eth-relative-momentum-report.md 31 KB
ETH Relative Momentum Exploration
Run command: rtk .venv/bin/python scripts/search_eth_relative_momentum.py
Output files:
reports/eth-exploration/eth-relative-momentum-totals.csvreports/eth-exploration/eth-relative-momentum-selected.csvreports/eth-exploration/eth-relative-momentum-horizons.csvreports/eth-exploration/eth-relative-momentum-report.md
Scope: offline ETH-USDT-SWAP strategy using cached OKX 15m candles resampled to 1H/4H, with BTC-USDT-SWAP only as a relative-momentum filter. No live code or exchange API path was used. Direction: bidirectional but short-biased; tested short-only and small-long variants. Cost: 0.04% taker fee on absolute notional turnover.
Conclusion: Not worth continuing as a standalone direction: no candidate passed the positive full/3y/1y/6m/3m filter.
Selected Candidates
| name | horizon | start | end | bar | lookback | trend | rel_entry | vol_quantile | short_weight | long_weight | total_return | annualized_return | max_drawdown | win_rate | profit_factor | trades | return_3y | return_1y | return_6m | return_3m | score |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.622308 | 0.0788716 | 0.185816 | 0.4 | 1.49238 | 320 | -0.0392957 | 0.0492106 | -0.00914013 | 0.0105637 | -0.0740402 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | 0.675194 | 0.0843155 | 0.201165 | 0.422705 | 1.42822 | 414 | 0.00652783 | 0.0610182 | -0.017518 | 0.00201928 | -0.0807401 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | 0.406294 | 0.0549528 | 0.306921 | 0.464706 | 1.35551 | 170 | -0.140297 | 0.114406 | 0.116838 | 0 | -0.125149 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.701046 | 0.0869241 | 0.251493 | 0.4 | 1.45857 | 320 | -0.0708319 | 0.0395425 | -0.0156312 | 0.0105637 | -0.141029 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | 0.761732 | 0.0929185 | 0.276727 | 0.422705 | 1.40352 | 414 | -0.0231039 | 0.0496372 | -0.0254435 | 0.000490335 | -0.159142 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.158564 | 0.0233613 | 0.336441 | 0.515038 | 1.16774 | 266 | -0.0386661 | 0.16585 | 0.0823417 | -0.0106493 | -0.166179 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | 0.395608 | 0.053691 | 0.25639 | 0.410127 | 1.32077 | 395 | -0.0273301 | 0.0616126 | -0.0268811 | -0.00900528 | -0.172124 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | 0.314403 | 0.0438268 | 0.259682 | 0.391892 | 1.31131 | 296 | -0.0252345 | 0.0686604 | -0.0230124 | -0.00506557 | -0.178011 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | 0.307287 | 0.0429381 | 0.376735 | 0.40625 | 1.25518 | 256 | -0.0392509 | 0.141984 | 0.106627 | -0.0116319 | -0.194083 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.476407 | 0.0630369 | 0.349711 | 0.492492 | 1.24649 | 333 | 0.0584069 | 0.145454 | 0.00125772 | -0.0614431 | -0.196642 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.313066 | 0.0436601 | 0.354428 | 0.37037 | 1.2693 | 324 | 0.0888674 | 0.131493 | 0.0497919 | -0.000470398 | -0.1989 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | 0.335559 | 0.046445 | 0.396475 | 0.464706 | 1.28121 | 170 | -0.23128 | 0.110325 | 0.157012 | 0 | -0.209998 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | -0.0205045 | -0.00324531 | 0.547069 | 0.435294 | 1.10056 | 170 | 0.22135 | 0.229027 | 0.373658 | 0.0367098 | -0.233191 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | 0.108395 | 0.0162781 | 0.417434 | 0.418972 | 1.15217 | 253 | -0.0714393 | 0.162169 | 0.112126 | -0.0098778 | -0.244763 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | -0.0312847 | -0.00497456 | 0.525667 | 0.352713 | 1.08024 | 258 | -0.049124 | 0.296593 | 0.171512 | 0.0299816 | -0.248425 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | 0.343707 | 0.0474442 | 0.351447 | 0.391892 | 1.29781 | 296 | -0.0536378 | 0.067254 | -0.0308936 | -0.0065837 | -0.270599 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | 0.432946 | 0.058065 | 0.352721 | 0.410127 | 1.30676 | 395 | -0.0558228 | 0.0561104 | -0.0347311 | -0.0105174 | -0.271374 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.242934 | 0.0347105 | 0.454059 | 0.37037 | 1.24769 | 324 | 0.0754664 | 0.157881 | 