#CoinDateReturn
1SOL2022-11-13-59.7%
2GIGGLE2025-11-02-54.7%
3XPL2025-10-12-51.3%
4VIRTUAL2025-03-09-49.2%
5FARTCOIN2025-01-26-49.1%
6PENGU2025-02-02-47.3%
7OP2022-06-12-44.6%
8BIO2025-01-12-44.3%
9FORM2025-09-14-43.8%
10APT2022-11-13-42.3%
11WIF2025-03-09-42.0%
12NEAR2022-01-23-42.0%
13CRV2022-01-23-41.4%
14TRUMP2025-01-26-41.2%
15IP2025-10-12-41.1%
16DOLO2025-09-07-40.5%
17GALA2022-01-23-40.4%
18W2025-03-09-40.0%
19RESOLV2025-11-30-39.6%
20币安人生2025-11-23-39.6%
Short Low Vol Downtrend
Total Return
+195.8%
CAGR
+19.4%
Sharpe
0.68
Max Drawdown
-52.5%
Annual Vol
34.6%
Win Rate
6.9%
Starting Capital
$50K
Fees
7bps RT
Trades
~623
Timeframe
5-Day
Max Leverage
~0.7x
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Strategy
Identifies coins in confirmed downtrends (below both 20-day and 50-day moving averages) where trading volume has dried up to less than 70% of the 30-day average.
  • Low volume in a downtrend signals no buying interest — these coins tend to keep falling.
  • Only active when BTC is bearish (30d return < +5%).
  • Shorts the 10 weakest by this criteria.
  • 20% vol target for conservative sizing.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Bear regime only · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Short Only · 7bps RT fees · 5-Day rebalance · Vol-targeted leverage
Result
$50,000 → $147,898 over 4.7 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AAVE (SHORT)2021-06-04 → 2021-06-24+57.1%
2AXS (SHORT)2022-04-20 → 2022-04-30+51.9%
3EIGEN (SHORT)2025-10-26 → 2025-11-05+47.4%
4AVAX (SHORT)2021-06-04 → 2021-06-24+43.4%
5GALA (SHORT)2022-04-20 → 2022-04-30+42.4%
6GIGGLE (SHORT)2026-01-24 → 2026-02-03+41.9%
7SNX (SHORT)2021-06-04 → 2021-06-19+40.9%
8ZEN (SHORT)2025-11-25 → 2025-12-20+39.4%
9ICP (SHORT)2025-11-25 → 2025-12-15+38.4%
10ETC (SHORT)2022-04-20 → 2022-04-30+37.3%
11FARTCOIN (SHORT)2025-10-26 → 2025-11-05+36.5%
12HBAR (SHORT)2022-04-20 → 2022-04-30+35.7%
13DASH (SHORT)2021-06-04 → 2021-06-24+35.6%
141000BONK (SHORT)2026-01-24 → 2026-02-08+33.4%
15XLM (SHORT)2021-06-04 → 2021-06-24+31.3%
16STRK (SHORT)2025-12-05 → 2025-12-20+31.0%
17BCH (SHORT)2021-06-04 → 2021-06-24+28.4%
18PNUT (SHORT)2026-01-24 → 2026-02-03+27.8%
19ASTER (SHORT)2025-12-10 → 2025-12-20+26.7%
201000PEPE (SHORT)2023-09-07 → 2023-09-17+26.5%
Bottom 20 Trades
#CoinEntry → ExitReturn
1CRV (SHORT)2022-11-21 → 2022-11-26-34.5%
2PNUT (SHORT)2025-12-30 → 2026-01-04-31.6%
3PENGU (SHORT)2025-12-30 → 2026-01-04-31.4%
4SPK (SHORT)2025-11-05 → 2025-11-10-30.8%
5PUMP (SHORT)2025-12-30 → 2026-01-04-23.2%
6RESOLV (SHORT)2025-12-05 → 2025-12-20-22.8%
7M (SHORT)2025-12-10 → 2025-12-15-22.8%
8PENDLE (SHORT)2024-05-14 → 2024-05-19-22.4%
9TIA (SHORT)2025-12-30 → 2026-01-04-21.6%
10ONDO (SHORT)2024-05-14 → 2024-05-19-21.1%
11GALA (SHORT)2024-12-30 → 2025-01-04-20.5%
12ENA (SHORT)2025-12-30 → 2026-01-04-20.4%
13ZEN (SHORT)2024-06-28 → 2024-07-03-19.8%
14FARTCOIN (SHORT)2025-09-06 → 2025-09-11-19.3%
15AVAX (SHORT)2024-08-17 → 2024-08-22-18.8%
16PYTH (SHORT)2025-11-05 → 2025-11-10-18.2%
17TAO (SHORT)2025-12-30 → 2026-01-04-17.9%
18LYN (SHORT)2026-01-24 → 2026-01-29-17.7%
19BIO (SHORT)2025-03-20 → 2025-03-25-17.3%
20WIF (SHORT)2024-12-30 → 2025-01-04-17.3%
Fade RVOL Spike 15x
LOW SAMPLE
Total Return
+813.7%
CAGR
+43.6%
Sharpe
1.42
Max Drawdown
-7.7%
Annual Vol
27.8%
Win Rate
2.4%
Starting Capital
$50K
Fees
7bps RT
Trades
~96
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
Shorts coins that spike >15x their 20-day average volume while up >50% in 3 days.
