Strategy
- CAGR
- 640.5%
- Max drawdown
- 22.6%
- MAR
- 28.31
Rotation 1D L +Stocks: a rule-based rotation across BTC, ETH, SOL, SUI, PAXG, MSTR and TSLA
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.
Backtest by window
| Window | CAGR | Max drawdown | MAR | Sharpe | Trades | Win rate | Basket | |
|---|---|---|---|---|---|---|---|---|
| CAGR | Max drawdown | |||||||
| Full history2021-01-01 → 2026-11-04 | 334.4% | 37.4% | 8.94 | 2.56 | 129 | 62% | 58.4% | 94.4% |
| Since 20222022-01-01 → 2026-11-04 | 377% | 37.4% | 10.07 | 2.63 | 119 | 63% | -11.3% | 92% |
| Since 20232023-01-01 → 2026-11-04 | 640.5% | 22.6% | 28.31 | 3.11 | 106 | 67% | 64.6% | 75% |
| 2 years2024-11-04 → 2026-11-04 | 201.5% | 20.9% | 9.62 | 2.25 | 50 | 60% | -20.5% | 75% |
| 1 year2025-11-04 → 2026-11-04 | 75.6% | 17.6% | 4.29 | 1.36 | 24 | 54.2% | -37.3% | 61.8% |
| 6 months2026-05-04 → 2026-11-04 | 90.9% | 17.6% | 5.15 | 1.46 | 10 | 60% | 25.7% | 35.6% |
Versus a basket of BTC, ETH, SOL and SUI
Equal amounts at the start, no rebalancing.
Since 2023 · 2023-01-01 → 2026-11-04
Basket
- CAGR
- 64.6%
- Max drawdown
- 75%
- MAR
- 0.86
The point of the rule is the drawdown column, not the return column.
Follow it
Rotation 1D L +Stocks 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 →