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
3
Volatility Profile
0.0%
0.5-year backtest
Horizon
Weeks–months
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/15/2026.
Account value
$1,000.00
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
+0.00%
Today's return
Since midnight UTC
+0.00%
Tracking days
24
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
0.5-year buy-and-hold at stated weights using daily closes; Sharpe uses excess returns vs SHY (Yahoo Finance, 1 holdings, as of 2026-08-07). Research only — not a forecast or live track record.
Annualized Return
0.0%
0.5-year backtest
Volatility
0.0%
annualized
Sharpe Ratio
-0.70
excess vs T-bills
Max Drawdown
0.0%
backtested
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
21 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. Currently 100% USDC.