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Top 10 Dual Momentum Strategy
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About

A fast, rules-based crypto strategy: only buy coins that have risen over the last 20 days, then hold the 3 biggest gainers equally. If few are rising, the leftover stays in Tether. Rebalanced daily; tends to excel in altcoin uptrends.
NutHow it works
Every day it checks how much each of 10 major coins changed over the last 20 days. If a coin is up, it can be bought; if it’s down, that slot goes to Tether (a dollar‑pegged coin). Then it picks the 3 coins that rose the most, splits money equally among them, and keeps the rest in Tether.
CheckmarkValue prop
Add a disciplined crypto momentum satellite: daily top-3 gainers, cash when trends fade. Out-of-sample results lag the S&P and show higher drawdowns, so use as a complementary allocation for diversification and alt-season upside.
Invest in this strategy
OOS Start Date
Sep 16, 2024
Trading Setting
Daily
Type
Crypto
Category
Crypto, dual momentum, trend following, momentum, altcoins, systematic, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type