Crypto Momentum
Selective crypto trend model (Sniper) that waits for MA-stack momentum plus bond liquidity and EUR/USD dollar-regime confirmation before deploying. Stays in USDC when the dollar is strengthening or trends break.
Diversification
68
Volatility Profile
Low-Moderate
Horizon
1–3 years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/1/2026.
Account value
$1,000.08
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
+0.01%
Today's return
Since midnight UTC
+0.00%
Tracking days
36
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.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Expected Return
7–9%
annualized
Volatility
+-1.0%–+1.0%
annualized
Sharpe Ratio
5.10
risk-adjusted
Max Drawdown
-0.0%
historical reference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
21 days
Before discretionary sells
Trend Filter
MA stack 20>50>100>200 → USDC
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Quant Lucid's Sniper crypto model combines a multi-MA trend stack with macro gates: TLT and IEF for bond-liquidity confirmation, and EUR/USD above its 50-day average as a dollar-weakness filter. Research showed the EUR/USD gate lifted blended Sharpe and CAGR versus trend-only rules. Most days sit in USDC to limit drawdown in choppy or dollar-strong regimes.
Bull Case
In sustained crypto bulls with softer dollar (EUR/USD uptrend), selective entry captures trend upside while avoiding prolonged dollar-strong regimes.
Bear Case
Monte Carlo block-bootstrap P5 Sharpe below 1.0. Low time-in-market can miss short opportunity windows.
Behavior During Downturns
Rotates to USDC when the MA stack fails, bond liquidity weakens, or EUR/USD slips below its trend (dollar strength). Designed to prioritize capital preservation over staying fully invested.
Holdings
Max-Sharpe weights across the liquid crypto universe, scaled by the Sniper trend signal (MA stack + TLT/IEF liquidity and EUR/USD dollar-regime gates). Currently 100% USDC.