0.0657329 | -0.000470398 | -0.282633 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | 0.386479 | 0.0526067 | 0.307893 | 0.415385 | 1.38204 | 130 | -0.0994221 | -0.0322124 | -0.024471 | 0 | -0.287624 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | -0.0698338 | -0.011294 | 0.536344 | 0.401198 | 1.0501 | 167 | 0.246362 | 0.190987 | 0.289521 | 0.0227024 | -0.293598 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | 0.197511 | 0.0286841 | 0.479325 | 0.40625 | 1.19446 | 256 | -0.120532 | 0.138457 | 0.144735 | -0.0149617 | -0.298819 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | 0.0020613 | 0.000323136 | 0.463426 | 0.515038 | 1.10439 | 266 | -0.115712 | 0.176964 | 0.108263 | -0.0150249 | -0.298928 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | 0.363704 | 0.0498747 | 0.438922 | 0.492492 | 1.20245 | 333 | 0.00276781 | 0.147602 | 0.00114846 | -0.0813043 | -0.301527 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | 0.413967 | 0.0558539 | 0.32733 | 0.42236 | 1.34497 | 161 | -0.085594 | -0.0380503 | -0.0303556 | -0.00603222 | -0.31146 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | 0.035798 | 0.00553374 | 0.405218 | 0.434286 | 1.11507 | 175 | -0.201142 | 0.0809825 | 0.0803206 | -0.0100096 | -0.31287 |
Required Horizons
| name | horizon | start | end | bar | lookback | trend | rel_entry | vol_quantile | short_weight | long_weight | total_return | annualized_return | max_drawdown | win_rate | profit_factor | trades |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | 0.413967 | 0.0558539 | 0.32733 | 0.42236 | 1.34497 | 161 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | -0.085594 | -0.02936 | 0.20319 | 0.350877 | 0.895071 | 57 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | -0.0380503 | -0.0380503 | 0.113819 | 0.375 | 0.855222 | 24 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | -0.0303556 | -0.06027 | 0.054729 | 0.363636 | 0.697066 | 11 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.00 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0 | -0.00603222 | -0.0245085 | 0.0145991 | 0 | 0 | 1 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | 0.761732 | 0.0929185 | 0.276727 | 0.422705 | 1.40352 | 414 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | -0.0231039 | -0.00775432 | 0.199049 | 0.369863 | 1.04394 | 146 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | 0.0496372 | 0.0496372 | 0.115136 | 0.377049 | 1.30844 | 61 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | -0.0254435 | -0.0506452 | 0.0561823 | 0.357143 | 0.771458 | 14 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 1 | 0.25 | 0.000490335 | 0.00201245 | 0.016114 | 0.333333 | 1.15701 | 3 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | 0.675194 | 0.0843155 | 0.201165 | 0.422705 | 1.42822 | 414 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | 0.00652783 | 0.00216924 | 0.149709 | 0.369863 | 1.08738 | 146 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | 0.0610182 | 0.0610182 | 0.087715 | 0.377049 | 1.42173 | 61 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | -0.017518 | -0.0350118 | 0.04277 | 0.357143 | 0.796035 | 14 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.4-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.4 | 0.75 | 0.25 | 0.00201928 | 0.00830728 | 0.0125335 | 0.333333 | 1.43741 | 3 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | 0.386479 | 0.0526067 | 0.307893 | 0.415385 | 1.38204 | 130 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | -0.0994221 | -0.0342732 | 0.21453 | 0.36 | 0.833986 | 50 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | -0.0322124 | -0.0322124 | 0.113819 | 0.391304 | 0.883994 | 23 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | -0.024471 | -0.0487339 | 0.0487951 | 0.4 | 0.748649 | 10 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.00 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.701046 | 0.0869241 | 0.251493 | 0.4 | 1.45857 | 320 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | -0.0708319 | -0.0241693 | 0.2191 | 0.348837 | 0.94986 | 129 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.0395425 | 0.0395425 | 0.115136 | 0.385965 | 1.274 | 57 