  • These extreme volume events signal peak retail FOMO — when everyone is buying, the smart money is selling.
  • Holds the short for 7 days then exits.
  • Only ~16 trades per year but extremely high conviction.
  • The 15x volume threshold filters for only Highly extreme spikes — at this level, pumps in backtesting tended to have exhausted buying pressure and historically reverted within a week.
Universe
Binance Futures · 500+ coins · Listed >30 days · 15x RVOL spike trigger ensures massive liquidity on entry (median $1B+ spike-day volume) · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Mean Reversion · Short Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $456,851 over 2.3 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1RSR (SHORT)2024-12-04 → 2024-12-11+57.7%
2OL (SHORT)2025-10-30 → 2025-11-05+53.8%
3PTB (SHORT)2025-12-17 → 2025-12-24+53.8%
4NMR (SHORT)2025-08-28 → 2025-09-03+50.5%
5LSK (SHORT)2025-11-12 → 2025-11-19+40.8%
6THE (SHORT)2025-07-16 → 2025-07-23+29.4%
7API3 (SHORT)2025-08-22 → 2025-08-27+28.3%
8AXL (SHORT)2025-06-11 → 2025-06-18+27.4%
9CYBER (SHORT)2025-08-13 → 2025-08-20+23.1%
10MINA (SHORT)2023-10-25 → 2023-11-01+21.7%
11ILV (SHORT)2025-08-07 → 2025-08-13+16.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1PTB (SHORT)2025-12-19 → 2025-12-24-11.4%
2RSR (SHORT)2024-12-10 → 2024-12-11-6.4%
3ILV (SHORT)2025-08-12 → 2025-08-13-4.3%
4OL (SHORT)2025-11-04 → 2025-11-05-3.8%
5NMR (SHORT)2025-09-02 → 2025-09-03+0.5%
6CYBER (SHORT)2025-08-16 → 2025-08-20+0.7%
7MINA (SHORT)2023-10-29 → 2023-11-01+1.9%
8AXL (SHORT)2025-06-14 → 2025-06-18+3.5%
9THE (SHORT)2025-07-21 → 2025-07-23+3.8%
10API3 (SHORT)2025-08-26 → 2025-08-27+4.5%
11LSK (SHORT)2025-11-14 → 2025-11-19+5.6%
Fade BB Expansion
Total Return
+833.1%
CAGR
+44.1%
Sharpe
0.74
Max Drawdown
-27.8%
Annual Vol
70.7%
Win Rate
5.3%
Starting Capital
$50K
Fees
7bps RT
Trades
~273
Timeframe
Daily
Max Leverage
~0.7x
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Strategy
Shorts coins where Bollinger bandwidth expands to 3x its 20-day average while price is up >50% in 3 days.
  • Bandwidth explosion signals unsustainable volatility — the wider the bands stretch, the harder they snap back.
  • Holds for 7 days then exits.
  • Showed positive backtested returns across parameter ranges (BB 2.5-4.0x, move 40-70%).
  • 29% of trades occurred in 2020-2022, A strong early-period representation of any fade strategy.
