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.
| Pair | Weight | Momentum return (7d) |
|---|---|---|
| JSTUSDT | 14.7% | +9.5% |
| LTCUSDT | 14.0% | +3.3% |
| QNTUSDT | 12.6% | +3.4% |
| ASTERUSDT | 10.7% | +3.6% |
| AAVEUSDT | 8.6% | +4.8% |
| ADAUSDT | 8.5% | +4.5% |
| FILUSDT | 8.2% | +13.5% |
| UNIUSDT | 7.7% | +35.4% |
| ZECUSDT | 7.5% | +18.1% |
| ARBUSDT | 7.5% | +52.6% |
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 curveContinuously chained period, single capital base: 2020-10-26 → 2026-08-24 (5.83 years). No risk-free rate, annualized over 365 days.
| Strategy | Total return | CAGR | Max drawdown | Ann. volatility | Sharpe | Sortino |
|---|---|---|---|---|---|---|
| Strategy (momentum + EMA100 overlay) | +896.4% | +48.3% | -52.4% | 41.2% | 1.16 | 1.88 |
| Buy & hold BTC | +505.2% | +36.2% | -76.6% | 57.8% | 0.82 | 1.19 |
| Buy & hold equal-weight basket | +380.2% | +30.9% | -87.8% | 81.9% | 0.74 | 1.01 |
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.