← STRATEGY REGISTRYHistorical backtest

XRPUSDTMomentum reversal

Trades changes in price momentum after exhaustion.

Shortxrpusdt-3eaf9c3079

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)39.43%

NET RETURN391.15%

MAX MARK DRAWDOWN51.70%

BTC BUY & HOLD77.84%

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: 2026-10-16 (exclusive)
Closed positions: 112
Profitable trades: 54.46%
Best calendar month: 51.05%
Worst calendar month: -43.96%
Longest daily underwater spell: 474 days
Daily return volatility: 2.03%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%-6.5%-0.8%8.6%-0.7%21.4%5.2%8.4%-14.6%1.4%8.7%14.9%2023-2.8%5.9%-21.5%7.9%-10.5%32.4%2.7%0.0%5.7%-7.7%2.7%-4.5%202417.4%2.9%22.6%27.1%-3.7%14.6%-3.5%14.4%-10.0%0.0%-44.0%51.1%2025-6.1%11.0%-7.9%-4.9%0.8%20.8%-6.6%8.9%1.9%2.8%15.0%4.4%20264.0%3.4%-8.2%-5.0%3.5%9.5%5.0%-3.7%17.8%2.5%——

Calendar-year performance

Period	Strategy	BTC hold
2022	49.93%	-64.22%
2023	1.64%	155.62%
2024	74.71%	121.29%
2025	42.12%	-6.33%
2026	29.81%	-6.18%

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: 2026-10-16, exclusive.