← STRATEGY REGISTRYHistorical backtest

XLMUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Shortxlmusdt-a7b180145f

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)51.42%

NET RETURN630.87%

MAX MARK DRAWDOWN35.03%

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: 504
Profitable trades: 34.72%
Best calendar month: 25.33%
Worst calendar month: -20.02%
Longest daily underwater spell: 245 days
Daily return volatility: 2.09%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20221.8%-6.3%-3.1%13.3%17.3%17.6%-9.8%5.5%-17.3%2.8%9.0%25.3%2023-7.2%8.0%-6.4%1.4%2.5%1.4%2.9%11.1%6.5%-4.9%-6.8%-3.4%20246.6%-13.5%11.4%4.5%7.2%11.5%-11.1%7.1%-3.1%2.1%-0.0%18.3%20255.3%4.4%20.9%-14.3%9.5%2.7%3.0%2.5%4.7%21.8%17.7%11.6%202612.3%15.4%-11.9%15.9%-13.7%3.5%7.3%21.9%-20.0%11.1%——

Calendar-year performance

Period	Strategy	BTC hold
2022	59.56%	-64.22%
2023	3.03%	155.62%
2024	42.98%	121.29%
2025	126.58%	-6.33%
2026	37.24%	-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.