overlay-mix-report.md 40 KB

Short Overlay Mix

Run command: rtk .venv/bin/python scripts/search_short_overlay_mix.py --years 8.0 --top 20

Output files:

  • reports/short-bias/overlay-mix-total.csv
  • reports/short-bias/overlay-mix-short-leg.csv
  • reports/short-bias/overlay-mix-combo.csv
  • reports/short-bias/overlay-mix-horizons.csv
  • reports/short-bias/overlay-mix-monthly.csv
  • reports/short-bias/overlay-mix-worst-rolling.csv
  • reports/short-bias/overlay-mix-signal-definitions.csv
  • reports/short-bias/overlay-mix-report.md

Objective: add a small short overlay to the existing rotation long strategy and keep the recent 1y/6m/3m total returns no worse than the rotation base while reducing max drawdown. Cost model: 0.04% one-way taker fee on absolute short-overlay notional turnover. Rotation-risk keeps its existing cost model.

Result

name kind base short_leg allocation server_readonly_candidate selected years h3y_return h1y_return h6m_return h3m_return total_return annualized_return max_drawdown calmar trades win_rate profit_factor family bar short_symbols turnover_per_year active_bars annualized_return_delta_vs_base max_drawdown_delta_vs_base overlay_trades overlay_win_rate overlay_profit_factor
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 0 no yes 6.3589 0.538976 0.161637 -0.00276914 -0.00276914 1.52024 0.15646 0.0700189 2.23454 45 0.577778 7.38462
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 1 no yes 6.36062 0.437311 0.46058 0.440492 0.0987613 -0.0472639 -0.00758519 0.721887 -0.0105074 407 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP 127.975 14591
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.03 yes yes 6.3589 0.545725 0.172776 0.010312 0.0010862 1.51738 0.156253 0.0657716 2.3757 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.000206615 -0.00424723 407 0.326781 1.13144
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.05 yes yes 6.3589 0.549897 0.180151 0.0190565 0.00363108 1.5129 0.15593 0.0649991 2.39896 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.000529957 -0.00501975 407 0.326781 1.13144
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.07 yes yes 6.3589 0.553804 0.187484 0.0278192 0.00615554 1.5064 0.155459 0.0656894 2.36658 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.00100071 -0.00432947 407 0.326781 1.13144

Server read-only signal candidates

name kind base short_leg allocation server_readonly_candidate selected years h3y_return h1y_return h6m_return h3m_return total_return annualized_return max_drawdown calmar trades win_rate profit_factor family bar short_symbols turnover_per_year active_bars annualized_return_delta_vs_base max_drawdown_delta_vs_base overlay_trades overlay_win_rate overlay_profit_factor
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.03 yes yes 6.3589 0.545725 0.172776 0.010312 0.0010862 1.51738 0.156253 0.0657716 2.3757 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.000206615 -0.00424723 407 0.326781 1.13144
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.05 yes yes 6.3589 0.549897 0.180151 0.0190565 0.00363108 1.5129 0.15593 0.0649991 2.39896 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.000529957 -0.00501975 407 0.326781 1.13144
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 0.07 yes yes 6.3589 0.553804 0.187484 0.0278192 0.00615554 1.5064 0.155459 0.0656894 2.36658 452 0.326781 1.13144 btc_risk_pair 1h ETH-USDT-SWAP -0.00100071 -0.00432947 407 0.326781 1.13144

Signal definitions

short_leg definition
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 On 1h, BTC close below SMA(1440), BTC 336-bar momentum <= -0.005 and <= -0.025, annualized BTC vol(336) >= 0.0120; short ETH-USDT-SWAP.

