RESEARCH
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SYSTEMATIC TREND · RESEARCH MODEL

Adaptive Trend

Directional systematic allocation designed for persistent market regimes.
EXPLORATORY
NET RETURN+59.6%AFTER MODELED COSTS
ANNUALIZED+141.0%SHORT SAMPLE
MAX DRAWDOWN-11.9%PEAK TO TROUGH
SHARPE2.61DAILY · ANNUALIZED
NET EQUITY CURVE$16K
START $10K · AFTER MODELED COSTS
Mar 15, 2026Sep 25, 2026

Anchored walk-forward

FIXED RULES · TEMPORAL STABILITY
4 CHRONOLOGICAL TEST FOLDS
COMPOUNDED TEST RETURN+15.9%
MEDIAN FOLD-0.0%
POSITIVE FOLDS50%
WORST FOLD DD-7.6%
FoldTrain throughTest windowReturnMax DDSharpe
01Jun 12, 2026Jun 13, 2026 – Jul 7, 2026-0.7%-7.6%-0.18
02Jul 7, 2026Jul 8, 2026 – Aug 1, 2026+0.7%-2.2%0.83
03Aug 1, 2026Aug 2, 2026 – Aug 26, 2026+17.5%-3.3%5.90
04Aug 26, 2026Aug 27, 2026 – Sep 20, 2026-1.4%-7.3%-0.39
This is a temporal-stability check for fixed rules, not an untouched future holdout or live performance.

Month by month

NET RETURNS
YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20260.0%+7.8%+9.7%+19.3%-4.9%+14.6%+3.8%+59.6%

Research profile

PUBLIC SUMMARY
Markets
BTC · ETH · SOL · HYPE · XRP · DOGE · SUI · LINK
Data frequency
1d completed bars
Rebalance profile
Every closed bar
Modeled volume
$151.4K
Trading costs
$181.7
Funding impact
$114.4

Methodology boundary

WHAT IS PUBLIC

The model thesis, markets, costs and outputs are disclosed. Signal code, parameters, position logic and implementation details remain server-side.

  • Current active-market universe introduces survivorship bias.
  • Daily bars; no intraday execution or order-book capacity model.
  • No liquidation, partial-fill or tax model.
  • Anchored fixed-rule walk-forward measures temporal stability but is not an untouched future holdout after product selection.

STRATEGY SETUP

Configure strategy

Private draft. Saving does not sign or execute anything; venue authorization is a separate explicit step.
NOT CONFIGURED
Research only. Past simulated performance does not guarantee future results. Saving a draft grants no wallet or order authority.