fusion-report.md 29 KB
Long Short Fusion Search
Run command: rtk .venv/bin/python scripts/search_long_short_fusion.py --years 8.0
Output files:
reports/long-short-fusion/fusion-total.csvreports/long-short-fusion/fusion-selected.csvreports/long-short-fusion/fusion-components.csvreports/long-short-fusion/fusion-horizons.csvreports/long-short-fusion/fusion-monthly.csvreports/long-short-fusion/fusion-report.md
Objective: combine existing long rotation and short-biased legs into bidirectional portfolios. This is research only; no live service was changed.
Selected Fusion Candidates
| name | kind | long_variant | long_weight | btc_risk_short_weight | eth_4h_vol_short_weight | btc_4h_vol_short_weight | eth_4h_vol_short_gated_weight | btc_4h_vol_short_gated_weight | gross_exposure | short_exposure | h3y_return | h1y_return | h6m_return | h3m_return | total_return | annualized_return | max_drawdown | calmar | trades | win_rate | profit_factor | score | selected |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | long_rotation_riskoff00 | 1.15 | 0.1 | 0 | 0 | 0.12 | 0.06 | 1.43 | 0.28 | 0.96768 | 0.257375 | 0.111864 | 0.00067725 | 4.1388 | 0.295738 | 0.0971863 | 3.043 | 610 | 0 | 0 | 0.355205 | yes |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | long_rotation_riskoff00 | 1.15 | 0.1 | 0 | 0.06 | 0.12 | 0 | 1.43 | 0.28 | 0.96668 | 0.255636 | 0.109138 | 0.00067725 | 4.11017 | 0.294593 | 0.0950286 | 3.10004 | 610 | 0 | 0 | 0.354666 | yes |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | long_rotation_riskoff00 | 1.18 | 0.1 | 0 | 0 | 0.12 | 0.04 | 1.44 | 0.26 | 0.985044 | 0.255179 | 0.106276 | 0.000546494 | 4.11002 | 0.294586 | 0.0963157 | 3.05855 | 610 | 0 | 0 | 0.352429 | yes |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | long_rotation_riskoff00 | 1.2 | 0.1 | 0 | 0 | 0.12 | 0.03 | 1.45 | 0.25 | 0.998271 | 0.254684 | 0.103462 | 0.000459147 | 4.12043 | 0.295004 | 0.0960281 | 3.07206 | 610 | 0 | 0 | 0.352183 | yes |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | long_rotation_riskoff00 | 1.18 | 0.1 | 0 | 0.04 | 0.12 | 0 | 1.44 | 0.26 | 0.984398 | 0.25403 | 0.104468 | 0.000546494 | 4.09119 | 0.29383 | 0.0948759 | 3.097 | 610 | 0 | 0 | 0.352086 | yes |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | long_rotation_riskoff00 | 1.18 | 0.1 | 0 | 0 | 0.1 | 0.06 | 1.44 | 0.26 | 0.974652 | 0.250607 | 0.101821 | 0.000546494 | 4.0807 | 0.293408 | 0.095622 | 3.06842 | 610 | 0 | 0 | 0.348545 | yes |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | long_rotation_riskoff00 | 1.12 | 0.1 | 0 | 0 | 0.12 | 0.06 | 1.4 | 0.28 | 0.940934 | 0.253673 | 0.112009 | 0.000807688 | 3.98682 | 0.289595 | 0.0963176 | 3.00667 | 610 | 0 | 0 | 0.348116 | yes |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | long_rotation_riskoff00 | 1.18 | 0.1 | 0 | 0.06 | 0.1 | 0 | 1.44 | 0.26 | 0.973647 | 0.248879 | 0.0991196 | 0.000546494 | 4.0524 | 0.292265 | 0.0934605 | 3.12715 | 610 | 0 | 0 | 0.348023 | yes |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | long_rotation_riskoff00 | 1.12 | 0.1 | 0 | 0.06 | 0.12 | 0 | 1.4 | 0.28 | 0.939949 | 0.251938 | 0.109283 | 0.000807688 | 3.95904 | 0.288456 | 0.0941579 | 3.06353 | 610 | 0 | 0 | 0.347587 | yes |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | long_rotation_riskoff00 | 1.18 | 0.1 | 0 | 0 | 0.12 | 0.03 | 1.43 | 0.25 | 0.980191 | 0.252232 | 0.103558 | 0.000546494 | 4.01935 | 0.290923 | 0.0954472 | 3.048 | 610 | 0 | 0 | 0.347481 | yes |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | long_rotation_riskoff00 | 1.15 | 0.12 | 0 | 0 | 0.12 | 0.06 | 1.45 | 0.3 | 0.988394 | 0.268655 | 0.120995 | 0.00173878 | 4.20866 | 0.29851 | 0.105208 | 2.83734 | 610 | 0 | 0 | 0.357879 | yes |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | long_rotation_riskoff00 | 1.15 | 0.12 | 0.12 | 0 | 0 | 0.06 | 1.45 | 0.3 | 0.990897 | 0.254978 | 0.110595 | 0.00173878 | 4.20275 | 0.298277 | 0.103595 | 2.87927 | 610 | 0 | 0 | 0.34982 | yes |
Component Curves
| name | source | kind | long_weight | long_variant | btc_risk_short_weight | eth_4h_vol_short_weight | btc_4h_vol_short_weight | eth_4h_vol_short_gated_weight | btc_4h_vol_short_gated_weight | h3y_return | h1y_return | h6m_return | h3m_return | total_return | annualized_return | max_drawdown | calmar | trades | win_rate | profit_factor | payoff_ratio | short_trade_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| long_rotation | trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 | component | 1 | long_rotation | 0 | 0 | 0 | 0 | 0 | 0.552694 | 0.0995888 | -0.00410038 | -0.00410038 | 1.51687 | 0.155856 | 0.0700189 | 2.22592 | 45 | 0.577778 | 7.22735 | ||
