Crypto Bounce
Dip-buying and mean-reversion strategy that complements trend models. Activates during pullbacks when momentum strategies may be on the sidelines.
Diversification
65
Volatility Profile
Moderate-High
Horizon
Days–weeks
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Research-only portfolio — follow the $1,000 virtual demo account below. Paper and live trading are not available.
Account value
$1,009.11
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+0.91%
Today's return
Since midnight UTC
0.00%
Tracking days
46
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Research-only portfolio — failed walk-forward validation or structurally weak path robustness. Demo track record only; paper and live trading are not available.
Expected Return
38–42%
annualized
Volatility
+2.7%–+4.7%
annualized
Net Sharpe
2.6
after paper fee + slippage
Max Drawdown
-0.2%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (every day, 24/7)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
v5 + SMA dip-cross: BTC below SMA5/20 or golden-cross + RSI<45. Catalog MC validate (Aug 2026): hist Sharpe 1.32, block P5 0.79 — improved vs prior bounce, still below 1.0 gate.
Bull Case
SMA dip-cross setup captures structured pullbacks with momentum confirmation; materially lifts crypto bundle Sharpe when used as a sleeve.
Bear Case
Research-only: MC block P5 Sharpe 0.79 (below 1.0 promotion gate). Hist max DD −21% with −26% DD P5 tail risk.
Behavior During Downturns
Uses defined risk limits per setup. Steps to cash when no valid entry conditions exist or regime overlay triggers defensive mode.
Holdings
Max-Sharpe weights across the liquid crypto universe, scaled by the Bounce mean-reversion signal. Currently 100% USDC.