Strategy
- CAGR
- 422.2%
- Max drawdown
- 24.3%
- MAR
- 17.35
Rotation 1D: a rule-based rotation across BTC, ETH, SOL, SUI and PAXG
Long only. One decision per day, at the 00:00 UTC close. Holds the strongest asset of the group, or cash.
How it works
The strategy is a fixed, written rule evaluated once per bar on the closing price. Holds the strongest asset of the group, or cash. It never shorts.
Every signal is produced by the same code, so the backtest and the daily signal come from one source.
Backtest by window
| Window | CAGR | Max drawdown | MAR | Sharpe | Trades | Win rate | Basket | |
|---|---|---|---|---|---|---|---|---|
| CAGR | Max drawdown | |||||||
| Full history2023-01-01 → 2026-11-04 | 422.2% | 24.3% | 17.35 | 2.62 | 85 | 65.9% | 42.2% | 65.2% |
| Since 20232023-01-01 → 2026-11-04 | 422.2% | 24.3% | 17.35 | 2.62 | 85 | 65.9% | 42.2% | 65.2% |
| 2 years2024-11-04 → 2026-11-04 | 244.9% | 22.8% | 10.76 | 2.24 | 40 | 70% | -11.6% | 65.2% |
| 1 year2025-11-04 → 2026-11-04 | 97.7% | 22.8% | 4.29 | 1.55 | 19 | 63.2% | -30.8% | 52.9% |
| 6 months2026-05-04 → 2026-11-04 | 131.7% | 22.8% | 5.79 | 1.7 | 11 | 63.6% | 11.2% | 30.2% |
Versus a basket of BTC, ETH, SOL, SUI and PAXG
Equal amounts at the start, no rebalancing.
Since 2023 · 2023-01-01 → 2026-11-04
Basket
- CAGR
- 42.2%
- Max drawdown
- 65.2%
- MAR
- 0.65
The point of the rule is the drawdown column, not the return column.
Follow it
Rotation 1D is in the Intermediate plan (USD 29/month).
The live position and the full card are on the Catalog. · All strategies · Simulate $1,000 in this strategy →