Universe
Binance Futures · 500+ coins · Listed >30 days · $25M+ daily vol on trigger day (all trades pass naturally) · BB width expansion trigger · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Mean Reversion · Short Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $466,558 over 5.2 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1BAS (SHORT)2025-10-19 → 2025-10-22+185.8%
2JELLYJELLY (SHORT)2025-11-05 → 2025-11-12+86.5%
3VINE (SHORT)2025-07-30 → 2025-08-06+60.2%
4RSR (SHORT)2024-12-04 → 2024-12-11+57.7%
5NMR (SHORT)2025-08-28 → 2025-09-03+50.5%
6BROCCOLI714 (SHORT)2026-01-07 → 2026-01-14+48.7%
7DUSK (SHORT)2026-01-21 → 2026-01-28+46.3%
8HFT (SHORT)2025-07-03 → 2025-07-09+45.8%
9VIC (SHORT)2025-07-11 → 2025-07-16+43.8%
10SAND (SHORT)2021-11-04 → 2021-11-10+34.4%
11THE (SHORT)2025-07-16 → 2025-07-23+29.4%
12CTSI (SHORT)2023-04-19 → 2023-04-26+28.4%
13LSK (SHORT)2024-03-06 → 2024-03-13+25.4%
14DIA (SHORT)2025-07-23 → 2025-07-30+24.5%
15ASR (SHORT)2025-07-30 → 2025-08-06+23.8%
16MINA (SHORT)2023-10-25 → 2023-11-01+21.7%
17SOON (SHORT)2025-10-14 → 2025-10-15+21.0%
18APE (SHORT)2024-10-23 → 2024-10-30+18.9%
19WLD (SHORT)2025-09-10 → 2025-09-17+17.8%
20STX (SHORT)2023-12-06 → 2023-12-13+13.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1BAS (SHORT)2025-10-16 → 2025-10-22-83.3%
2LRC (SHORT)2021-11-05 → 2021-11-10-75.1%
3JASMY (SHORT)2024-02-21 → 2024-02-28-66.1%
41000SHIB (SHORT)2021-10-06 → 2021-10-13-65.5%
5CHR (SHORT)2021-11-04 → 2021-11-10-55.9%
6BANANAS31 (SHORT)2025-06-27 → 2025-07-02-52.0%
7ARK (SHORT)2023-11-03 → 2023-11-08-42.7%
8ZRX (SHORT)2024-03-13 → 2024-03-20-28.7%
9BIGTIME (SHORT)2023-12-10 → 2023-12-13-27.1%
10ID (SHORT)2024-03-14 → 2024-03-20-20.8%
11XLM (SHORT)2020-11-27 → 2020-12-02-14.8%
12JELLYJELLY (SHORT)2025-11-07 → 2025-11-12-11.2%
13FIL (SHORT)2021-02-11 → 2021-02-17-10.6%
14STX (SHORT)2023-12-12 → 2023-12-13-10.1%
15VINE (SHORT)2025-08-03 → 2025-08-06-7.4%
16RSR (SHORT)2024-12-10 → 2024-12-11-6.4%
17WLD (SHORT)2025-09-16 → 2025-09-17-5.9%
18APE (SHORT)2024-10-29 → 2024-10-30-4.3%
19SOON (SHORT)2025-10-09 → 2025-10-15-3.6%
20VIC (SHORT)2025-07-10 → 2025-07-16-3.4%
Short New Listings
Total Return
+324.3%
CAGR
+26.7%
Sharpe
1.07
Max Drawdown
-32.3%
Annual Vol
25.0%
Win Rate
25.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~437
Timeframe
Daily
Max Leverage
~0.7x
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Strategy
Shorts every new Binance Futures listing starting on day 2 after listing, holds for 5 days.
  • New listings consistently fade after the initial hype — 68% are negative within a week.
  • By waiting until day 2, the strategy avoids the chaotic first-day price discovery and short squeezes.
  • Extremely robust: positive Sharpe across every entry day (0-3), hold period (5-10d), and volume filter tested.
  • 437 trades over 6 years provides strong statistical significance.
