Asymmetric Sharpe Perpetual Corridor research pack

A leveraged, Sharpe-ranked rotation across Binance USDT-M perpetual futures, up to 2x per position. The pack holds the research report, the backtest source that re-runs every number below on data it downloads itself, and the strategy pack for the free AvalonQuant app, which starts in Paper mode.

Price

49 USDT (regular 99 USDT, launch price until 2026-10-16 14:59 UTC). Paid in USDT on BNB Smart Chain (BEP-20) or TRON (TRC-20). Sign in, start an order, send the exact amount shown, and the download unlocks on this page once the payment confirms.

Backtest you can reproduce

CAGR	+18.58%
Max drawdown	-16.75%
Sharpe	1.17
Total return	+203.6%
S&P 500 (SPY), same period	+221.6%
Period	2020-03-28 – 2026-10-03
Universe	Binance USDT-M perpetual futures (monthly top-3 by 30-day Sharpe from a volume-ranked universe)
Re-run	2026-10-04 · crypto-asymmetric-sharpe-research-pack-0.1.3.zip

These numbers come from running the backtest source shipped in this pack, unchanged. Earlier materials quoted 37.4% CAGR and −13.1% max drawdown from a run at league admission (2026-09-12); the code in this pack does not reproduce that figure, so this page shows only the re-run. The universe is ranked by current trading volume, so re-runs on later dates can differ.

How the strategy works (sample)

A monthly-refreshed universe of USDT-margined perpetual futures is ranked by trailing 30-day Sharpe ratio; the top 3 by rank are eligible for long entries, gated by a BTC 200-day trend filter, a Keltner-channel/ATR entry trigger, a volatility-targeted leverage sizer (hard-capped at 2x), and per-position and portfolio trailing-drawdown circuit breakers with a 15-day cooldown. Cash is held whenever BTC is below its 200-day SMA or no eligible signal exists.

What is inside

File	What it is	Size
START-HERE.md	Start here: get the app, install, reproduce the backtest	2.6 KB
crypto-asymmetric-sharpe-0.1.3.zip	Strategy pack for the AvalonQuant app	27.5 KB
research/asymmetric_sharpe_perpetual_corridor/README.md	Folder overview	703 B
research/asymmetric_sharpe_perpetual_corridor/assumptions-and-risks.md	Assumptions and risks	1.5 KB
research/asymmetric_sharpe_perpetual_corridor/backtest/README.md	Folder overview	1.3 KB
research/asymmetric_sharpe_perpetual_corridor/backtest/backtest.py	Backtest source	20.5 KB
research/asymmetric_sharpe_perpetual_corridor/backtest/crypto_perp_data.py	Binance public-data loader	12.6 KB
research/asymmetric_sharpe_perpetual_corridor/parameters.json	Full parameter set	613 B
research/asymmetric_sharpe_perpetual_corridor/research-report.md	Research report	2.6 KB
research/asymmetric_sharpe_perpetual_corridor/strategy.py	Strategy entry point	1.2 KB

The report, the full parameter set (22 values), the backtest source and the strategy pack for the free AvalonQuant app. The app itself stays free and is provided as is.

Risks (from the pack)

This folder is the research source and backtest. To run the strategy, install the strategy pack (the crypto-asymmetric-sharpe-*.zip file) in the AvalonQuant app -- see START-HERE.md.
The strategy uses leverage, hard-capped at 2x in Config.leverage_hard_cap, sized down further by a volatility target (target_annual_vol: 0.35) and per-position/portfolio trailing-drawdown circuit breakers. Leverage amplifies both gains and losses.
Liquidation risk is real and is never hidden. The backtest raises and voids the run on liquidation rather than absorbing the loss silently; if you build your own execution around this reference source, you must preserve that same honesty rather than papering over a blown-up position.
Funding costs (daily_funding_cost) are charged against every open perpetual position and can be materially negative during crowded-long regimes.
The decision function is stateful (monthly selection, trailing-stop levels, per-symbol leverage) — a correct integration must persist and replay state exactly as the AvalonQuant app does, or behavior will silently diverge from the published backtest.
Historical simulation is hypothetical and does not guarantee future results. Perpetual futures markets, funding rates, and available symbol universes can change materially from what this backtest observed.
Building your own execution around this source instead of the AvalonQuant app is entirely at your own risk.

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Disclosure. Backtests are hypothetical simulations on historical data. They do not include every real-world cost, are not live results, and do not guarantee future returns. Educational research only, not investment advice.