← STRATEGY REGISTRYHistorical backtest

XMRUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Longxmrusdt-312370a4d9

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)67.24%

NET RETURN1,054.60%

MAX MARK DRAWDOWN60.05%

BTC BUY & HOLD94.07%

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: Long
BTC filter: No
Protective stop: None
Signal exit: Yes
Exit rules: Signal
Position sizing: Notional allocation
Backtest start: 2022-01-14
Backtest end: 2026-10-18 (exclusive)
Closed positions: 332
Profitable trades: 67.17%
Best calendar month: 48.28%
Worst calendar month: -37.20%
Longest daily underwater spell: 267 days
Daily return volatility: 3.35%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-23.3%4.5%10.2%13.2%0.3%-37.2%29.6%18.6%-4.2%6.1%-0.7%5.7%202316.3%-15.0%13.3%-0.8%-2.9%8.0%4.2%-12.3%5.0%15.2%7.2%1.3%202410.5%-15.6%-8.6%8.3%26.9%10.6%-3.0%8.5%-6.4%1.4%7.7%44.0%202529.1%2.4%7.7%12.5%-6.9%4.1%10.8%-10.8%10.9%21.4%19.3%3.8%2026-21.5%-19.5%9.4%12.9%7.2%-9.6%20.1%48.3%-0.1%15.5%——

Calendar-year performance

Period	Strategy	BTC hold
2022	3.35%	-60.60%
2023	39.89%	155.62%
2024	101.09%	121.29%
2025	155.49%	-6.33%
2026	55.44%	-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.