Universe
Binance Futures · All new listings · $25M+ listing-day volume · Entry on day 2 post-listing · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Mean Reversion · Short Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $212,159 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1XNY (SHORT)2025-08-17 → 2025-08-20+109.5%
2YB (SHORT)2025-10-14 → 2025-10-17+97.5%
3BROCCOLIF3B (SHORT)2025-03-23 → 2025-03-28+95.6%
4PROMPT (SHORT)2025-04-13 → 2025-04-18+90.5%
5VINE (SHORT)2025-01-26 → 2025-01-31+88.0%
6SXT (SHORT)2025-05-06 → 2025-05-09+87.4%
7FIGHT (SHORT)2026-01-25 → 2026-01-30+87.0%
8CRV (SHORT)2020-09-03 → 2020-09-08+80.4%
9BAN (SHORT)2024-11-20 → 2024-11-25+79.4%
10SPACE (SHORT)2026-01-25 → 2026-01-30+79.4%
11ZEREBRO (SHORT)2025-01-04 → 2025-01-09+77.6%
12TNSR (SHORT)2024-04-10 → 2024-04-15+76.8%
13ALLO (SHORT)2025-11-13 → 2025-11-18+72.1%
14OP (SHORT)2022-06-03 → 2022-06-08+71.9%
15ME (SHORT)2024-12-12 → 2024-12-17+66.8%
16SAPIEN (SHORT)2025-08-24 → 2025-08-27+65.2%
17FOGO (SHORT)2026-01-13 → 2026-01-17+63.9%
18SIREN (SHORT)2025-03-25 → 2025-03-29+63.9%
19ON (SHORT)2025-10-27 → 2025-10-31+63.1%
201000000BOB (SHORT)2025-06-07 → 2025-06-12+63.0%
Bottom 20 Trades
#CoinEntry → ExitReturn
1PNUT (SHORT)2024-11-13 → 2024-11-18-289.1%
2TUT (SHORT)2025-03-22 → 2025-03-27-261.1%
3H (SHORT)2025-06-29 → 2025-07-02-117.0%
4C (SHORT)2025-07-17 → 2025-07-22-110.9%
5ACU (SHORT)2026-01-23 → 2026-01-28-110.5%
6IP (SHORT)2025-02-19 → 2025-02-20-101.6%
7M (SHORT)2025-07-09 → 2025-07-14-95.7%
8AVNT (SHORT)2025-09-12 → 2025-09-16-91.2%
9STBL (SHORT)2025-09-20 → 2025-09-24-90.2%
10RAVE (SHORT)2025-12-17 → 2025-12-21-89.6%
11Q (SHORT)2025-09-06 → 2025-09-09-86.9%
12CROSS (SHORT)2025-07-13 → 2025-07-17-86.8%
134 (SHORT)2025-10-11 → 2025-10-15-80.5%
14MOCA (SHORT)2024-12-18 → 2024-12-23-79.8%
15HEMI (SHORT)2025-08-31 → 2025-09-05-76.0%
16FUN (SHORT)2025-04-03 → 2025-04-07-71.0%
17VVV (SHORT)2025-02-03 → 2025-02-05-68.4%
18GAS (SHORT)2023-10-27 → 2023-11-01-68.3%
19SUSHI (SHORT)2020-09-06 → 2020-09-11-67.6%
20NEWT (SHORT)2025-06-21 → 2025-06-26-67.2%
Long L1 Short L2
Total Return
+75.7%
CAGR
+9.7%
Sharpe
0.45
Max Drawdown
-60.2%
Annual Vol
30.5%
Win Rate
16.5%
Starting Capital
$50K
Fees
7bps RT
Trades
~516
Timeframe
Weekly
Max Leverage
~1.7x
Unlock strategy details
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Strategy
A sector spread trade: goes long the 5 strongest Layer 1 blockchain coins (BTC, ETH, SOL, ADA, AVAX, etc.) and shorts the 5 strongest Layer 2 tokens (ARB, OP, MATIC, etc.) by 21-day momentum.
  • The thesis is that L1s capture more value than L2s over time — L2s face constant competition and fee compression while L1s benefit from network effects.
  • Weekly rebalance, 50% vol target.
Universe
Binance Futures · Top 50 by 30d median vol · $15M+ · Spike ratio < 2.0 · 90d listed · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Spread · Long/Short · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $87,869 over 2.0 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
Unlock full analysis
Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ADA (LONG)2024-11-06 → 2024-12-11+199.2%
2SUI (LONG)2024-09-11 → 2024-10-23+112.7%
3HBAR (LONG)2024-11-20 → 2025-02-12+93.1%
4ETH (LONG)2025-05-14 → 2025-09-10+66.7%
5SOL (LONG)2024-10-16 → 2024-11-27+57.0%
6BTC (LONG)2024-10-16 → 2024-11-20+39.5%
7DOT (LONG)2024-11-20 → 2024-12-18+34.1%
8SEI (LONG)2025-06-25 → 2025-07-16+27.7%
9AVAX (LONG)2024-09-04 → 2024-09-25+24.6%
10NEAR (LONG)2024-03-06 → 2024-03-27+23.1%
11ICP (LONG)2024-09-04 → 2024-09-25+19.8%
12INJ (LONG)2025-04-23 → 2025-06-18+19.8%
13TON (LONG)2025-12-17 → 2026-01-14+19.6%
14APT (LONG)2024-09-25 → 2024-11-06+19.3%
15TIA (LONG)2024-04-17 → 2024-04-24+11.5%
Bottom 20 Trades
#CoinEntry → ExitReturn
1ICP (LONG)2026-01-14 → 2026-02-04-42.2%
2NEAR (LONG)2024-07-17 → 2024-08-07-41.2%
3APT (LONG)2025-10-01 → 2025-10-22-34.6%
4INJ (LONG)2024-07-31 → 2024-08-07-32.0%
5TIA (LONG)2024-12-04 → 2024-12-18-31.1%
6SEI (LONG)2025-02-26 → 2025-03-12-30.2%
7ETH (LONG)2026-01-28 → 2026-02-04-28.7%
8HBAR (LONG)2025-10-29 → 2025-11-19-27.9%
9SUI (LONG)2024-03-27 → 2024-04-10-26.7%
10SOL (LONG)2026-01-28 → 2026-02-04-26.5%
11DOT (LONG)2025-10-08 → 2025-10-15-25.2%
12ADA (LONG)2025-03-05 → 2025-03-26-25.2%
13TON (LONG)2025-03-19 → 2025-04-16-20.9%
14AVAX (LONG)2025-11-26 → 2025-12-17-20.7%
15BTC (LONG)2025-01-22 → 2025-02-26-18.8%
L1 Sympathy Play
Total Return
+1034.1%
CAGR
+48.8%
Sharpe
1.19
Max Drawdown
-53.9%
Annual Vol
40.1%
Win Rate
12.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~488
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
When any Layer 1 coin pumps >10% in a single day, buys all other L1 coins for 3 days.
