Crypto Relative Strength
Cross-sectional momentum — holds the top performers by trailing return, rebalanced weekly. Rotates leadership instead of waiting for per-coin trend stacks.
Diversification
6
Volatility Profile
57.0%
0.5-year backtest
Horizon
Weeks–months
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/15/2026. This is not customer capital and not your brokerage account.
Account value
$1,063.80
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+6.38%
Today's return
Since midnight UTC
+2.41%
Tracking days
64
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.
Historical Performance
Simulated. 0.5-year simulated buy-and-hold at stated weights (close-to-close; no rebalance fills). Sharpe uses excess returns vs SHY. No historical point-in-time universe. (2 holdings, as of 2026-09-21). Not a live track record — paper and house-account blotters are the forward book.
Annualized Return
-35.6%
0.5-year backtest
Volatility
57.0%
annualized
Net Sharpe
-1.51
after paper fee + slippage
Max Drawdown
-76.9%
backtested
Sortino Ratio
-2.03
return / downside vol
Gross Sharpe
-1.50
before paper fee + slippage
VaR 95% (1-day)
-5.07%
historical, 5th-pctile day
CVaR 95% (1-day)
-8.36%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
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
Ranks the liquid-8 universe by 60-day return each Monday and holds the top two equal-weight. BTC > MA100 regime gate steps to USDC when macro structure weakens; 8% trail per position.
Bull Case
Relative strength naturally rotates out of failing coins before catastrophic drawdowns. Backtest composite Sharpe ~2.6 with +179% CAGR beats crypto-monthly on risk-adjusted return.
Bear Case
Weekly rebalance can lag sharp reversals. Does not beat crypto-pulse on composite Sharpe or CAGR. Higher vol than monthly trend models.
Behavior During Downturns
BTC regime filter moves portfolio to USDC when Bitcoin is below its 100-day MA. Trail stops exit individual positions on −8% from peak.
Holdings
Weekly cross-sectional momentum — holds top 2 coins by 60-day return when BTC > MA100. Current allocation: AVAX 50%, SOL 50%.