Headline performance: +144.5% over Jan 2024 to Jun 2026 (+44.2%/yr, Sharpe 1.20 +/- 0.64) vs +46.0% for holding BTC, paper-traded net of costs and funding.
2026 YTD Split: BTC Book +54.0% (Sharpe 2.39) | ETH Book +35.3% (Sharpe 1.82) with realized volatility of 41.6% (Sharpe SE +/-1.51).
| Period | System Return | Max DD | Sharpe | Hold BTC Return | Hold ETH Return |
|---|---|---|---|---|---|
| 2024 | +16.5% | -28.0% | 0.60 | +121.1% | +46.8% |
| 2025 | +54.5% | -11.9% | 1.52 | -6.6% | -11.4% |
| 2026 YTD (dev period) | +45.1% | -21.3% | 2.25 | -29.7% | -44.9% |
| Full Period (Walk-Forward) | +144.5% | -28.0% | 1.20 +/- 0.64 | +46.0% | -27.8% |
| Week Starting | BTC Book Active Family | ETH Book Active Family |
|---|---|---|
| 2026-06-08 | trend | trend |
| 2026-06-01 | trend | trend |
| 2026-05-25 | trend | trend |
| 2026-05-18 | trend | trend |
| 2026-05-11 | trend | trend |
| 2026-05-04 | trend | trend |
| 2026-04-27 | trend | trend |
| 2026-04-20 | trend | mixed |
| 2026-04-13 | mean-reversion | mean-reversion |
| 2026-04-06 | mean-reversion | mean-reversion |
Paper-traded research for methodological transparency. Not investment advice. Weekly picks shown at signal-family level only.
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