  • L1 blockchains are highly correlated — when one moves, the others tend to follow within days.
  • This is a pure sympathy/contagion play.
  • Robust across 8-12% pump thresholds and 3-5 day holds.
  • Triggers spread across all years from 2020-2026 with 44-142 trigger days per year.
Universe
Binance Futures · Layer 1 coins only (ETH, SOL, ADA, AVAX, NEAR, DOT, etc) · Sympathy trigger from sector peers · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Sector · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $567,048 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ICP (LONG)2023-12-02 → 2023-12-17+124.2%
2SOL (LONG)2021-01-28 → 2021-02-09+113.3%
3AVAX (LONG)2021-01-04 → 2021-01-10+87.5%
4ADA (LONG)2021-02-01 → 2021-02-06+84.3%
5ETH (LONG)2021-01-02 → 2021-01-10+72.4%
6NEAR (LONG)2021-08-16 → 2021-08-23+70.1%
7TIA (LONG)2023-11-08 → 2023-11-11+70.0%
8SUI (LONG)2024-01-10 → 2024-01-13+61.6%
9HBAR (LONG)2021-09-08 → 2021-09-13+59.3%
10INJ (LONG)2023-12-05 → 2023-12-11+42.4%
11SEI (LONG)2023-12-23 → 2023-12-26+41.7%
12APT (LONG)2024-11-09 → 2024-11-11+41.2%
13DOT (LONG)2021-01-28 → 2021-02-03+35.1%
14TON (LONG)2025-03-11 → 2025-03-14+15.9%
Bottom 20 Trades
#CoinEntry → ExitReturn
1AVAX (LONG)2023-12-26 → 2024-01-07-30.3%
2HBAR (LONG)2021-09-16 → 2021-09-22-27.4%
3SOL (LONG)2023-12-26 → 2024-01-07-26.1%
4ETH (LONG)2021-02-20 → 2021-02-27-25.5%
5NEAR (LONG)2023-12-27 → 2024-01-07-25.4%
6DOT (LONG)2023-12-26 → 2024-01-07-25.0%
7APT (LONG)2024-12-20 → 2024-12-26-22.5%
8ADA (LONG)2023-12-22 → 2024-01-07-22.3%
9ICP (LONG)2024-01-04 → 2024-01-07-21.7%
10TIA (LONG)2025-03-02 → 2025-03-08-21.0%
11SEI (LONG)2025-03-03 → 2025-03-08-20.5%
12INJ (LONG)2025-05-29 → 2025-05-31-19.4%
13SUI (LONG)2025-10-14 → 2025-10-16-15.9%
14TON (LONG)2025-03-03 → 2025-03-08-15.8%
Meme Sympathy Play
Total Return
+441.9%
CAGR
+31.8%
Sharpe
0.83
Max Drawdown
-35.5%
Annual Vol
42.9%
Win Rate
3.0%
Starting Capital
$50K
Fees
7bps RT
Trades
~265
Timeframe
Daily
Max Leverage
~1.0x
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Strategy
When any meme coin pumps >15% in a day, buys all other meme coins for 7 days.
  • Meme coin rallies are contagious — when DOGE or PEPE pumps, capital rotates through the sector.
  • Requires a larger pump threshold (15%) than L1 sympathy because meme coins are more volatile.
  • Longer 7-day hold captures the slower rotation effect as retail FOMO spreads across the meme sector.