Horizons

name kind horizon start end total_return annualized_return max_drawdown calmar
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation full 2019-12-25 2026-05-03 1.52024 0.15646 0.0700189 2.23454
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 3y 2023-05-03 2026-05-03 0.538976 0.154393 0.0700189 2.20502
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 1y 2025-05-03 2026-05-03 0.161637 0.161637 0.0700189 2.30848
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 6m 2025-11-03 2026-05-03 -0.00276914 -0.00557632 0.0160789 -0.346809
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 3m 2026-02-03 2026-05-03 -0.00276914 -0.0113079 0.0160789 -0.703275
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg full 2019-12-25 2026-05-03 -0.0472639 -0.00758519 0.721887 -0.0105074
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 3y 2023-05-03 2026-05-03 0.437311 0.128415 0.257471 0.498756
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 1y 2025-05-03 2026-05-03 0.46058 0.46058 0.17809 2.58622
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 6m 2025-11-03 2026-05-03 0.440492 1.08761 0.17809 6.10706
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 3m 2026-02-03 2026-05-03 0.0987613 0.471464 0.141097 3.34142
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short full 2019-12-25 2026-05-03 1.51738 0.156253 0.0657716 2.3757
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3y 2023-05-03 2026-05-03 0.545725 0.156076 0.0653103 2.38977
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 1y 2025-05-03 2026-05-03 0.172776 0.172776 0.0653103 2.64546
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6m 2025-11-03 2026-05-03 0.010312 0.0209039 0.01789 1.16847
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3m 2026-02-03 2026-05-03 0.0010862 0.00446214 0.01789 0.249421
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short full 2019-12-25 2026-05-03 1.5129 0.15593 0.0649991 2.39896
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3y 2023-05-03 2026-05-03 0.549897 0.157115 0.0649991 2.41718
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 1y 2025-05-03 2026-05-03 0.180151 0.180151 0.0649991 2.77159
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6m 2025-11-03 2026-05-03 0.0190565 0.0388011 0.0192111 2.01972
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3m 2026-02-03 2026-05-03 0.00363108 0.0149756 0.0192111 0.779526
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short full 2019-12-25 2026-05-03 1.5064 0.155459 0.0656894 2.36658
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3y 2023-05-03 2026-05-03 0.553804 0.158085 0.0646978 2.44344
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 1y 2025-05-03 2026-05-03 0.187484 0.187484 0.0646978 2.89785
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6m 2025-11-03 2026-05-03 0.0278192 0.0568929 0.0205341 2.77066
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 3m 2026-02-03 2026-05-03 0.00615554 0.0254866 0.0205341 1.24119

Worst rolling 6/12m

name kind window_months end_month return
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 6 2022-04 -0.0326706
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 base_rotation 12 2022-10 -0.0326706
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 6 2021-04 -0.318983
btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 short_leg 12 2021-11 -0.439744
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6 2022-04 -0.0333021
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+3%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 12 2022-10 -0.0228667
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6 2022-04 -0.0337982
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 12 2022-10 -0.0164655
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 6 2022-04 -0.0343542
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 12 2022-10 -0.0101749

