overlay-report.md 48 KB
Short Bias Overlay
Run command: rtk .venv/bin/python scripts/search_short_bias_overlay.py --years 8.0 --top 20
Output files:
reports/short-bias/overlay-total.csvreports/short-bias/overlay-short-leg.csvreports/short-bias/overlay-rotation-combo.csvreports/short-bias/overlay-horizons.csvreports/short-bias/overlay-monthly.csvreports/short-bias/overlay-correlation.csvreports/short-bias/overlay-worst-rolling.csvreports/short-bias/overlay-report.md
Scope: BTC/ETH short-only risk-state overlays from cached candles. Cost model is 0.04% one-way taker fee on absolute notional turnover. Combination test uses rotation-risk as the base and allocates 5%, 10%, or 15% of capital to the short leg.
Conclusion: Worth only as a small protection leg.
Selected short leg
| name | kind | family | bar | allocation | years | h3y_return | h1y_return | h6m_return | h3m_return | total_return | annualized_return | max_drawdown | calmar | turnover_per_year | trades | win_rate | profit_factor | trend | lookback | vol_lookback | min_vol | max_momentum | drop | short_leg | annualized_return_delta_vs_rotation | max_drawdown_delta_vs_rotation | selected |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | high_vol_breakdown | 1h | 1 | 6.36062 | -0.16577 | 0.177397 | 0.372952 | 0.129682 | -0.606957 | -0.136547 | 0.869903 | -0.156968 | 189.133 | 980 | 0.276531 | 0.952917 | 720 | 336 | 336 | 0.01 | -0.005 | 0.025 | yes |
Selected rotation-risk combinations
| name | kind | family | bar | allocation | years | h3y_return | h1y_return | h6m_return | h3m_return | total_return | annualized_return | max_drawdown | calmar | turnover_per_year | trades | win_rate | profit_factor | trend | lookback | vol_lookback | min_vol | max_momentum | drop | short_leg | annualized_return_delta_vs_rotation | max_drawdown_delta_vs_rotation | selected |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | high_vol_breakdown | 1h | 0.05 | 6.3589 | 0.50556 | 0.166097 | 0.0160762 | 0.00343848 | 1.38338 | 0.14635 | 0.0651371 | 2.2468 | high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | -0.0100645 | -0.0120458 | yes | ||||||||||
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | high_vol_breakdown | 4h | 0.05 | 6.3589 | 0.509261 | 0.16252 | 0.0148558 | 0.00363171 | 1.38627 | 0.146569 | 0.0649738 | 2.25581 | high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | -0.00984613 | -0.012209 | yes | ||||||||||
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | risk_off_pair | 4h | 0.05 | 6.3589 | 0.523168 | 0.161141 | 0.0111653 | -0.00319036 | 1.4383 | 0.150465 | 0.0651787 | 2.3085 | risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | -0.00595 | -0.0120042 | yes | ||||||||||
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | risk_off_pair | 4h | 0.1 | 6.3589 | 0.505973 | 0.160145 | 0.0249914 | -0.0037732 | 1.34856 | 0.1437 | 0.0646072 | 2.22421 | risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | -0.0127149 | -0.0125756 | yes |
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 | rotation_risk | full | 2019-12-25 | 2026-05-03 | 1.52024 | 0.156415 | 0.0771828 | 2.02655 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 | rotation_risk | 3y | 2023-05-03 | 2026-05-03 | 0.549767 | 0.157082 | 0.074189 | 2.11733 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 | rotation_risk | 1y | 2025-05-03 | 2026-05-03 | 0.159105 | 0.159105 | 0.073139 | 2.17538 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 | rotation_risk | 6m | 2025-11-03 | 2026-05-03 | -0.00276914 | -0.00557632 | 0.0216901 | -0.257091 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000 | rotation_risk | 3m | 2026-02-03 | 2026-05-03 | -0.00276914 | -0.0113079 | 0.0216901 | -0.52134 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | full | 2019-12-25 | 2026-05-03 | -0.606957 | -0.136581 | 0.852583 | -0.160196 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 3y | 2023-05-03 | 2026-05-03 | -0.157778 | -0.0555805 | 0.431377 | -0.128844 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 1y | 2025-05-03 | 2026-05-03 | 0.177397 | 0.177397 | 0.198274 | 0.894709 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 6m | 2025-11-03 | 2026-05-03 | 0.381595 | 0.919059 | 0.164043 | 5.60253 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 3m | 2026-02-03 | 2026-05-03 | 0.10017 | 0.479216 | 0.12548 | 3.81906 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | full | 2019-12-25 | 2026-05-03 | 1.38338 | 0.14635 | 0.0651371 | 2.2468 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 3y | 2023-05-03 | 2026-05-03 | 0.50556 | 0.145984 | 0.0651371 | 2.24118 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 1y | 2025-05-03 | 2026-05-03 | 0.166097 | 0.166097 | 0.0647942 | 2.56345 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 6m | 2025-11-03 | 2026-05-03 | 0.0160762 | 0.0326838 | 0.0189683 | 1.72307 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 3m | 2026-02-03 | 2026-05-03 | 0.00343848 | 0.014177 | 0.0189683 | 0.747404 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | full | 2019-12-25 | 2026-05-03 | -0.585288 | -0.129263 | 0.83734 | -0.154374 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 3y | 2023-05-03 | 2026-05-03 | -0.110536 | -0.0382586 | 0.382558 | -0.100007 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 1y | 2025-05-03 | 2026-05-03 | 0.107888 | 0.107888 | 0.225382 | 0.47869 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 6m | 2025-11-03 | 2026-05-03 | 0.348735 | 0.82813 | 0.18723 | 4.42305 