Cellar name:
Trend following in BTC
01
Accounting asset:
USDC
02
Benchmarks:
BTC
03
Platform fee:
2%
04
Performance fee:
10%
Cellar description (placeholder data):
Performance:
Last 7 days:
0.33%
Last month*:
3.33%
12 months*:
3.33%
APY**:
123.72%
The cellar accumulates BTC and ETH with a medium to long term perspective. The rebalancing decision between BTC and ETH is based on following price trends. The strategy will exit the market when price trends are negative and considers correlation of price trends of portfolio assets to reduce the exposure in unfavorable market conditions. The aim of the cellar is to overperform benchmarks and reduce volatility and risk compared to investments solely in BTC or ETH, or in equally weighted portfolio of BTC and ETH.
The strategy is long only but cuts the risk exposure in case of negative price trends. Based on backtests, the cellar is expected to overperform during times when price increases are moderate and significantly overperform and reduce risks in case of the bear market. The strategy is likely to underperform during sideways markets or situations of extremely quickly happening price appreciations. Nevertheless, the cellar is expected to capture the majority of any positive price trends but will always enter the market only after the start of the positive trend. The strategy will limit losses in case of negative price movements with the expectancy to improve the risk-reward ratio.
Performance graphs and info:
Notes: Performance of the strategy from Jan 2019-Jun 2022. Black line for benchmark
Backtest results:
Period:
Jan 2019 – June 2022
APY:
123.72%
Sharpe ratio:
2.117
Profit-Loss Ratio:
0.94
Worst drawdown:
28.50%
Annual Std:
0.431
Backtest results:
Alpha:
0.868
Cumulative profit:
1576.59%
Win rate:
87%
Loss rate:
13%
Best month:
52.51%
Worst month
-14.21%
Presented results are based on historical backtests. Past performance is not indicative of future results. Actual performance will depend on market conditions.