Crypto Monthly
Monthly rebalanced crypto allocation that scales exposure with market structure. Participates in uptrends and steps aside during prolonged weakness.
Diversification
65
Volatility Profile
High
Horizon
1–3 years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/1/2026. This is not customer capital and not your brokerage account.
Account value
$1,000.08
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+0.01%
Today's return
Since midnight UTC
0.00%
Tracking days
76
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
34–38%
annualized
Volatility
+-1.0%–+1.0%
annualized
Net Sharpe
4.7
after paper fee + slippage
Max Drawdown
-0.0%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Monthly (1st of month, 24/7)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA100 → USDC
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Monthly max-Sharpe re-optimization with MA100 tiered trend filter, TLT/RSI exits. Backtest: Sharpe 1.36, CAGR +43.4%, max DD −18.3%.
Bull Case
Monthly refresh captures rotating crypto leadership in confirmed uptrends.
Bear Case
Monte Carlo block-bootstrap P5 Sharpe below 1.0. Sharp reversals and −18% drawdowns in adverse regimes.
Behavior During Downturns
Reduces or exits crypto exposure when trend and macro stress signals fire. Returns to deployment as conditions recover.
Holdings
Max-Sharpe weights across the liquid crypto universe, scaled by the Monthly trend signal (tiered MA + TLT liquidity gate). Currently 100% USDC.