← STRATEGY REGISTRYHistorical backtest

XMRUSDTMomentum reversal

Trades changes in price momentum after exhaustion.

XenonLongxmrusdt-6c330de9c8

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)76.62%

NET RETURN1,396.93%

MAX MARK DRAWDOWN35.39%

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: Fixed
Signal exit: Yes
Exit rules: Signal / stop loss / take profit
Position sizing: Notional allocation
Backtest start: 2022-01-14
Backtest end: 2026-10-18 (exclusive)
Closed positions: 661
Profitable trades: 66.72%
Best calendar month: 37.08%
Worst calendar month: -19.31%
Longest daily underwater spell: 211 days
Daily return volatility: 2.29%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-11.6%-5.1%7.0%37.1%14.4%-10.9%7.3%14.8%2.1%5.4%1.6%3.6%2023-1.5%-7.5%-1.1%9.2%-1.9%5.2%2.8%1.6%4.8%9.4%15.1%3.0%20249.8%13.3%3.9%7.4%31.1%7.6%-4.3%-3.5%-6.2%0.7%0.2%20.6%20254.2%1.0%-5.0%11.1%3.6%15.7%8.3%-10.8%8.4%0.4%17.2%9.6%20266.1%-19.3%-0.2%11.8%11.3%-11.9%10.1%27.9%9.5%10.9%——

Calendar-year performance

Period	Strategy	BTC hold
2022	75.02%	-60.60%
2023	43.98%	155.62%
2024	106.32%	121.29%
2025	80.00%	-6.33%
2026	59.96%	-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.