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 3m | 2026-02-03 | 2026-05-03 | 0.103234 | 0.496184 | 0.124633 | 3.98116 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | full | 2019-12-25 | 2026-05-03 | 1.38627 | 0.146569 | 0.0649738 | 2.25581 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3y | 2023-05-03 | 2026-05-03 | 0.509261 | 0.146922 | 0.0649738 | 2.26124 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 1y | 2025-05-03 | 2026-05-03 | 0.16252 | 0.16252 | 0.0649738 | 2.50131 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6m | 2025-11-03 | 2026-05-03 | 0.0148558 | 0.030184 | 0.0187159 | 1.61274 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3m | 2026-02-03 | 2026-05-03 | 0.00363171 | 0.0149782 | 0.0187159 | 0.800291 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | full | 2019-12-25 | 2026-05-03 | -0.417254 | -0.0814151 | 0.774378 | -0.105136 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 3y | 2023-05-03 | 2026-05-03 | 0.0300645 | 0.00991362 | 0.352092 | 0.0281563 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 1y | 2025-05-03 | 2026-05-03 | 0.0619042 | 0.0619042 | 0.232362 | 0.266412 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 6m | 2025-11-03 | 2026-05-03 | 0.24537 | 0.556597 | 0.203515 | 2.73492 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 3m | 2026-02-03 | 2026-05-03 | -0.0407669 | -0.15692 | 0.203515 | -0.771051 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | full | 2019-12-25 | 2026-05-03 | 1.4383 | 0.150465 | 0.0651787 | 2.3085 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3y | 2023-05-03 | 2026-05-03 | 0.523168 | 0.150431 | 0.0651787 | 2.30797 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 1y | 2025-05-03 | 2026-05-03 | 0.161141 | 0.161141 | 0.0651787 | 2.4723 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6m | 2025-11-03 | 2026-05-03 | 0.0111653 | 0.0226434 | 0.0253647 | 0.892712 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3m | 2026-02-03 | 2026-05-03 | -0.00319036 | -0.0130195 | 0.0253647 | -0.513291 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | full | 2019-12-25 | 2026-05-03 | 1.34856 | 0.1437 | 0.0646072 | 2.22421 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3y | 2023-05-03 | 2026-05-03 | 0.505973 | 0.146089 | 0.0646072 | 2.26118 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 1y | 2025-05-03 | 2026-05-03 | 0.160145 | 0.160145 | 0.0646072 | 2.47874 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6m | 2025-11-03 | 2026-05-03 | 0.0249914 | 0.0510374 | 0.0348176 | 1.46585 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 3m | 2026-02-03 | 2026-05-03 | -0.0037732 | -0.0153841 | 0.0348176 | -0.441848 |
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%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-04 | 24524.9 | 24119 | -0.0165516 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-05 | 24119 | 24383 | 0.0109461 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_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+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_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+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-02 | 10000 | 10140.9 | 0.0140897 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-03 | 10140.9 | 10471.5 | 0.0326033 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-04 | 10471.5 | 10354 | -0.0112207 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-05 | 10354 | 10590.6 | 0.022852 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-06 | 10590.6 | 10493.5 | -0.00917069 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-07 | 10493.5 | 10647.4 | 0.0146662 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-08 | 10647.4 | 10928.3 | 0.0263852 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-09 | 10928.3 | 10596.8 | -0.0303349 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-10 | 10596.8 | 10960.1 | 0.0342772 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-11 | 10960.1 | 12014.1 | 0.0961691 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2020-12 | 12014.1 | 12772.7 | 0.0631411 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-01 | 12772.7 | 13235.2 | 0.0362131 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-02 | 13235.2 | 13287.4 | 0.00394065 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-03 | 13287.4 | 13286.2 | -9.09188e-05 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-04 | 13286.2 | 13345.8 | 0.00449339 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-05 | 13345.8 | 13712.6 | 0.0274794 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-06 | 13712.6 | 13581.2 | -0.00957965 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-07 | 13581.2 | 13549.2 | -0.00235592 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-08 | 13549.2 | 13745.3 | 0.0144687 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-09 | 13745.3 | 13538.5 | -0.0150445 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-10 | 13538.5 | 14150.3 | 0.0451896 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-11 | 14150.3 | 14109.3 | -0.00289333 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2021-12 | 14109.3 | 14245.1 | 0.00962059 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-01 | 14245.1 | 14543.4 | 0.0209403 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-02 | 14543.4 | 14384.9 | -0.0108932 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-03 | 14384.9 | 14074.9 | -0.0215548 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-04 | 14074.9 | 