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The Ethereum Train v1
Today’s Change

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About

All‑in/all‑out ETH trend follower: buy ETH only when it’s above its 200‑ and 50‑day averages and momentum (PPO) is stronger than +2.5%; otherwise hold Tether (cash).
NutHow it works
It only owns Ethereum (ETH) in strong uptrends; otherwise it sits in Tether (USDT), a dollar‑pegged coin (cash). It requires: 1) ETH above its 200‑day average 2) Also above its 50‑day average 3) PPO momentum (a fast vs slow average) > +2.5% If all pass → 100% ETH; else → 100% Tether. It switches only when signals change.
CheckmarkValue prop
ETH trend-following with a crisp all-or-nothing rule: 100% ETH in strong uptrends, else USDT. Out-of-sample: ~17.4% annualized return with Calmar ~0.56. Adds crypto diversification and potential upside to complement the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.92
0.13
0
0.01
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
312.74%
15.71%
3.07%
6.63%
0.9
652,602.85%
146.75%
-0.11%
-5.6%
0.58
Initial Investment
$10,000.00
Final Value
$65,270,285.06
Regulatory Fees
$0.00
Total Slippage
$382,906.88
Invest in this strategy
OOS Start Date
Sep 26, 2024
Trading Setting
Threshold 10%
Type
Crypto
Category
Crypto, ethereum, trend following, momentum, long/flat, moving averages, ppo, stablecoin
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type