Rotation 1D Proportional: a rule-based rotation across BTC, ETH, SOL, SUI and PAXG

Long only. One decision per day, at the 00:00 UTC close. Splits across the active assets, or holds cash.

How it works

The strategy is a fixed, written rule evaluated once per bar on the closing price. Splits across the active assets, or holds cash. It never shorts.

Every signal is produced by the same code, so the backtest and the daily signal come from one source.

Drawdown is the hardest reading we have for each window. Windows are chosen by market regime, not by result.
Window	CAGR	Max drawdown	MAR	Sharpe	Trades	Win rate	Basket
Window	CAGR	Max drawdown	MAR	Sharpe	Trades	Win rate	CAGR	Max drawdown
Full history2021-01-01 → 2026-11-04	222.6%	38.7%	5.75	2.19	104	59.6%	58.4%	94.4%
Since 20222022-01-01 → 2026-11-04	233.1%	38.3%	6.08	2.19	94	60.6%	-11.3%	92%
Since 20232023-01-01 → 2026-11-04	383.2%	22.6%	16.94	2.65	80	65%	64.6%	75%
2 years2024-11-04 → 2026-11-04	199.4%	20.9%	9.52	2.27	37	64.9%	-20.5%	75%
1 year2025-11-04 → 2026-11-04	58%	19.4%	2.98	1.25	17	52.9%	-37.3%	61.8%
6 months2026-05-04 → 2026-11-04	61.1%	19.4%	3.14	1.26	8	62.5%	25.7%	35.6%

Equal amounts at the start, no rebalancing.

Since 2023 · 2023-01-01 → 2026-11-04

The point of the rule is the drawdown column, not the return column.