Systematic Algorithmic Trading

Fully automated crypto trading — 9 algorithms, 3 strategy groups, 1 portfolio, running 24/7

50-Month Backtest  |  January 2022 – December 2026

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Performance Overview

Three uncorrelated strategy groups — that's the edge

We run 9 algorithms split into 3 uncorrelated groups — Mean Reversion Slow Cycle (BTC), Mean Reversion Fast Cycle (BTC), and Trend Following ML (SOL). Two groups profit from back-and-forth price action on different time horizons, one catches big directional moves. Because they rarely lose at the same time, the combined portfolio is smoother and draws down less than any group alone.

Total Compounded Return
+4,811%
Maximum Drawdown
22.0%
Annualized Return
155%
Profitable Months
76%
2022
+145.8%
2023
+215.0%
2024
+124.2%
2025
+124.2%
2026
+13.2%

Annual return (APY) per calendar year — $1,000 deployed in January 2022 would have grown to $491 by December 2026

Performance vs Buy & Hold — Same Period (2022–2026)
Our Portfolio BTC Buy & Hold SOL Buy & Hold
Total Compounded Return +4,811% +36% -54%
Max Drawdown -22% -67% -95%
Annualized Return 155% ~8% ~-17%
Return / DD Ratio 7.1× 0.5× neg.
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How It Works

Three uncorrelated strategy groups — 9 algorithms covering each other's weak spots

Group A — Mean Reversion Slow Cycle

Trades BTC perpetual futures. Places buy and sell orders around the current price and profits from the back-and-forth on longer cycles.

  • Wins often — roughly 70–80% of trades
  • Bread-and-butter earner in sideways markets
  • Risk capped with hard position limits
  • Gives back gains during strong one-way moves

Group B — Trend Following (ML)

Trades SOL perpetual futures. Waits for a strong move to develop, then rides it — up or down. Fewer wins, but the winners are large.

  • Wins ~28% of trades, but winners are large
  • Catches big swings in both directions
  • Small, predictable losses while waiting
  • ML-filtered entry improves expectancy

Group C — Mean Reversion Fast Cycle

Trades BTC perpetual futures. Same grid logic as Group A but on faster time horizons, capturing micro-oscillations with monthly resets.

  • Higher trade frequency than Slow Cycle
  • Uses idle buffer capital as overlay
  • Monthly resets compound profits faster
  • Low correlation with Group A despite same asset

Why this combination works: When BTC is chopping around, both Mean Reversion groups profit while Trend Following takes small hits. When a big trend kicks in, Trend Following catches the move while Mean Reversion stays roughly flat. The three groups take turns carrying the portfolio. The result: 76% of months are profitable, and the worst drawdown (22%) is smaller than what any group hits on its own.

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Risk & Return Profile

What the numbers actually look like over 50 months

Return Characteristics

Average monthly return+8.3%
Median monthly return+7.2%
Best single month+34.8%
Profitable months38 / 50 (76%)
Annualized return155%

Drawdown Analysis

Worst single month-11.0%
Negative months12 / 50 (24%)
Maximum consecutive losses3 months
Maximum drawdown-22.0%
Longest recovery period135 days

In plain terms: About 8 out of 10 months make money, with a typical good month around +8%. But there will be rough patches — dips of 15–22% from the peak are normal and have happened before. The longest it took to recover from the worst dip was about 4 months. Every drawdown so far has been followed by new highs.

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Strategy Breakdown

Each group on its own vs. the combined portfolio

Group A — MR Slow Cycle

Total Return+531.2%
Max Drawdown40.9%
Annualized Return55.8%
Return / DD1.4×
RoleSteady income

Group B — Trend Following

Total Return+4,688.7%
Max Drawdown29.6%
Annualized Return153.7%
Return / DD5.2×
RoleBig move capture

Group C — MR Fast Cycle

Total Return+8,652.3%
Max Drawdown59.9%
Annualized Return193.3%
Return / DD3.2×
RoleBuffer capital overlay

The diversification effect: Each group alone draws down significantly from peak. The combined portfolio has never exceeded 22%. Three uncorrelated strategy groups together produce a smoother equity curve — while the combined return (+4,811%) benefits from all three income streams.

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Capital Custody & Copy Trading

Your money stays in your account — our algorithms trade on the master, your account mirrors automatically

How Copy Trading Works

  • Your funds stay in your own exchange account at all times — we never hold or touch your capital
  • You subscribe to our master trading account through the exchange's built-in copy trading feature
  • Every trade our algorithms execute on the master account is automatically replicated on yours, proportional to your balance
  • Full transparency — you see every position and your P&L in real time on the exchange
  • You can stop copying at any time — no lock-up period, no exit fees, no questions asked

Account Parameters

Recommended Minimum
$500
Below $200 the trades get too small to copy properly
Copier Safety Stop
50% DD
Automatic stop if the account drops 50% from its peak
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Risk Management Architecture

All protection systems run on our master account — your copy account inherits every safeguard automatically

The risk controls described below operate on the master trading account where our algorithms run. Because your account replicates every trade proportionally, you receive the full benefit of these protections without configuring anything yourself. The percentages and limits are calibrated to work correctly with your full account balance. Since everything scales proportionally, account size does not affect performance — the system operates identically whether your balance is at the $500 minimum or $100,000.

Capital Buffer System

Not all capital is deployed at once. A percentage is always held in reserve on the master account as a buffer against extreme market events. Your copy account mirrors this proportionally — meaning even during severe drawdowns, part of your balance remains undeployed and never at risk in open positions.

Dedicated Monitoring Algorithms

Separate monitoring processes run in parallel with the trading algorithms on our infrastructure, 24/7. These continuously verify position health, order consistency, and system integrity. If any parameter drifts outside expected bounds, corrective actions trigger automatically — before any issue reaches your copy account.

Hard-Capped Leverage

Leverage is bounded at the system level on the master account — the algorithms cannot exceed predefined limits regardless of market conditions or signal strength. This eliminates the risk of over-leveraging during volatile periods, which is the single most common cause of catastrophic loss in leveraged trading.

Capped Deployed Capital

The maximum capital in open positions at any given time is strictly limited on the master. Even if every algorithm fires simultaneously, total exposure cannot exceed the configured ceiling. Your copy account reflects this same proportional cap — preventing correlation spikes from turning a bad day into an account-threatening event.

Risk Disclosures

  • This is leveraged trading of volatile assets — capital is at risk and losses can occur
  • Drawdowns of 15–22% from equity peak are within expected operating range
  • Approximately 1 in 4 months will produce a negative return
  • All performance figures in this document are backtested — past results do not guarantee future performance
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