Meme Sympathy Play
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Total Return
+1098.2%
CAGR
+47.7%
Sharpe
1.03
Max Drawdown
-50.0%
Annual Vol
48.6%
Win Rate
7.1%
Starting Capital
$50K
Fees
7bps RT
Trades
~265
Timeframe
Daily
Max Leverage
~1.0x
Robustness
4/5
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Strategy
Long top memecoins only during confirmed meme seasons — when average meme 7-day return exceeds 10% and BTC is bullish.
Signal Construction
  • Meme universe: DOGE, SHIB, PEPE, FLOKI, BONK, WIF, TURBO, NEIRO, etc.
  • Meme season detector: Average meme 7-day return > +10% AND BTC 30d > 0
  • Selection: Top 10 memecoins by 7-day return during meme season
  • Cash when meme season is not active — avoids the long bleed between manias
Portfolio Construction
  • Positions: Long top 10 memecoins (only during meme season)
  • Weighting: Equal weight (10% each)
  • Rebalance: Every 3 days
Risk Management
  • Vol target: ~40% annualised (volatility-scaled) — leverage = 0.60 / realised_vol_60d
  • Leverage range: Clipped between 0.1x and 3.0x
  • Regime filter: Built-in — only active during meme season (dual gate: meme + BTC)
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 → $599,110 over 6.4 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
Robustness Checks — 4/5 passed
Sample Size
265 trades — adequate sample size
Regime Testing
Profitable in 4/5 years tested; 2022 bear market: +30.1%
Decay Analysis
Performance decay detected — first half avg Sharpe 0.96, second half 0.72 (75% retention)
Monte Carlo
Significant at p=0.004 — only 0.4% of 10,000 random timing strategies matched the Sharpe
Walk-Forward OOS
IS Sharpe 0.71 (2020-2022), OOS Sharpe 0.88 (2023-2026) — 124% retention on unseen data
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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
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%

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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