| long_rotation_riskoff70 | trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff70 | component | 0 | long_rotation_riskoff70 | 0 | 0 | 0 | 0 | 0 | 0.569866 | 0.102494 | -0.00410038 | -0.00410038 | 1.61081 | 0.162522 | 0.067562 | 2.40552 | 45 | 0.577778 | 7.22735 | ||
| long_rotation_riskoff50 | trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff50 | component | 0 | long_rotation_riskoff50 | 0 | 0 | 0 | 0 | 0 | 0.581393 | 0.104432 | -0.00410038 | -0.00410038 | 1.67497 | 0.166959 | 0.0659231 | 2.53263 | 45 | 0.577778 | 7.22735 | ||
| long_rotation_riskoff25 | trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff25 | component | 0 | long_rotation_riskoff25 | 0 | 0 | 0 | 0 | 0 | 0.595891 | 0.106855 | -0.00410038 | -0.00410038 | 1.75691 | 0.172498 | 0.0653986 | 2.63764 | 45 | 0.577778 | 7.22735 | ||
| long_rotation_riskoff00 | trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000-riskoff00 | component | 0 | long_rotation_riskoff00 | 0 | 0 | 0 | 0 | 0 | 0.610489 | 0.109279 | -0.00410038 | -0.00410038 | 1.84084 | 0.178028 | 0.0652663 | 2.72772 | 45 | 0.577778 | 7.22735 | ||
| btc_risk_short | btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 | component | 0 | 1 | 0 | 0 | 0 | 0 | 0.437311 | 0.46058 | 0.430462 | 0.0454424 | -0.0472639 | -0.00756895 | 0.721887 | -0.0104849 | 407 | 0.326781 | 1.13144 | |||
| eth_4h_vol_short | vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | component | 0 | 0 | 1 | 0 | 0 | 0 | 0.498993 | 0.327595 | 0.410561 | 0 | 4.49924 | 0.309716 | 0.332678 | 0.930979 | 88 | 0.431818 | 1.95873 | 2.57728 | 1 | |
| btc_4h_vol_short | vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8 | component | 0 | 0 | 0 | 1 | 0 | 0 | 0.214339 | 0.211208 | 0.21257 | 0 | 3.10854 | 0.249564 | 0.293161 | 0.851287 | 70 | 0.514286 | 2.21112 | 2.08828 | 1 | |
| eth_4h_vol_short_gated | vol_expansion_short-eth-4H-fast20-slow80-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8-btc_risk_gated | component | 0 | 0 | 0 | 0 | 1 | 0 | 0.556272 | 0.475442 | 0.525837 | 0 | 5.04017 | 0.329311 | 0.285555 | 1.15323 | 88 | 0.431818 | 1.95873 | 2.57728 | 1 | |
| btc_4h_vol_short_gated | vol_expansion_short-btc-4H-fast30-slow120-entry20-exit10-atr14-stop_atr3.0-take_atr6.0-max_hold120-vol_window120-vol_quantile0.8-btc_risk_gated | component | 0 | 0 | 0 | 0 | 0 | 1 | 0.244171 | 0.248528 | 0.263556 | 0 | 3.69003 | 0.275917 | 0.276873 | 0.99655 | 70 | 0.514286 | 2.21112 | 2.08828 | 1 |
Horizons
| name | kind | horizon | start | end | total_return | annualized_return | max_drawdown | calmar |
|---|---|---|---|---|---|---|---|---|
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | full | 2020-01-14 | 2026-05-08 | 3.98682 | 0.289595 | 0.0963176 | 3.00667 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.940934 | 0.247142 | 0.0849685 | 2.90863 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.253673 | 0.253673 | 0.0849685 | 2.98549 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.112009 | 0.238742 | 0.0259834 | 9.18826 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000807688 | 0.00331658 | 0.0259834 | 0.127643 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | full | 2020-01-14 | 2026-05-08 | 3.95904 | 0.288456 | 0.0941579 | 3.06353 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.939949 | 0.246931 | 0.079136 | 3.12034 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.251938 | 0.251938 | 0.079136 | 3.1836 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.109283 | 0.232626 | 0.0259834 | 8.95287 |
| fusion-lr_riskoff00-l1.12-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000807688 | 0.00331658 | 0.0259834 | 0.127643 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | full | 2020-01-14 | 2026-05-08 | 4.1388 | 0.295738 | 0.0971863 | 3.043 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.96768 | 0.25284 | 0.0868677 | 2.91063 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.257375 | 0.257375 | 0.0868677 | 2.96284 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.111864 | 0.238416 | 0.0264551 | 9.01212 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.00067725 | 0.0027804 | 0.0264551 | 0.105099 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | full | 2020-01-14 | 2026-05-08 | 4.11017 | 0.294593 | 0.0950286 | 3.10004 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.96668 | 0.252627 | 0.0810461 | 3.11708 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.255636 | 0.255636 | 0.0810461 | 3.1542 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.109138 | 0.232302 | 0.0264551 | 8.78099 |
