Drovane Portfolio
Live portfolio

Portfolio

Cross-sectional momentum allocation rebalanced weekly (inverse-volatility weighting + regime-conditional BTC overlay), read directly from portfolio_rebalances, portfolio_positions and portfolio_equity_history (anon key, read-only).

Current allocation

Last rebalance: September 03, 2026

Delayed access (48h)You're seeing the allocation from at least 48h ago, not the latest. Log in to get 4 free real-time rebalances, or upgrade to Pro for unlimited access.

Bull regimeBTC overlay active (50%)
PairWeightMomentum return (7d)
JSTUSDT14.7%+9.5%
LTCUSDT14.0%+3.3%
QNTUSDT12.6%+3.4%
ASTERUSDT10.7%+3.6%
AAVEUSDT8.6%+4.8%
ADAUSDT8.5%+4.5%
FILUSDT8.2%+13.5%
UNIUSDT7.7%+35.4%
ZECUSDT7.5%+18.1%
ARBUSDT7.5%+52.6%
View full rebalance history

Performance curve (live, base 100)

Capital tracked daily since the portfolio launch — not the backtest below.

Research results (historical backtest 2020-2026)

Backtest — not the live curve

Continuously chained period, single capital base: 2020-10-26 → 2026-08-24 (5.83 years). No risk-free rate, annualized over 365 days.

StrategyTotal returnCAGRMax drawdownAnn. volatilitySharpeSortino
Strategy (momentum + EMA100 overlay)+896.4%+48.3%-52.4%41.2%1.161.88
Buy & hold BTC+505.2%+36.2%-76.6%57.8%0.821.19
Buy & hold equal-weight basket+380.2%+30.9%-87.8%81.9%0.741.01

Read this before trusting these numbers: this historical outperformance is not uniform over time. During certain periods of steady, sustained uptrend, simply holding Bitcoin would have outperformed this strategy — even on a risk-adjusted basis (Sharpe and Sortino). The strategy aims for steadier capital growth and a lower maximum drawdown, not systematic return maximization in every market condition.