← STRATEGY REGISTRYHistorical backtest

MORPHOUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Shortmorphousdt-4d0ad8633a

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)130.86%

NET RETURN390.91%

MAX MARK DRAWDOWN47.53%

BTC BUY & HOLD-17.56%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction: Short
BTC filter: No
Protective stop: Trailing
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2024-11-22
Backtest end: 2026-10-18 (exclusive)
Closed positions: 73
Profitable trades: 45.21%
Best calendar month: 39.13%
Worst calendar month: -36.68%
Longest daily underwater spell: 188 days
Daily return volatility: 3.83%

Rolling 12-month return

StrategyBTC spot buy-and-hold

Trailing calendar-year return, without annualizing shorter windows. The first 12 months have no values.

Quarterly returns

StrategyBTC spot buy-and-hold

Full calendar quarters only; partial quarters excluded. Consistency is the share of these quarters with a positive strategy return.

Time below previous peak

StrategyBTC spot buy-and-hold

Days since the previous daily equity peak; resets to zero when that peak is recovered.

Rolling 90-day BTC correlation

Strategy versus BTC

Correlation of daily returns over 90 complete daily observations, from −1 to +1. Gaps mean undefined correlation. This does not indicate whether BTC is used in signals.

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2024——————————0.0%-36.7%20251.9%36.2%33.4%39.1%6.8%-0.1%8.6%8.0%3.3%32.7%27.6%26.5%20262.2%-5.7%9.0%-27.3%18.5%22.4%-0.7%-12.3%9.4%3.1%——

Calendar-year performance

Period	Strategy	BTC hold
2024	-36.68%	-5.34%
2025	612.98%	-6.33%
2026	8.74%	-7.02%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-18, exclusive.