RESEARCH
SELECTIVE TREND · RESEARCH MODEL
Volatility Breakout
Selective directional allocation that requires multiple conditions before taking risk. EXPLORATORY
NET RETURN+22.1%AFTER MODELED COSTS
ANNUALIZED+45.6%SHORT SAMPLE
MAX DRAWDOWN-6.5%PEAK TO TROUGH
SHARPE1.75DAILY · ANNUALIZED
NET EQUITY CURVE$12.2K
START $10K · AFTER MODELED COSTSAnchored walk-forward
FIXED RULES · TEMPORAL STABILITYCOMPOUNDED TEST RETURN+11.3%
MEDIAN FOLD-0.1%
POSITIVE FOLDS50%
WORST FOLD DD-2.0%
FoldTrain throughTest windowReturnMax DDSharpe
01Jun 12, 2026Jun 13, 2026 – Jul 7, 2026+0.8%-0.7%2.83
02Jul 7, 2026Jul 8, 2026 – Aug 1, 2026-0.9%-0.9%-7.71
03Aug 1, 2026Aug 2, 2026 – Aug 26, 2026+12.7%-2.0%4.25
04Aug 26, 2026Aug 27, 2026 – Sep 20, 2026-1.1%-1.8%-3.30
Month by month
NET RETURNSYearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20260.0%-1.5%+5.6%+6.4%-0.2%+11.8%-1.2%+22.1%
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
- $215.5K
- Trading costs
- $258.6
- Funding impact
- $73.3
Methodology boundary
WHAT IS PUBLICThe 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.Research only. Past simulated performance does not guarantee future results. Saving a draft grants no wallet or order authority.