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | -0.0156312 | -0.0312711 | 0.0504544 | 0.384615 | 0.876996 | 13 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.0105637 | 0.0440381 | 0.00355432 | 0.5 | 7.55877 | 2 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.622308 | 0.0788716 | 0.185816 | 0.4 | 1.49238 | 320 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | -0.0392957 | -0.013262 | 0.168709 | 0.348837 | 0.98551 | 129 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0492106 | 0.0492106 | 0.087715 | 0.385965 | 1.37385 | 57 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | -0.00914013 | -0.0183461 | 0.0384302 | 0.384615 | 0.918708 | 13 |
| eth_relmom-1H-lb24-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0105637 | 0.0440381 | 0.00355432 | 0.5 | 7.55877 | 2 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | 0.432946 | 0.058065 | 0.352721 | 0.410127 | 1.30676 | 395 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | -0.0558228 | -0.0189479 | 0.230959 | 0.348993 | 0.988002 | 149 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | 0.0561104 | 0.0561104 | 0.113819 | 0.33871 | 1.36049 | 62 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | -0.0347311 | -0.0688016 | 0.0587993 | 0.333333 | 0.661376 | 12 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 1 | 0.25 | -0.0105174 | -0.0424349 | 0.0188422 | 0 | 0 | 2 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | 0.395608 | 0.053691 | 0.25639 | 0.410127 | 1.32077 | 395 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0273301 | -0.00918598 | 0.178064 | 0.348993 | 1.01907 | 149 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | 0.0616126 | 0.0616126 | 0.0863569 | 0.33871 | 1.44984 | 62 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0268811 | -0.0534672 | 0.0454242 | 0.333333 | 0.650942 | 12 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.4-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.4 | 0.75 | 0.25 | -0.00900528 | -0.0364193 | 0.0152716 | 0 | 0 | 2 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | 0.343707 | 0.0474442 | 0.351447 | 0.391892 | 1.29781 | 296 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | -0.0536378 | -0.0181924 | 0.231674 | 0.361345 | 0.97167 | 119 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | 0.067254 | 0.067254 | 0.113819 | 0.42 | 1.49125 | 50 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | -0.0308936 | -0.0613212 | 0.0550576 | 0.333333 | 0.69321 | 12 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 1 | 0.25 | -0.0065837 | -0.0267262 | 0.0149416 | 0 | 0 | 2 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | 0.314403 | 0.0438268 | 0.259682 | 0.391892 | 1.31131 | 296 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | -0.0252345 | -0.00847557 | 0.177635 | 0.361345 | 1.01072 | 119 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0686604 | 0.0686604 | 0.0863569 | 0.42 | 1.59847 | 50 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | -0.0230124 | -0.0458636 | 0.0416293 | 0.333333 | 0.692722 | 12 |
| eth_relmom-1H-lb24-tr1440-re0.040-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 24 | 1440 | 0.04 | 0.7 | 0.75 | 0.25 | -0.00506557 | -0.0206119 | 0.0113568 | 0 | 0 | 2 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.242934 | 0.0347105 | 0.454059 | 0.37037 | 1.24769 | 324 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.0754664 | 0.0245253 | 0.193282 | 0.312925 | 1.18651 | 147 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.157881 | 0.157881 | 0.122398 | 0.302326 | 1.72481 | 43 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | 0.0657329 | 0.136986 | 0.0744219 | 0.266667 | 1.70011 | 15 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 1 | 0.25 | -0.000470398 | -0.00192775 | 0.00142928 | 0 | 0 | 1 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.313066 | 0.0436601 | 0.354428 | 0.37037 | 1.2693 | 324 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0888674 | 0.0287593 | 0.145979 | 0.312925 | 1.2154 | 147 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.131493 | 0.131493 | 0.0932503 | 0.302326 | 1.73985 | 43 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0497919 | 0.102951 | 0.0562438 | 0.266667 | 1.66535 | 15 |
