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DOGE Momentum Strategy
Today’s Change

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About

Own DOGE in uptrends, hold USDT otherwise. It compares DOGE’s 50‑day vs 200‑day average price each day: above = DOGE, else = USDT. Goal: capture strong runs and avoid major slumps.
NutHow it works
Each day it looks at Dogecoin’s price trend using two simple averages of its past prices: the average over the last 50 days and over the last 200 days. If the 50-day average is higher, it holds DOGE. If not, it moves to Tether (USDT), a crypto token designed to track $1. This aims to ride big up moves and sit in cash-like crypto during downtrends. Rebalanced daily.
CheckmarkValue prop
High-risk satellite strategy that captures DOGE momentum and shifts to USDT in downturns, offering diversification from the S&P 500 and potential crypto-cycle upside. Note: out-of-sample results are negative with large drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.49
0.37
0
0.03
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
299.94%
15.12%
3.07%
6.63%
0.87
2,758.91%
40.47%
-18.35%
-27.13%
0.77
Initial Investment
$10,000.00
Final Value
$285,890.54
Regulatory Fees
$0.00
Total Slippage
$698.71
Invest in this strategy
OOS Start Date
Aug 31, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, momentum, trend-following, moving average crossover, long/flat, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type