13956.5 | -0.00841399 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-05 | 13956.5 | 14231.2 | 0.0196872 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-06 | 14231.2 | 14592.8 | 0.02541 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-07 | 14592.8 | 14548.5 | -0.00303882 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-08 | 14548.5 | 14746.5 | 0.0136071 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-09 | 14746.5 | 14481.6 | -0.0179577 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-10 | 14481.6 | 14455 | -0.00183889 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-11 | 14455 | 14600 | 0.0100327 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2022-12 | 14600 | 14542.8 | -0.00392026 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-01 | 14542.8 | 15330.9 | 0.0541921 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-02 | 15330.9 | 15362.2 | 0.0020415 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-03 | 15362.2 | 15621.7 | 0.016895 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-04 | 15621.7 | 15611.4 | -0.000662377 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-05 | 15611.4 | 15438 | -0.0111095 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-06 | 15438 | 15363.1 | -0.00484948 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-07 | 15363.1 | 15229.7 | -0.00868283 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-08 | 15229.7 | 15385.5 | 0.010232 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-09 | 15385.5 | 15340 | -0.00295919 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-10 | 15340 | 16412.9 | 0.0699436 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-11 | 16412.9 | 16965.1 | 0.0336438 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2023-12 | 16965.1 | 17620.9 | 0.0386513 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-01 | 17620.9 | 17783.8 | 0.00924776 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-02 | 17783.8 | 18752.3 | 0.0544589 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-03 | 18752.3 | 19232.7 | 0.0256164 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-04 | 19232.7 | 18966 | -0.013864 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-05 | 18966 | 19225.3 | 0.0136707 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-06 | 19225.3 | 18967.1 | -0.0134294 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-07 | 18967.1 | 18906.4 | -0.00319982 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-08 | 18906.4 | 18961.5 | 0.00291239 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-09 | 18961.5 | 18979.9 | 0.000970572 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-10 | 18979.9 | 18777.2 | -0.0106792 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-11 | 18777.2 | 20642.8 | 0.0993536 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2024-12 | 20642.8 | 20210.7 | -0.0209322 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-01 | 20210.7 | 20082.3 | -0.00635051 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-02 | 20082.3 | 20046.4 | -0.00178759 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-03 | 20046.4 | 20079.6 | 0.00165342 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-04 | 20079.6 | 20121.2 | 0.00207363 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-05 | 20121.2 | 21769.4 | 0.0819135 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-06 | 21769.4 | 21666.4 | -0.0047314 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-07 | 21666.4 | 23084.9 | 0.0654678 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-08 | 23084.9 | 23493 | 0.0176803 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-09 | 23493 | 23375.4 | -0.00500483 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-10 | 23375.4 | 22859.4 | -0.0220778 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-11 | 22859.4 | 23269.1 | 0.0179244 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2025-12 | 23269.1 | 23074.3 | -0.00836966 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-01 | 23074.3 | 23426.1 | 0.0152425 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-02 | 23426.1 | 23848.1 | 0.0180144 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-03 | 23848.1 | 23694.2 | -0.00645084 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-04 | 23694.2 | 23244.5 | -0.0189784 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 2026-05 | 23244.5 | 23485.6 | 0.0103686 |
Correlation
| name | kind | correlation_to_rotation_risk |
|---|---|---|
| risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0258666 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.971289 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.886943 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.768087 |
| high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | -0.0180591 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.974391 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.898185 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.787956 |
| risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0940744 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.969389 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.876469 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.743324 |
| risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025 | short_leg | -0.0245654 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025 | rotation_plus_short | 0.97076 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025 | rotation_plus_short | 0.885182 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025 | rotation_plus_short | 0.765269 |
| risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0252347 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.971582 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.887994 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.769915 |
| risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0292365 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.971975 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.889157 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.771493 |
| risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | -0.0249737 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.971004 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.886004 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.766603 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | -0.0629789 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.970587 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.882503 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.756878 |
| trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0474995 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.968796 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.877135 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.749558 |
| trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0605317 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.969937 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.880354 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.753517 |
| high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0193137 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.975436 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.901847 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.794224 |
| risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0897571 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.970831 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.881889 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.753012 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0582531 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.971635 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.886469 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.764092 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.0882562 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.967791 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.871165 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.735116 |
| risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | -0.0291796 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.973009 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.89279 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.77768 |
| trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0591738 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.970844 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.883618 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.759157 |
| risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | -0.088362 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.970586 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.881087 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 0.75179 |
| risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0295251 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.973246 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.893607 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.779049 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | -0.0855533 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.968031 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.872176 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 0.737107 |
| trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | short_leg | -0.1431 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.96557 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.859569 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030 | rotation_plus_short | 0.709052 |
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 | rotation_risk | 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 | rotation_risk | 12 | 2022-10 | -0.0326706 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 6 | 2021-04 | -0.45308 |
| high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | short_leg | 12 | 2021-04 | -0.564974 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 6 | 2022-04 | -0.0278392 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025 | rotation_plus_short | 12 | 2022-10 | -0.0117499 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 6 | 2021-06 | -0.538737 |
| high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 12 | 2021-11 | -0.662555 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6 | 2022-04 | -0.0245716 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 12 | 2022-10 | -0.00590623 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 6 | 2021-04 | -0.531972 |
| risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | short_leg | 12 | 2021-04 | -0.606162 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6 | 2022-04 | -0.0230727 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 12 | 2022-10 | -0.00552794 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 6 | 2023-09 | -0.0180352 |
| trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030 | rotation_plus_short | 12 | 2022-12 | 0.0209001 |