\n\ud83d\udcc8 Yearly return (CAGR): 29.1%<\/strong>
\n\ud83d\udcc9 Worst drop (max drawdown): -29.2%<\/strong>
\n\u26a1 Sharpe Ratio: 0.93<\/strong>
\n\ud83d\udcb0 Total Return: 493.9%<\/strong>
\n\ud83c\udfaf Universe: point-in-time top 20 USDT-M perpetuals by trailing volume<\/strong>\n<\/div>\n
\u26a0\ufe0f Risk tier: Aggressive tier \u00b7 Steady compounder.<\/strong>
- This strategy passed every calculation-integrity check (data, costs, look-ahead, leverage accounting), but these robustness checks did not pass and are disclosed instead: deflated Sharpe ratio (luck across many tested candidates).<\/li>
- Deflated Sharpe ratio: 0.52 (confidence level 0.95). This strategy was selected from many backtested candidates. Its deflated Sharpe ratio is below the 0.95 confidence level, so the backtest result may be luck and cannot be ruled out as such.<\/li>
- Out-of-sample period 2022-12-31 to 2026-10-05: 15.3% a year with a -29.2% worst drop (return\/drawdown 0.523) vs Bitcoin 54.9% \/ -53.0% (1.036) — it lagged the benchmark on a risk-adjusted basis.<\/li>
- Bear-market losses: 2020 Feb-Mar -18.3% (Bitcoin -54.0%); 2022 -23.9% (Bitcoin -66.9%).<\/li>
- Leverage: none (1x).<\/li>
- Maximum drawdown in the full backtest: -29.2%.<\/li>
- Steady compounder: it aims to earn less than buying and holding Bitcoin with smaller drawdowns. Over 2019-10-12 to 2026-10-05 it made 29.1% a year with a -29.2% worst drop, vs 16.4% a year for a 28% Bitcoin \/ 72% cash mix held to the same worst drop.<\/li>
- The steady-compounder criterion was finalized after earlier screening results were seen, so selection bias cannot be ruled out.<\/li>
- Not forward-verified: this is a historical backtest, and the strategy's paper-trading record is still in progress.<\/li><\/ul><\/div>\n\n