| fusion-lr_riskoff00-l1.15-brs0.10-eth4hs0.00-btc4hs0.06-eg0.12-bg0.00 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.00067725 | 0.0027804 | 0.0264551 | 0.105099 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | full | 2020-01-14 | 2026-05-08 | 4.20866 | 0.29851 | 0.105208 | 2.83734 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.988394 | 0.257216 | 0.0878565 | 2.92769 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.268655 | 0.268655 | 0.0878565 | 3.05788 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.120995 | 0.259012 | 0.0280901 | 9.22073 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.00-btc4hs0.00-eg0.12-bg0.06 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.00173878 | 0.0071502 | 0.0280901 | 0.254545 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | full | 2020-01-14 | 2026-05-08 | 4.20275 | 0.298277 | 0.103595 | 2.87927 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.990897 | 0.257743 | 0.0783301 | 3.29047 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.254978 | 0.254978 | 0.0783301 | 3.25517 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.110595 | 0.235567 | 0.0361217 | 6.52148 |
| fusion-lr_riskoff00-l1.15-brs0.12-eth4hs0.12-btc4hs0.00-eg0.00-bg0.06 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.00173878 | 0.0071502 | 0.0280901 | 0.254545 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | full | 2020-01-14 | 2026-05-08 | 4.0807 | 0.293408 | 0.095622 | 3.06842 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.974652 | 0.254316 | 0.087919 | 2.89262 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.250607 | 0.250607 | 0.087919 | 2.85043 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.101821 | 0.215961 | 0.0269267 | 8.02035 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.10-bg0.06 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000546494 | 0.00224314 | 0.0269267 | 0.0833054 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | full | 2020-01-14 | 2026-05-08 | 4.01935 | 0.290923 | 0.0954472 | 3.048 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.980191 | 0.255487 | 0.0877756 | 2.91068 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.252232 | 0.252232 | 0.0877756 | 2.8736 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.103558 | 0.219832 | 0.0269267 | 8.16408 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000546494 | 0.00224314 | 0.0269267 | 0.0833054 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | full | 2020-01-14 | 2026-05-08 | 4.11002 | 0.294586 | 0.0963157 | 3.05855 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.985044 | 0.25651 | 0.0881056 | 2.9114 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.255179 | 0.255179 | 0.0881056 | 2.89628 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.106276 | 0.225897 | 0.0269267 | 8.38932 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.04 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000546494 | 0.00224314 | 0.0269267 | 0.0833054 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | full | 2020-01-14 | 2026-05-08 | 4.09119 | 0.29383 | 0.0948759 | 3.097 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.984398 | 0.256374 | 0.084229 | 3.04378 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.25403 | 0.25403 | 0.084229 | 3.01594 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.104468 | 0.221859 | 0.0269267 | 8.23938 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.04-eg0.12-bg0.00 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000546494 | 0.00224314 | 0.0269267 | 0.0833054 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | full | 2020-01-14 | 2026-05-08 | 4.0524 | 0.292265 | 0.0934605 | 3.12715 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.973647 | 0.254103 | 0.0821029 | 3.09494 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.248879 | 0.248879 | 0.0821029 | 3.0313 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.0991196 | 0.209958 | 0.0269267 | 7.79739 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000546494 | 0.00224314 | 0.0269267 | 0.0833054 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | full | 2020-01-14 | 2026-05-08 | 4.12043 | 0.295004 | 0.0960281 | 3.07206 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 3y | 2023-05-08 | 2026-05-08 | 0.998271 | 0.259293 | 0.0890411 | 2.91206 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 1y | 2025-05-08 | 2026-05-08 | 0.254684 | 0.254684 | 0.0890411 | 2.8603 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 6m | 2025-11-08 | 2026-05-08 | 0.103462 | 0.219617 | 0.0272411 | 8.06198 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 3m | 2026-02-08 | 2026-05-08 | 0.000459147 | 0.00188436 | 0.0272411 | 0.0691735 |
