Portfolio
Momentum allocation recomputed every Tuesday: ten positions, a 5% risk budget, stops at 1.5 × ATR14 and a Bitcoin overlay decided each day. Total exposure can exceed 100% of capital. Leverage amplifies losses — you can lose more than you invest.
Current allocation
Last rebalance: October 20, 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.
Leverage: exposure is not capped; in the backtest it reached about 2.4 times capital. Leverage amplifies losses as well as gains: you can lose more than your initial investment, and a margin account can be liquidated. Borrowing costs and slippage are not included in the performance. Past performance, including backtests, is not guaranteed; not personalized investment advice.
| Pair | Risk share | Exposure | Stop | Status | Momentum return (7d) |
|---|---|---|---|---|---|
| LEOUSDT | 36.3% | 83.2% | 8.82999 | Active | +1.4% |
| ASTERUSDT | 11.3% | 8.0% | 0.65538 | Active | +2.9% |
| BCHUSDT | 9.3% | 5.4% | 256.777 | Active | +5.8% |
| MORPHOUSDT | 7.4% | 3.5% | 2.23273 | Stopped on October 22, 2026 | +8.4% |
| PEPEUSDT | 7.3% | 3.3% | 0.00000370161 | Active | +6.2% |
| UNIUSDT | 6.1% | 2.4% | 6.37313 | Active | +4.9% |
| ARBUSDT | 6.0% | 2.3% | 0.17115 | Active | +9.8% |
| INJUSDT | 5.9% | 2.2% | 7.43465 | Active | +17.7% |
| WLDUSDT | 5.3% | 1.8% | 0.453687 | Active | +7.0% |
| VVVUSDT | 5.1% | 1.6% | 20.407 | Active | +7.9% |
Entry prices and stops: close of Monday's candle October 19, 2026 (Tuesday 00:00 UTC). Exposure: position size as a % of capital; the total can exceed 100% (leverage). If a day's low hits the stop, the position is sold at the stop and stays in cash until the following Tuesday.
View full rebalance historyPerformance curve (live, base 100)
Capital tracked daily since the portfolio launch — not the backtest below.
As of October 23, 2026
Since October 06, 2026, the live curve applies exactly the recipe behind the published figures (stops, risk budget, leverage, daily BTC overlay, Tuesday rebalance). Earlier points follow the previous method and have not been recalculated.
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 (published recipe, with leverage) | +896.5% | +48.3% | -52.6% | 41.3% | 1.16 | 1.70 |
| Buy & hold BTC | +505.2% | +36.2% | -76.6% | 57.8% | 0.82 | 1.19 |
| Buy & hold equal-weight basket | +384.1% | +31.1% | -87.8% | 81.8% | 0.75 | 1.01 |
Read this before trusting these numbers: they include leverage (exposure not capped: median 87%, observed maximum 237% of capital) and a Tuesday rebalance, the most favorable of the seven possible days (+277% to +545% on the other days). Since October 2022, Bitcoin has returned more (+313% vs +257%), and without leverage the same rules do worse than Bitcoin. Borrowing costs and slippage on stops are not modeled.