Universe
Binance Futures · Meme coins only (DOGE, SHIB, PEPE, BONK, WIF, etc) · Sympathy trigger from sector peers · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Sector · Long Only · 7bps RT fees · Daily rebalance · Vol-targeted leverage
Result
$50,000 → $270,945 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
11000SHIB (LONG)2024-02-28 → 2024-03-27+177.1%
2WIF (LONG)2024-11-06 → 2024-11-13+98.3%
31000BONK (LONG)2024-11-15 → 2024-11-20+38.9%
41000PEPE (LONG)2024-03-06 → 2024-03-20+33.1%
5DOGE (LONG)2025-07-16 → 2025-07-23+20.9%
6PNUT (LONG)2025-07-08 → 2025-07-09+11.0%
Bottom 20 Trades
#CoinEntry → ExitReturn
1WIF (LONG)2024-12-12 → 2024-12-18-24.3%
21000BONK (LONG)2024-03-15 → 2024-03-27-24.3%
31000PEPE (LONG)2024-12-12 → 2024-12-18-22.7%
4DOGE (LONG)2024-03-12 → 2024-03-20-16.5%
51000SHIB (LONG)2024-12-12 → 2024-12-18-16.5%
6PNUT (LONG)2025-04-13 → 2025-04-16-15.5%
Large Cap EMA Ribbon
Total Return
+2763.0%
CAGR
+73.1%
Sharpe
1.26
Max Drawdown
-53.3%
Annual Vol
54.7%
Win Rate
25.7%
Starting Capital
$50K
Fees
7bps RT
Trades
~473
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
Only trades the largest cryptocurrencies by market cap (top 50, reconstituted annually from CoinMarketCap data).
  • Requires full EMA ribbon alignment: 8-day > 21-day > 55-day EMA, with price above all three.
  • This is A strong possible trend confirmation — all timeframes agree.
  • Ranks by ribbon spread (distance between fast and slow EMA).
  • Holds top 10 aligned coins.
  • Weekly rebalance, 40% vol target.
Universe
Top 50 by market cap · Reconstituted annually · No survivorship bias · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $1,431,516 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1ETC (LONG)2021-04-07 → 2021-05-12+344.4%
2SOL (LONG)2021-08-11 → 2021-09-15+281.7%
3AVAX (LONG)2023-11-01 → 2023-12-27+246.9%
4DOGE (LONG)2024-10-16 → 2024-12-11+229.4%
5AAVE (LONG)2021-01-13 → 2021-02-17+207.7%
6UNI (LONG)2021-01-20 → 2021-03-24+202.9%
7ADA (LONG)2021-02-03 → 2021-03-10+155.9%
8CRV (LONG)2024-11-20 → 2024-12-18+154.5%
9XRP (LONG)2020-11-11 → 2020-12-09+127.6%
10FET (LONG)2024-02-21 → 2024-04-03+125.3%
11HBAR (LONG)2024-11-20 → 2024-12-18+123.8%
12GALA (LONG)2024-02-21 → 2024-03-20+114.8%
13XLM (LONG)2020-11-18 → 2020-12-09+105.7%
14FIL (LONG)2021-03-03 → 2021-03-24+103.7%
15SUI (LONG)2024-09-11 → 2024-10-02+99.4%
16BNB (LONG)2021-03-31 → 2021-05-12+96.3%
17ICP (LONG)2023-12-06 → 2023-12-27+88.6%
18NEAR (LONG)2024-02-28 → 2024-03-20+77.2%
19PENDLE (LONG)2024-01-03 → 2024-01-24+76.9%
20AXS (LONG)2021-03-03 → 2021-03-24+71.8%
Bottom 20 Trades
#CoinEntry → ExitReturn
1XRP (LONG)2020-12-16 → 2020-12-23-54.5%
2DOGE (LONG)2022-11-02 → 2022-11-09-41.7%
3CRV (LONG)2021-05-12 → 2021-05-19-41.3%
4AAVE (LONG)2024-04-10 → 2024-04-17-35.0%
5XLM (LONG)2020-12-16 → 2020-12-23-34.4%
6APT (LONG)2025-10-08 → 2025-10-15-31.9%
7PENDLE (LONG)2024-04-24 → 2024-05-01-31.5%
8UNI (LONG)2022-11-02 → 2022-11-09-30.9%
9ETH (LONG)2021-05-05 → 2021-05-19-30.8%
10AXS (LONG)2021-02-17 → 2021-02-24-28.0%
11WLD (LONG)2025-09-10 → 2025-09-24-27.5%
12SNX (LONG)2021-09-15 → 2021-09-22-27.4%
13DOT (LONG)2021-09-15 → 2021-09-29-25.3%
14ETC (LONG)2024-04-10 → 2024-04-17-24.3%
15ARB (LONG)2025-06-11 → 2025-06-18-22.7%
16NEAR (LONG)2022-04-20 → 2022-04-27-22.7%
17ADA (LONG)2021-03-17 → 2021-03-24-22.6%
18ZEC (LONG)2021-02-17 → 2021-02-24-22.3%
19WIF (LONG)2025-05-14 → 2025-06-04-22.2%
20AVAX (LONG)2021-12-01 → 2021-12-08-22.1%
Large Cap Bull Bear Switch
Total Return
+848.8%
CAGR
+44.5%
Sharpe
1.27
Max Drawdown
-45.2%
Annual Vol
33.2%
Win Rate
47.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~1,152
Timeframe
5-Day
Max Leverage
~1.0x
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Strategy
Trades only the top 50 coins by market cap with a 4-state regime model based on BTC's short (7-day) and medium (30-day) term momentum.
