← STRATEGY REGISTRYHistorical backtest

XLMUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Shortxlmusdt-7bc50006fa

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)56.79%

NET RETURN763.59%

MAX MARK DRAWDOWN35.26%

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 / take profit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-18 (exclusive)
Closed positions: 282
Profitable trades: 34.40%
Best calendar month: 42.94%
Worst calendar month: -20.41%
Longest daily underwater spell: 235 days
Daily return volatility: 2.48%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202210.7%12.6%-10.6%42.9%0.7%10.8%-9.9%13.4%-13.2%0.2%15.2%24.3%2023-8.7%6.3%-15.7%11.4%7.1%2.6%-9.6%17.6%5.3%-3.3%1.6%-6.1%202410.6%-17.9%8.7%13.6%0.6%21.4%-8.1%2.2%-8.0%6.6%-0.5%16.9%2025-15.2%15.9%12.7%-4.7%17.1%-3.1%11.0%-4.9%-1.5%20.5%10.7%30.5%202620.6%12.4%-11.5%3.0%-11.7%-4.0%10.7%10.1%-20.4%14.5%——

Calendar-year performance

Period	Strategy	BTC hold
2022	125.95%	-64.22%
2023	3.30%	155.62%
2024	46.63%	121.29%
2025	117.04%	-6.33%
2026	16.26%	-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.