CTM / Performance

Strategy Performance

Systematic trading strategies, backtested 2019 to present. Updated Sep 5, 2026.
Stocks
Eight systematic strategies traded as one risk-balanced book.
CAGR
47.2%
Max DD
-11.3%
MAR
4.17
Strategies
8
1 Yr
+10.8%
3 Yr
+156.0%
5 Yr
+438.6%
View performance →
Bitcoin & Crypto (Buy & Sell Side)
BTC, ETH, SOL and ADA on 8-hour bars, long and short, traded as one equal-weight book.
CAGR
121.2%
Max DD
-27.4%
MAR
4.42
Strategies
4
1 Yr
+4.4%
3 Yr
+357.5%
5 Yr
+992.6%
View performance →
Bitcoin & Crypto (Once a Day)
BTC, ETH and SOL on 6-hour bars, long only, one third of the account per asset.
CAGR
109.5%
Max DD
-27.0%
MAR
4.06
Strategies
3
1 Yr
-7.4%
3 Yr
+285.7%
5 Yr
+517.1%
View performance →
Bitcoin & Crypto (Buy Side Only)
BTC, ETH and SOL on 8-hour bars, long only, one third of the account per asset.
CAGR
87.9%
Max DD
-41.8%
MAR
2.1
Strategies
3
1 Yr
+1.0%
3 Yr
+315.0%
5 Yr
+398.4%
View performance →
Important Disclosure
Past performance and backtested results do not guarantee future returns. All trading involves risk, including the loss of principal. Results shown are based on backtested data from TradingView. Actual trading results may differ due to slippage, fees, liquidity, and market conditions. This is not investment advice. You are solely responsible for your own trading decisions.