| eth_relmom-1H-lb72-tr720-re0.040-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 1H | 72 | 720 | 0.04 | 0.7 | 0.75 | 0.25 | -0.000470398 | -0.00192775 | 0.00142928 | 0 | 0 | 1 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | 0.363704 | 0.0498747 | 0.438922 | 0.492492 | 1.20245 | 333 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | 0.00276781 | 0.000920912 | 0.355335 | 0.494186 | 1.09758 | 172 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | 0.147602 | 0.147602 | 0.18217 | 0.535714 | 1.40324 | 56 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | 0.00114846 | 0.00231731 | 0.18217 | 0.36 | 1.12566 | 25 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 1 | 0.25 | -0.0813043 | -0.293743 | 0.0964715 | 0.428571 | 0.065373 | 7 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.476407 | 0.0630369 | 0.349711 | 0.492492 | 1.24649 | 333 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.0584069 | 0.0190842 | 0.263713 | 0.494186 | 1.13186 | 172 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.145454 | 0.145454 | 0.140432 | 0.535714 | 1.46403 | 56 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.00125772 | 0.0025379 | 0.140432 | 0.36 | 1.10117 | 25 |
| eth_relmom-4H-lb12-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | -0.0614431 | -0.228994 | 0.0741665 | 0.428571 | 0.0850445 | 7 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | 0.0020613 | 0.000323136 | 0.463426 | 0.515038 | 1.10439 | 266 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | -0.115712 | -0.0401262 | 0.381938 | 0.507576 | 0.964434 | 132 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | 0.176964 | 0.176964 | 0.118274 | 0.581395 | 1.87021 | 43 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | 0.108263 | 0.230341 | 0.0701268 | 0.411765 | 2.38569 | 17 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 1 | 0.25 | -0.0150249 | -0.0601987 | 0.019882 | 0.25 | 0.173592 | 4 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.158564 | 0.0233613 | 0.336441 | 0.515038 | 1.16774 | 266 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | -0.0386661 | -0.0130466 | 0.28749 | 0.507576 | 1.02624 | 132 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.16585 | 0.16585 | 0.0925907 | 0.581395 | 2.01867 | 43 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.0823417 | 0.173001 | 0.0528206 | 0.411765 | 2.37859 | 17 |
| eth_relmom-4H-lb12-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | -0.0106493 | -0.0429583 | 0.0150129 | 0.25 | 0.230497 | 4 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | 0.197511 | 0.0286841 | 0.479325 | 0.40625 | 1.19446 | 256 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | -0.120532 | -0.0418718 | 0.323544 | 0.428571 | 0.913339 | 112 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | 0.138457 | 0.138457 | 0.16514 | 0.5 | 1.65997 | 40 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | 0.144735 | 0.313358 | 0.0630143 | 0.5 | 7.06103 | 8 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 1 | 0.25 | -0.0149617 | -0.0599512 | 0.0149763 | 0 | 0 | 2 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | 0.307287 | 0.0429381 | 0.376735 | 0.40625 | 1.25518 | 256 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0392509 | -0.0132466 | 0.243672 | 0.428571 | 1.00199 | 112 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | 0.141984 | 0.141984 | 0.126863 | 0.5 | 1.83685 | 40 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | 0.106627 | 0.226681 | 0.0474444 | 0.5 | 6.6198 | 8 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.4-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0116319 | -0.0468506 | 0.0116466 | 0 | 0 | 2 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | 0.335559 | 0.046445 | 0.396475 | 0.464706 | 1.28121 | 170 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | -0.23128 | -0.0838693 | 0.393222 | 0.432432 | 0.741746 | 74 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | 0.110325 | 0.110325 | 0.162478 | 0.592593 | 1.56098 | 27 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | 0.157012 | 0.341918 | 0.0630143 | 0.75 | 24.9584 | 4 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw1.00-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 1 | 0.25 | 0 | 0 | 0 | 0 | 0 | 0 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | 0.406294 | 0.0549528 | 0.306921 | 0.464706 | 1.35551 | 170 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | -0.140297 | -0.0490971 | 0.306921 | 0.432432 | 0.81354 | 74 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | 0.114406 | 0.114406 | 0.124079 | 0.592593 | 1.71601 | 27 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | 0.116838 | 0.249613 | 0.0474444 | 0.75 | 24.8847 | 4 |
