Hierarchical clustering tree. Red line shows distance threshold. Strategies below the line are clustered together.
Strategy correlations sorted by cluster. Bright blocks along diagonal indicate highly correlated (redundant) strategies.
MDS projection of strategies based on correlation distance. Nearby strategies have similar return patterns.
Top 2 strategies per cluster are kept based on Sharpe ratio. Rest are marked redundant.
| Cluster | Strategy | Role | Return | Sharpe | Max DD | Recommendation |
|---|---|---|---|---|---|---|
| 1 | rsi_chop_oversold_bounce | mean_reversion | +91.9% | 1.55 | 8.1% | KEEP |
| 1 | btc_basis_carry_delta_neutral | carry | +336.8% | 1.34 | 22.7% | KEEP |
| 1 | bear_breakdown_short | defensive | +80.8% | 0.90 | 11.1% | REDUNDANT |
| 1 | regime_aware_bear_filter | momentum | +192.2% | 0.90 | 18.9% | REDUNDANT |
| 1 | swing_hl_breakout | momentum | +73.5% | 0.89 | 17.8% | REDUNDANT |
| 1 | vol_spike_breakout_sol | momentum | +127.1% | 0.76 | 37.9% | REDUNDANT |
| 1 | funding_rate_carry | carry | +14.6% | -0.25 | 13.0% | REDUNDANT |
| 3 | support_resistance_bounce | momentum | +136.6% | 0.49 | 28.2% | KEEP |
| 3 | doge_higher_lows_strong_close | momentum | +80.5% | -0.14 | 34.6% | KEEP |
| 3 | doge_consecutive_higher_lows_breakout | momentum | +72.8% | -0.42 | 29.1% | REDUNDANT |
| 3 | doge_volume_surge_momentum | momentum | +123.6% | -0.80 | 54.6% | REDUNDANT |
| 2 | sol_rapid_fade_rsi | mean_reversion | +228.8% | 1.44 | 24.2% | KEEP |
| 2 | volatility_spike_hedge | hedge | +29.6% | 0.00 | 12.3% | KEEP |
| 2 | doge_ema_ribbon_momentum | momentum | +166.5% | -1.51 | 48.6% | REDUNDANT |
| 6 | eth_bear_rally_fade | defensive | +19.4% | 0.08 | 21.9% | KEEP |
| 4 | volume_absorption_momentum | momentum | +121.4% | 0.69 | 16.0% | KEEP |
| 5 | doge_friday_weekend_trend | momentum | +30.1% | -0.22 | 15.1% | KEEP |