← STRATEGY REGISTRYHistorical backtest

SHIB1000USDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Shortshib1000usdt-27e43ba934

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)67.80%

NET RETURN1,095.86%

MAX MARK DRAWDOWN55.57%

BTC BUY & HOLD76.24%

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: ATR
Signal exit: Yes
Exit rules: Signal / stop loss / time limit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-18 (exclusive)
Closed positions: 270
Profitable trades: 40.00%
Best calendar month: 69.60%
Worst calendar month: -27.11%
Longest daily underwater spell: 769 days
Daily return volatility: 2.90%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202269.6%27.4%-2.6%32.6%52.0%28.4%-3.0%-6.6%-1.7%-4.5%20.1%20.0%2023-27.1%-0.1%-5.2%6.1%11.3%1.2%-14.2%7.6%0.9%-9.3%-12.5%-15.7%202411.6%-10.8%14.9%23.5%-22.2%33.5%3.9%-3.7%8.1%-5.7%-0.4%1.8%20257.7%21.1%1.4%-4.2%-2.0%4.4%-7.2%-4.7%-6.2%23.9%11.2%12.4%202624.2%14.6%-13.8%-13.6%2.5%14.8%2.3%5.4%-3.1%5.8%——

Calendar-year performance

Period	Strategy	BTC hold
2022	567.75%	-64.22%
2023	-48.69%	155.62%
2024	51.76%	121.29%
2025	66.72%	-6.33%
2026	37.94%	-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.