🎯 Current Stance
updated 2026-11-14 21:30 UTC
+24%
NET LONG
Fade crowd: retail accounts 0.7 sigma short, funding 0.9 sigma depressed. Target net long exposure 0.24.
Entry$64,433
Stop loss$63,443 (-1.54%)
Take profit$66,413 (+3.07%)
R : R1:2.0
Max lev1.3×
📊 Track Record
backtest 2021–2026 · costs 2bps · live record accrues from launch
📈
Sharpe
1.86
full 2021-26Sortino 2.39
💰
CAGR
28.8%
vol15.5%
📉
Max DD
-12.8%
Calmar2.25
⏳
OOS Sharpe
1.20
since 2024t=2.0
| Year | Return | Sharpe | Max DD |
|---|---|---|---|
| 2021 | +47.6% | 3.29 | -5.1% |
| 2022 | +28.5% | 2.04 | -12.0% |
| 2023 | +39.8% | 2.14 | -12.8% |
| 2024 | +38.5% | 2.43 | -7.2% |
| 2025 | -7.2% | -0.51 | -12.4% |
| 2026 | +24.7% | 1.61 | -8.7% |
Backtest figures use the frozen strategy rules on Binance BTCUSDT perpetual (30m bars, 2bps costs). They are historical and do not guarantee future returns. Investment involves risk of loss.
🧩 How It Works
1. Measure the crowd
We track the retail long/short account ratio and perpetual funding rate — sentiment gauges that reveal when positioning becomes crowded.
2. Fade the extremes
When retail is heavily one-sided and funding is stretched, the strategy takes the other side, sized by conviction and volatility.
3. Risk-first sizing
Exposure is volatility-targeted to keep risk steady across regimes, with tight turnover (~264/yr) to minimise costs.
📧 Positioning Alerts
get the live stance by email
