Fully automated crypto trading — 9 algorithms, 3 strategy groups, 1 portfolio, running 24/7
50-Month Backtest | January 2022 – December 2026
1 / 7Three 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.
Annual return (APY) per calendar year — $1,000 deployed in January 2022 would have grown to $491 by December 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. |
Three uncorrelated strategy groups — 9 algorithms covering each other's weak spots
Trades BTC perpetual futures. Places buy and sell orders around the current price and profits from the back-and-forth on longer cycles.
Trades SOL perpetual futures. Waits for a strong move to develop, then rides it — up or down. Fewer wins, but the winners are large.
Trades BTC perpetual futures. Same grid logic as Group A but on faster time horizons, capturing micro-oscillations with monthly resets.
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.
What the numbers actually look like over 50 months
| Average monthly return | +8.3% |
| Median monthly return | +7.2% |
| Best single month | +34.8% |
| Profitable months | 38 / 50 (76%) |
| Annualized return | 155% |
| Worst single month | -11.0% |
| Negative months | 12 / 50 (24%) |
| Maximum consecutive losses | 3 months |
| Maximum drawdown | -22.0% |
| Longest recovery period | 135 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.
Each group on its own vs. the combined portfolio
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.
Your money stays in your account — our algorithms trade on the master, your account mirrors automatically
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.
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.
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.
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.
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.
Home · Pitch Deck · Results · Telegram · admin@spreadhunting.com
© 2024–2026 JTM SpreadHunters. All rights reserved.