ETH/BTC Calendar Carry Search
Scope: local OKX candles only; no live path; single-entry fixed-hold time bucket rules; no crash-follow, no ETH/BTC relative momentum, no staged entry.
Selected candidate: eth-1h-long-h14-weekend-hold8-volcalm.
All-window-positive candidates: 33 / 3240.
Verdict: worth continuing only as a small calendar-anomaly research branch; not suitable as a short-biased or bidirectional promotion yet.
Selected Metrics
| period |
total_return |
annualized_return |
max_drawdown |
win_rate |
profit_factor |
trades |
| full |
0.6825 |
0.0860 |
0.1225 |
0.5303 |
1.3732 |
347 |
| 3y |
0.1031 |
0.0332 |
0.0935 |
0.4940 |
1.1837 |
168 |
| 1y |
0.0656 |
0.0656 |
0.0589 |
0.5172 |
1.3038 |
58 |
| 6m |
0.0548 |
0.1136 |
0.0378 |
0.5294 |
1.4630 |
34 |
| 3m |
0.0503 |
0.2229 |
0.0344 |
0.5714 |
1.6254 |
21 |
Year Stability
| year |
months |
total_return |
positive_month_rate |
worst_month |
best_month |
| 2020 |
12 |
0.0624 |
0.6667 |
-0.1077 |
0.0644 |
| 2021 |
12 |
0.3734 |
0.6667 |
-0.0459 |
0.1407 |
| 2022 |
12 |
0.0188 |
0.5000 |
-0.0686 |
0.0440 |
| 2023 |
12 |
0.0605 |
0.5000 |
-0.0133 |
0.0389 |
| 2024 |
12 |
-0.0477 |
0.3333 |
-0.0391 |
0.0373 |
| 2025 |
12 |
0.0315 |
0.5833 |
-0.0350 |
0.0274 |
| 2026 |
5 |
0.0357 |
0.8000 |
-0.0234 |
0.0413 |
Directional Check
| name |
symbol |
bar |
side |
hour |
weekdays |
hold |
vol_gate |
full_total_return |
full_annualized_return |
full_max_drawdown |
full_win_rate |
full_profit_factor |
full_trades |
3y_total_return |
1y_total_return |
6m_total_return |
3m_total_return |
| eth-1h-long-h14-weekend-hold8-volcalm |
ETH-USDT-SWAP |
1h |
long |
14 |
weekend |
8 |
calm |
0.6825 |
0.0860 |
0.1225 |
0.5303 |
1.3732 |
347 |
0.1031 |
0.0656 |
0.0548 |
0.0503 |
| btc-1h-long-h18-weekday-hold4-volnone |
BTC-USDT-SWAP |
1h |
long |
18 |
weekday |
4 |
none |
0.5007 |
0.0662 |
0.5658 |
0.5091 |
1.0832 |
1650 |
0.1414 |
0.1232 |
0.1595 |
0.0317 |
| eth-1h-short-h22-weekend-hold4-volcalm |
ETH-USDT-SWAP |
1h |
short |
22 |
weekend |
4 |
calm |
0.1288 |
0.0194 |
0.2839 |
0.4853 |
1.0882 |
375 |
0.0727 |
0.0701 |
0.0480 |
0.0454 |
Short Candidates
| name |
symbol |
bar |
side |
hour |
weekdays |
hold |
vol_gate |
full_total_return |
full_annualized_return |
full_max_drawdown |
full_win_rate |
full_profit_factor |
full_trades |
3y_total_return |
1y_total_return |
6m_total_return |
3m_total_return |
| eth-1h-short-h22-weekend-hold4-volcalm |
ETH-USDT-SWAP |
1h |
