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| Year | Return | Max DD | Sharpe |
|---|---|---|---|
| 2020 | +50.9% | 1.4% | 3.96 |
| 2021 | +35.1% | 6.4% | 0.05 |
| 2022 | +20.7% | 1.1% | -0.02 |
| 2023 | +20.8% | 2.8% | 0.23 |
| 2024 | +30.9% | 2.4% | 0.66 |
| 2025 | +13.9% | 2.1% | -0.23 |
Performance Chart
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Click a year to view chart
| Year | Return | Max DD | Sharpe |
|---|---|---|---|
| 2020 | +50.9% | 1.4% | 3.96 |
| 2021 | +35.1% | 6.4% | 0.05 |
| 2022 | +20.7% | 1.1% | -0.02 |
| 2023 | +20.8% | 2.8% | 0.23 |
| 2024 | +30.9% | 2.4% | 0.66 |
| 2025 | +13.9% | 2.1% | -0.23 |
| Strategy | Weight | Cluster | Total Return | Sharpe | Max DD | Years | Symbol |
|---|---|---|---|---|---|---|---|
| dip_5pct_ema50 | 12.0% | 5 | +84.7% | 1.94 | 17.8% | 5/6 | BTCBit |
| dip_buy_ema | 12.0% | 5 | +84.7% | 1.94 | 17.8% | 5/6 | BTCBit |
| sol_downside_gap_fill | 10.9% | 1 | +81.4% | 1.31 | 24.4% | 6/6 | SOLBin |
| wednesday_weekly_momentum | 7.1% | 6 | +132.9% | 1.37 | 23.6% | 6/6 | BTCBin |
| vwap_volume_breakout_btc | 5.6% | 6 | +180.8% | 1.44 | 11.0% | 6/6 | BTCBin |
| volume_thrust_breakout_btc | 5.6% | 3 | +141.7% | 1.12 | 12.3% | 6/6 | BTCBit |
| volume_climax_continuation_btc | 5.5% | 6 | +176.0% | 1.38 | 16.3% | 5/6 | BTCBin |
| doge_ema_slope_acceleration_momentum | 4.8% | 4 | +180.0% | 1.23 | 30.7% | 5/6 | DOGEBit |
| volume_acceleration_breakout_eth | 4.6% | 5 | +247.3% | 1.59 | 20.4% | 6/6 | ETHBin |
| high_volume_thrust | 4.6% | 3 | +160.0% | 1.03 | 18.3% | 6/6 | BTCBit |
| volume_wave_breakout_eth | 4.6% | 3 | +207.2% | 1.33 | 16.6% | 6/6 | ETHBit |
| price_inefficiency_zone_fill | 4.2% | 4 | +120.0% | 0.71 | 16.1% | 5/6 | BTCBit |
| doge_volume_climax_continuation | 4.1% | 4 | +171.6% | 0.98 | 22.4% | 5/6 | DOGEBit |
| atr_expansion_momentum_breakout | 4.0% | 2 | +195.0% | 1.08 | 20.2% | 6/6 | ETHBin |
| ema_ribbon_expansion_eth | 3.0% | 2 | +249.9% | 1.00 | 10.0% | 5/6 | ETHBin |
| sol_triple_green_breakout_30 | 2.9% | 1 | +296.5% | 1.13 | 39.1% | 6/6 | SOLBin |
| sol_friday_green_momentum_weekend | 2.6% | 1 | +453.8% | 1.57 | 27.8% | 6/6 | SOLBin |
| ema_confluence_breakout | 2.1% | 2 | +397.0% | 1.03 | 28.0% | 6/6 | ETHBit |