Portfolios
A strategy trades one pattern on its own $10,000. A portfolio is one account that trades every coin together, rebalanced once a day, the way real money would run. The same trend rule at different risk: spot without leverage, and perpetual futures with leverage and funding. Higher risk means a higher return and a deeper drawdown, in about the same proportion.
The single-pattern strategies are on the track record.
| Portfolio | Paper | Backtest | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Account | Return | Max DD | Days | A year | Avg month | Months up | Max DD | Sharpe | |
| Trend portfolio1D · 12 coins · spot · 40% vol forward test | $9,994 | −0.1% | 0.0% | 0 | +58% | +3.9% | 58% | −40% | 1.38 |
| Trend portfolio1D · 12 coins · futures · 60% vol · up to 2× forward test | $9,991 | −0.1% | 0.0% | 0 | +81% | +5.1% | 58% | −55% | 1.31 |