short |
22 |
weekend |
4 |
calm |
0.1288 |
0.0194 |
0.2839 |
0.4853 |
1.0882 |
375 |
0.0727 |
0.0701 |
0.0480 |
0.0454 |
| eth-1h-short-h22-weekend-hold2-volnone |
ETH-USDT-SWAP |
1h |
short |
22 |
weekend |
2 |
none |
0.0123 |
0.0019 |
0.3966 |
0.4825 |
1.0256 |
657 |
0.1229 |
0.0773 |
0.0581 |
0.0157 |
Top 10 Candidates
| name |
symbol |
bar |
side |
hour |
weekdays |
hold |
vol_gate |
full_total_return |
full_annualized_return |
full_max_drawdown |
full_win_rate |
full_profit_factor |
full_trades |
3y_total_return |
1y_total_return |
6m_total_return |
3m_total_return |
| eth-1h-long-h14-weekend-hold8-volcalm |
ETH-USDT-SWAP |
1h |
long |
14 |
weekend |
8 |
calm |
0.6825 |
0.0860 |
0.1225 |
0.5303 |
1.3732 |
347 |
0.1031 |
0.0656 |
0.0548 |
0.0503 |
| eth-4h-long-h00-weekday-hold2-volactive |
ETH-USDT-SWAP |
4h |
long |
0 |
weekday |
2 |
active |
2.0233 |
0.2013 |
0.3141 |
0.5243 |
1.2449 |
721 |
0.1312 |
-0.2322 |
-0.0899 |
0.0049 |
| btc-4h-long-h04-weekday-hold4-volactive |
BTC-USDT-SWAP |
4h |
long |
4 |
weekday |
4 |
active |
3.5768 |
0.2854 |
0.4456 |
0.5174 |
1.2533 |
748 |
0.2658 |
-0.3648 |
-0.1705 |
0.0070 |
| btc-4h-long-h04-all-hold4-volactive |
BTC-USDT-SWAP |
4h |
long |
4 |
all |
4 |
active |
3.1970 |
0.2672 |
0.4410 |
0.5019 |
1.1953 |
1038 |
0.1613 |
-0.3273 |
-0.1611 |
0.0237 |
| eth-1h-long-h20-weekend-hold2-volactive |
ETH-USDT-SWAP |
1h |
long |
20 |
weekend |
2 |
active |
0.4471 |
0.0604 |
0.1076 |
0.5143 |
1.4101 |
280 |
0.1228 |
0.1345 |
0.0191 |
0.0009 |
| eth-1h-long-h14-weekend-hold8-volnone |
ETH-USDT-SWAP |
1h |
long |
14 |
weekend |
8 |
none |
1.4649 |
0.1538 |
0.3218 |
0.5145 |
1.2766 |
657 |
-0.0737 |
0.0398 |
0.0029 |
0.0744 |
| eth-4h-short-h20-weekend-hold1-volactive |
ETH-USDT-SWAP |
4h |
short |
20 |
weekend |
1 |
active |
0.5906 |
0.0800 |
0.1719 |
0.5243 |
1.3331 |
267 |
-0.0227 |
-0.0300 |
-0.0378 |
-0.0111 |
| eth-4h-long-h00-all-hold2-volactive |
ETH-USDT-SWAP |
4h |
long |
0 |
all |
2 |
active |
1.5992 |
0.1716 |
0.3755 |
0.5140 |
1.1694 |
998 |
0.0541 |
-0.2084 |
-0.0802 |
0.0180 |
| btc-4h-long-h16-weekday-hold4-volactive |
BTC-USDT-SWAP |
4h |
long |
16 |
weekday |
4 |
active |
1.4828 |
0.1620 |
0.3730 |
0.5205 |
1.1915 |
755 |
0.1859 |
-0.2618 |
-0.1150 |
-0.0408 |
| btc-4h-long-h00-weekday-hold2-volactive |
BTC-USDT-SWAP |
4h |
long |
0 |
weekday |
2 |
active |
0.8413 |
0.1060 |
0.2486 |
0.5007 |
1.1709 |
747 |
0.1617 |
-0.1842 |
-0.0737 |
0.0063 |