Recent monthly returns

name kind month start_equity end_equity return
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-12 21583.1 21240 -0.0158986
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-01 21240 21200.5 -0.00185823
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-02 21200.5 20998.7 -0.00952106
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-03 20998.7 21042 0.00206149
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-04 21042 21157.2 0.00547694
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-05 21157.2 22988.6 0.0865593
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-06 22988.6 22990.5 8.41633e-05
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-07 22990.5 24581.4 0.0691991
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-08 24581.4 25266 0.0278503
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-09 25266 25195.1 -0.00280775
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-10 25195.1 24618.5 -0.0228832
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-11 24618.5 24800 0.00737271
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-12 24800 24796.8 -0.000130947
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-01 24796.8 24933.2 0.00550289
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-02 24933.2 25241.6 0.0123658
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-03 25241.6 25189.9 -0.00204524
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-04 25189.9 24856.9 -0.0132192
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-05 24856.9 25129 0.0109461
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2019-12 10000 10000 0
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-01 10000 10000 0
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-02 10000 10005.6 0.000557913
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-03 10005.6 10254.5 0.0248787
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-04 10254.5 10084.9 -0.0165418
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-05 10084.9 10354.9 0.0267774
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-06 10354.9 10244.8 -0.0106355
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-07 10244.8 10414.7 0.0165873
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-08 10414.7 10792.2 0.0362465
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-09 10792.2 10368.7 -0.039242
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-10 10368.7 10760.9 0.0378252
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-11 10760.9 11831.5 0.0994896
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2020-12 11831.5 12603.9 0.0652835
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-01 12603.9 13403.3 0.0634268
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-02 13403.3 13708.3 0.0227506
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-03 13708.3 13843.9 0.00989513
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-04 13843.9 13835.9 -0.000576361
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-05 13835.9 14112.5 0.0199912
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-06 14112.5 14080.2 -0.00229318
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-07 14080.2 14095.9 0.00111323
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-08 14095.9 14306.2 0.0149196
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-09 14306.2 14057.9 -0.017355
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-10 14057.9 14767 0.0504428
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-11 14767 14570.1 -0.0133299
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2021-12 14570.1 14648.4 0.0053679
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-01 14648.4 14921.2 0.0186254
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-02 14921.2 14795.8 -0.00840568
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-03 14795.8 14477.9 -0.0214844
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-04 14477.9 14259.7 -0.0150717
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-05 14259.7 14455 0.0137005
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-06 14455 14685.8 0.0159636
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-07 14685.8 14599.6 -0.00587092
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-08 14599.6 14712.6 0.00774061
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-09 14712.6 14579.8 -0.00902655
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-10 14579.8 14616.7 0.00253429
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-11 14616.7 14725.2 0.00742065
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2022-12 14725.2 14690.4 -0.00236128
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-01 14690.4 15573.2 0.0600914
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-02 15573.2 15635.2 0.00397957
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-03 15635.2 15959.6 0.0207468
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-04 15959.6 16107.3 0.00925882
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-05 16107.3 15904.4 -0.0125988
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-06 15904.4 15826.4 -0.00490161
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-07 15826.4 15676.3 -0.00948605
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-08 15676.3 15718.7 0.00270499
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-09 15718.7 15669 -0.0031614
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-10 15669 16826.6 0.0738773
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-11 16826.6 17411.3 0.0347512
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2023-12 17411.3 18117.5 0.0405558
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-01 18117.5 18404.2 0.0158281
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-02 18404.2 19467.9 0.0577949
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-03 19467.9 20073.8 0.0311237
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-04 20073.8 19538.5 -0.0266661
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-05 19538.5 19768.3 0.0117615
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-06 19768.3 19435 -0.0168623
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-07 19435 19359.2 -0.00390233
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-08 19359.2 19489.7 0.0067457
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-09 19489.7 19516 0.00134808
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-10 19516 19316.5 -0.0102226
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-11 19316.5 21302 0.102786
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2024-12 21302 20953 -0.0163811
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-01 20953 20889.7 -0.00302109
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-02 20889.7 20782.1 -0.00515147
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-03 20782.1 20841.2 0.0028449
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-04 20841.2 20975 0.00641634
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-05 20975 22751.5 0.0846998
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-06 22751.5 22752.1 2.47053e-05
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-07 22752.1 24292.5 0.0677054
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-08 24292.5 24956.8 0.0273446
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-09 24956.8 24858.7 -0.00393105
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-10 24858.7 24329.5 -0.0212891
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-11 24329.5 24580.5 0.0103175
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2025-12 24580.5 24575.8 -0.000192327
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-01 24575.8 24764.9 0.00769496
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-02 24764.9 25193.5 0.0173063
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-03 25193.5 25121.3 -0.00286596
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-04 25121.3 24798.3 -0.0128561
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+7%-btc_risk_pair-1h-eth-bt1440-bl336-st720-vw336-bm-0.005-bd0.025-bv0.0120-sm-0.010 rotation_plus_btc_risk_short 2026-05 24798.3 25064 0.0107151