| eth_relmom-4H-lb12-tr180-re0.040-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 180 | 0.04 | 0.7 | 0.75 | 0.25 | 0 | 0 | 0 | 0 | 0 | 0 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | 0.108395 | 0.0162781 | 0.417434 | 0.418972 | 1.15217 | 253 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0714393 | -0.0243818 | 0.274862 | 0.433628 | 0.95062 | 113 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | 0.162169 | 0.162169 | 0.1248 | 0.512195 | 2.03746 | 41 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | 0.112126 | 0.239004 | 0.0474444 | 0.625 | 8.53324 | 8 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.4-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.4 | 0.75 | 0.25 | -0.0098778 | -0.0398939 | 0.0100096 | 0.333333 | 0.0725063 | 3 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | 0.035798 | 0.00553374 | 0.405218 | 0.434286 | 1.11507 | 175 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | -0.201142 | -0.0720607 | 0.350477 | 0.392405 | 0.707146 | 79 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0809825 | 0.0809825 | 0.1248 | 0.458333 | 1.56254 | 24 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | 0.0803206 | 0.168588 | 0.0474444 | 0.6 | 6.60222 | 5 |
| eth_relmom-4H-lb12-tr360-re0.040-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 12 | 360 | 0.04 | 0.7 | 0.75 | 0.25 | -0.0100096 | -0.040418 | 0.0100096 | 0 | 0 | 1 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | -0.0205045 | -0.00324531 | 0.547069 | 0.435294 | 1.10056 | 170 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.22135 | 0.0688586 | 0.220321 | 0.430233 | 1.45947 | 86 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.229027 | 0.229027 | 0.147284 | 0.447368 | 2.03457 | 38 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.373658 | 0.896891 | 0.114146 | 0.470588 | 5.70133 | 17 |
| eth_relmom-4H-lb84-tr180-re0.015-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 84 | 180 | 0.015 | 0.7 | 0.75 | 0.25 | 0.0367098 | 0.159343 | 0.0641944 | 0.285714 | 18.1367 | 7 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | -0.0698338 | -0.011294 | 0.536344 | 0.401198 | 1.0501 | 167 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.246362 | 0.0760992 | 0.194198 | 0.457831 | 1.50373 | 83 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.190987 | 0.190987 | 0.122145 | 0.513514 | 2.00504 | 37 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.289521 | 0.669888 | 0.114146 | 0.555556 | 5.46501 | 18 |
| eth_relmom-4H-lb84-tr180-re0.025-vq0.7-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 84 | 180 | 0.025 | 0.7 | 0.75 | 0.25 | 0.0227024 | 0.0964353 | 0.0641944 | 0.333333 | 22.3449 | 6 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | full | 2019-12-25 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | -0.0312847 | -0.00497456 | 0.525667 | 0.352713 | 1.08024 | 258 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | 3y | 2023-05-08 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | -0.049124 | -0.0166353 | 0.344729 | 0.380952 | 1.04451 | 126 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | 1y | 2025-05-08 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | 0.296593 | 0.296593 | 0.123037 | 0.456522 | 2.13054 | 46 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | 6m | 2025-11-08 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | 0.171512 | 0.376047 | 0.123037 | 0.423077 | 2.65424 | 26 |
| eth_relmom-4H-lb84-tr360-re0.025-vq0.4-sw0.75-lw0.25 | 3m | 2026-02-08 | 2026-05-08 | 4H | 84 | 360 | 0.025 | 0.4 | 0.75 | 0.25 | 0.0299816 | 0.128795 | 0.0641944 | 0.384615 | 5.21006 | 13 |