  • Aggressive bull: long 10.
  • Cautious bull: long 7 at reduced size.
  • Cautious bear: short 5 at half size.
  • Aggressive bear: short 10.
  • Uses market-cap-based constituents reconstituted annually — no survivorship bias.
  • Rebalances every 5 days, 30% vol target.
Universe
Top 50 by market cap · Reconstituted annually · No survivorship bias · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Regime · Long/Short · 7bps RT fees · 5-Day rebalance · Vol-targeted leverage
Result
$50,000 → $474,410 over 5.6 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1BNB (LONG)2021-02-04 → 2021-03-16+362.7%
2FIL (LONG)2021-03-06 → 2021-04-10+332.5%
3SOL (LONG)2021-01-30 → 2021-03-11+278.6%
4HBAR (LONG)2024-11-15 → 2024-12-20+273.9%
5DOGE (LONG)2024-10-16 → 2024-11-25+212.5%
6AVAX (LONG)2021-01-05 → 2021-01-30+182.4%
7AAVE (LONG)2021-01-15 → 2021-02-14+181.9%
8FET (LONG)2024-02-19 → 2024-03-20+180.5%
9CRV (LONG)2021-01-15 → 2021-02-09+177.7%
10XRP (LONG)2024-11-15 → 2024-12-15+174.2%
11NEAR (LONG)2021-08-13 → 2021-09-12+161.9%
12SNX (LONG)2020-12-21 → 2021-01-20+157.7%
13WIF (LONG)2025-04-14 → 2025-06-03+125.9%
14LTC (LONG)2020-12-11 → 2021-01-05+119.6%
15TRX (LONG)2021-03-21 → 2021-04-20+109.4%
16WLD (LONG)2024-02-14 → 2024-03-05+104.6%
17ETH (LONG)2020-12-01 → 2021-01-15+99.5%
18BTC (LONG)2020-12-06 → 2021-01-10+97.3%
19ADA (LONG)2020-12-26 → 2021-01-15+90.5%
20AXS (LONG)2021-06-29 → 2021-07-04+89.4%
Bottom 20 Trades
#CoinEntry → ExitReturn
1GALA (SHORT)2022-12-31 → 2023-02-09-78.8%
2ETC (SHORT)2022-07-14 → 2022-08-13-76.7%
3ADA (SHORT)2025-02-28 → 2025-03-05-71.0%
4HBAR (SHORT)2024-04-19 → 2024-04-24-70.6%
5SEI (SHORT)2024-09-16 → 2024-10-16-46.6%
6CRV (SHORT)2021-05-25 → 2021-06-04-46.6%
7XRP (SHORT)2021-04-25 → 2021-04-30-43.3%
8APT (SHORT)2024-09-11 → 2024-10-26-43.0%
9NEAR (SHORT)2021-12-06 → 2021-12-11-42.8%
10LINK (LONG)2021-11-11 → 2021-12-11-42.4%
11AXS (LONG)2021-02-14 → 2021-02-24-37.1%
12SNX (LONG)2022-02-09 → 2022-02-24-32.7%
13DOT (LONG)2025-10-06 → 2025-10-11-31.9%
14FIL (LONG)2023-02-19 → 2023-03-16-31.5%
15AAVE (LONG)2024-04-09 → 2024-04-14-30.6%
16DOGE (LONG)2025-10-06 → 2025-10-11-30.4%
17ICP (LONG)2023-02-19 → 2023-03-16-29.8%
18SOL (SHORT)2022-12-31 → 2023-01-05-29.4%
19SUI (LONG)2024-06-08 → 2024-06-18-27.6%
20TIA (LONG)2024-05-29 → 2024-06-13-27.0%
Large Cap Trend Following
HIGH DRAWDOWN
Total Return
+4765.3%
CAGR
+88.8%
Sharpe
1.12
Max Drawdown
-89.0%
Annual Vol
113.5%
Win Rate
41.2%
Starting Capital
$50K
Fees
7bps RT
Trades
~576
Timeframe
Weekly
Max Leverage
~1.3x
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Strategy
A simple but effective approach limited to large-cap coins (top 50 by market cap, reconstituted annually).