Recent Monthly Returns
| name | kind | month | start_equity | end_equity | return |
|---|---|---|---|---|---|
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2024-11 | 32863.9 | 37192 | 0.131697 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2024-12 | 37192 | 36440.1 | -0.020215 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-01 | 36440.1 | 36275.8 | -0.00450863 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-02 | 36275.8 | 37557 | 0.0353163 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-03 | 37557 | 36885.2 | -0.0178873 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-04 | 36885.2 | 37687.4 | 0.0217497 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-05 | 37687.4 | 41759.8 | 0.108058 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-06 | 41759.8 | 41640.8 | -0.00285003 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-07 | 41640.8 | 45242.4 | 0.0864929 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-08 | 45242.4 | 46522 | 0.0282833 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-09 | 46522 | 46257.6 | -0.00568469 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-10 | 46257.6 | 45775.8 | -0.0104159 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-11 | 45775.8 | 46502.9 | 0.0158848 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2025-12 | 46502.9 | 46353.7 | -0.0032092 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2026-01 | 46353.7 | 46975.8 | 0.0134214 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2026-02 | 46975.8 | 50959.6 | 0.0848053 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2026-03 | 50959.6 | 50750.7 | -0.00409986 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2026-04 | 50750.7 | 49925.2 | -0.016266 |
| fusion-lr_riskoff00-l1.18-brs0.10-eth4hs0.00-btc4hs0.06-eg0.10-bg0.00 | fusion | 2026-05 | 49925.2 | 50524 | 0.0119942 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-01 | 10000 | 10000 | 0 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-02 | 10000 | 10008.6 | 0.000859795 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-03 | 10008.6 | 11217.7 | 0.12081 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-04 | 11217.7 | 10970.9 | -0.0220038 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-05 | 10970.9 | 11347.5 | 0.0343238 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-06 | 11347.5 | 11417.8 | 0.00619905 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-07 | 11417.8 | 11659 | 0.0211197 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-08 | 11659 | 12201.9 | 0.0465707 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-09 | 12201.9 | 12441.8 | 0.0196618 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-10 | 12441.8 | 13049.2 | 0.0488136 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-11 | 13049.2 | 14741.8 | 0.129713 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2020-12 | 14741.8 | 15990.1 | 0.0846739 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-01 | 15990.1 | 17304.8 | 0.0822202 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-02 | 17304.8 | 17809.9 | 0.0291891 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-03 | 17809.9 | 18034.8 | 0.0126276 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-04 | 18034.8 | 17778.8 | -0.0141912 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-05 | 17778.8 | 19043 | 0.0711075 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-06 | 19043 | 18940.3 | -0.00539327 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-07 | 18940.3 | 18969.7 | 0.00154846 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-08 | 18969.7 | 19327.9 | 0.0188862 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-09 | 19327.9 | 18990.9 | -0.0174353 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-10 | 18990.9 | 20216 | 0.0645088 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-11 | 20216 | 19757.7 | -0.0226711 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2021-12 | 19757.7 | 20124.1 | 0.0185443 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-01 | 20124.1 | 21277.8 | 0.0573307 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-02 | 21277.8 | 20719.7 | -0.0262303 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-03 | 20719.7 | 20120 | -0.0289419 