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CryptoPop v1
Today’s Change

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About

A crypto timing and rotation strategy: only invest when Bitcoin’s trend is strong; otherwise hold Tether (USDT). When “on,” buy the past‑week winner among BTC, ETH, SOL, or USDC, with roughly 90% in the pick and a small stablecoin buffer.
NutHow it works
It trades crypto: Bitcoin (BTC), Ethereum (ETH), and Solana (SOL), using Bitcoin as a market health check. If Bitcoin is above its 50‑day and 20‑day averages and its short‑term trend is clearly stronger than its long‑term trend, it turns risk‑on. Then it buys the past‑week winner among BTC, ETH, SOL, or USD‑pegged USDC, putting about 90% into it and keeping a small stablecoin buffer. If any check fails, it parks in USD‑pegged Tether (USDT). No scheduled rebalancing; it changes only when signals flip.
CheckmarkValue prop
Similar upside to SPY (15.37% vs 15.41%), but with lower risk: 17.0% max drawdown vs 18.8%, Calmar ~0.90. A risk-managed crypto timing strategy offering SPY-like returns with better downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.85
0.27
0.01
0.08
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
116.21%
15.71%
-1.67%
2.89%
0.93
4,612.2%
107.01%
-0.01%
-0.01%
1.58
Initial Investment
$10,000.00
Final Value
$471,219.54
Regulatory Fees
$0.00
Total Slippage
$6,348.50
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Crypto
Category
Crypto, trend-following, momentum, tactical allocation, stablecoin hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type