Performance

Strategy returns and empirical analysis across our two core verticals.

Strategy

Leveraged BTC Long/Short

Uses BTC collateral to take leveraged short positions on altcoins, creating a short-altcoin / long-BTC portfolio. Profits when alts decline vs. BTC. Multi-timeframe analysis (1d, 7d, 30d) drives rebalancing decisions. All returns are BTC-denominated.

Denomination

BTC

Position Type

Long/Short

Timeframes

3

1d, 7d, 30d

Regime Adaptive

Yes

Performance

Returns Over Time

Signal Generation

Trading Thresholds

Primary Signals

Close Short Threshold (7d)+10.0%
Add to Short Threshold (7d)-10.0%
Alt Season Close (tighter)+5.0%
Alt Season Trigger<-3.0% avg 7d

Mean Reversion Filters

1d Reversal Threshold5.0%
30d Divergence Threshold10.0%
Extreme 30d Move±20.0%
Strong Add (30d confirm)<-5.0%
Strong Close (30d confirm)>+5.0%

Risk Management

Position Controls

Interest Cost Filter

Close Threshold

3.0%

of borrowed amount (cumulative)

Logic

Close if accrued interest exceeds 3.0% AND 30d short P&L is less than interest cost

Volatility Sizing

Method

Inverse-Vol

Overweight Flag

>2.0x target

Underweight Flag

<0.5x target

Regime Detection

Regimes

Neutral, Alt Season Risk, Alt Season Confirmed, BTC Dominance Favorable

Confirmation

3-day

rolling history window

Past performance is not indicative of future results. Simulated results are based on historical data and Monte Carlo analysis. Actual trading results may differ materially. All metrics are BTC-denominated unless otherwise noted. This is not investment advice. Capital is at risk.