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-04 | 20120 | 19720.3 | -0.0198664 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-05 | 19720.3 | 20753.7 | 0.0524005 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-06 | 20753.7 | 22396.5 | 0.0791595 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-07 | 22396.5 | 22208.4 | -0.00839897 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-08 | 22208.4 | 22477.2 | 0.0121015 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-09 | 22477.2 | 21980.2 | -0.0221088 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-10 | 21980.2 | 22059.8 | 0.00362063 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-11 | 22059.8 | 23067.4 | 0.0456778 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2022-12 | 23067.4 | 22996.3 | -0.00308629 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-01 | 22996.3 | 24787.5 | 0.0778925 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-02 | 24787.5 | 24906.9 | 0.00481623 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-03 | 24906.9 | 25594 | 0.0275862 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-04 | 25594 | 25892.9 | 0.0116787 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-05 | 25892.9 | 25529.3 | -0.0140403 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-06 | 25529.3 | 25314 | -0.00843379 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-07 | 25314 | 25000.8 | -0.0123713 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-08 | 25000.8 | 25303.4 | 0.0121017 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-09 | 25303.4 | 25189.2 | -0.00451422 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-10 | 25189.2 | 27608.1 | 0.0960289 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-11 | 27608.1 | 28841.5 | 0.0446751 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2023-12 | 28841.5 | 30349.7 | 0.0522941 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-01 | 30349.7 | 31006.6 | 0.0216448 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-02 | 31006.6 | 33331.9 | 0.074994 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-03 | 33331.9 | 34663.9 | 0.039962 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-04 | 34663.9 | 32906.7 | -0.0506919 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-05 | 32906.7 | 33390.9 | 0.0147116 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-06 | 33390.9 | 32701.9 | -0.0206326 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-07 | 32701.9 | 32668.5 | -0.00102265 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-08 | 32668.5 | 33295.7 | 0.019199 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-09 | 33295.7 | 33477.6 | 0.00546531 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-10 | 33477.6 | 33021.8 | -0.0136159 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-11 | 33021.8 | 37447.8 | 0.134034 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2024-12 | 37447.8 | 36634.7 | -0.0217151 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-01 | 36634.7 | 36470.1 | -0.00449116 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-02 | 36470.1 | 37688.9 | 0.0334183 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-03 | 37688.9 | 36986.8 | -0.0186293 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-04 | 36986.8 | 37973.7 | 0.0266824 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-05 | 37973.7 | 42148.4 | 0.109937 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-06 | 42148.4 | 42140 | -0.000200069 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-07 | 42140 | 45848.6 | 0.0880068 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-08 | 45848.6 | 47173.5 | 0.0288974 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-09 | 47173.5 | 46910.8 | -0.00556767 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-10 | 46910.8 | 46142.2 | -0.0163844 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-11 | 46142.2 | 46797.1 | 0.0141927 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2025-12 | 46797.1 | 46757.2 | -0.000852776 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2026-01 | 46757.2 | 47385.6 | 0.0134391 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2026-02 | 47385.6 | 51650.3 | 0.0900012 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2026-03 | 51650.3 | 51438.6 | -0.00409986 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2026-04 | 51438.6 | 50587.3 | -0.0165483 |
| fusion-lr_riskoff00-l1.20-brs0.10-eth4hs0.00-btc4hs0.00-eg0.12-bg0.03 | fusion | 2026-05 | 50587.3 | 51204.3 | 0.0121964 |