  • Only holds coins in confirmed uptrends: price above 20-day MA AND 20-day MA above 50-day MA.
  • Among trending coins, ranks by 14-day momentum and holds the top 10.
  • When no large caps are trending (bear market), the strategy is in cash.
  • Weekly rebalance, 40% vol target.
Universe
Top 50 by market cap · Reconstituted annually · No survivorship bias · Stablecoins & wrapped excluded · Deterministic tie-breaking · Equal-weight positions
Execution
Trend Following · Long Only · 7bps RT fees · Weekly rebalance · Vol-targeted leverage
Result
$50,000 → $2,432,630 over 6.1 years
Equity Curve — $50K start (2020 – 2026)

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.

Drawdown
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Monthly heatmaps and trade breakdowns are available on the Researcher plan.
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Monthly Returns
Best & Worst Trades
Top 20 Trades
#CoinEntry → ExitReturn
1AXS (LONG)2021-07-07 → 2021-08-25+435.3%
2BNB (LONG)2021-02-03 → 2021-03-10+434.4%
3AVAX (LONG)2023-10-25 → 2023-12-27+303.3%
4FIL (LONG)2021-03-03 → 2021-04-14+299.9%
5ADA (LONG)2020-04-22 → 2020-07-29+281.6%
6SOL (LONG)2021-08-11 → 2021-09-22+255.2%
7UNI (LONG)2021-01-06 → 2021-02-10+222.6%
8DOGE (LONG)2021-04-14 → 2021-05-12+221.1%
9ETC (LONG)2021-04-07 → 2021-05-19+210.1%
10AAVE (LONG)2021-01-13 → 2021-02-17+207.7%
11CRV (LONG)2024-11-20 → 2024-12-18+154.5%
12ICP (LONG)2023-12-06 → 2024-01-17+148.9%
13SNX (LONG)2020-12-23 → 2021-02-03+142.0%
14GALA (LONG)2024-02-21 → 2024-03-27+139.1%
15XRP (LONG)2021-03-31 → 2021-04-28+138.2%
16FET (LONG)2024-02-21 → 2024-04-03+125.3%
17TRX (LONG)2021-03-17 → 2021-04-21+123.9%
18HBAR (LONG)2024-11-20 → 2024-12-18+123.8%
19SUI (LONG)2024-09-11 → 2024-10-23+112.7%
20DOT (LONG)2021-01-06 → 2021-02-03+107.1%
Bottom 20 Trades
#CoinEntry → ExitReturn
1DASH (LONG)2021-05-05 → 2021-05-19-52.4%
2ZEC (LONG)2021-05-12 → 2021-05-19-48.1%
3LTC (LONG)2021-05-05 → 2021-05-19-47.9%
4DOGE (LONG)2022-11-02 → 2022-11-09-41.7%
5AAVE (LONG)2024-04-10 → 2024-04-17-35.0%
6AXS (LONG)2026-01-21 → 2026-02-04-34.8%
7GALA (LONG)2024-12-04 → 2024-12-18-33.5%
8INJ (LONG)2024-06-12 → 2024-06-19-32.1%
9APT (LONG)2025-10-08 → 2025-10-15-31.9%
10AVAX (LONG)2021-05-12 → 2021-05-19-30.4%
11CRV (LONG)2021-11-24 → 2021-12-08-28.7%
12FIL (LONG)2023-02-22 → 2023-03-08-28.0%
13WLD (LONG)2025-09-10 → 2025-09-24-27.5%
14ETH (LONG)2022-11-02 → 2022-11-09-27.4%
15SNX (LONG)2021-09-15 → 2021-09-22-27.4%
16UNI (LONG)2021-09-01 → 2021-09-08-26.2%
17XLM (LONG)2021-05-12 → 2021-05-19-25.7%
18DOT (LONG)2025-10-08 → 2025-10-15-25.2%
19XMR (LONG)2021-02-17 → 2021-02-24-25.0%
20ETC (LONG)2024-04-10 → 2024-04-17-24.3%

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.

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