AI Crypto Strategy · Live Portfolio
Rule-based crypto portfolio with rotation-on-sell, a contagion regime gate, and daily deploy-to-target rebuys. Rebuilt from the ground up after backtesting exposed flaws in v1. Read the build notes →
Backtest Validation
12-mo window · Apr 2025 → Apr 2026| Strategy | Return | Max DD | Sharpe | Trades |
|---|---|---|---|---|
| HODL (target weights) | -2.3% | -60.7% | 0.28 | 6 |
| V1 rules (original) | +27.8% | -12.7% | 1.07 | 38 |
| V2 rules (live) | +35.2% | -13.4% | 1.28 | 81 |
How v2 Works
When a trailing stop, sentiment collapse, or technical breakdown fires, proceeds rotate into other assets scored by 7d momentum × under-allocation — not dumped to cash.
3+ trailing-stop fires in 14 days flip the strategy to risk-off for 30 days: rotation pauses, proceeds go to cash, deploys pause. Caught the worst drawdown in backtest.
Idle cash gets tranched back in daily via Rebuy 4 — $500/day into whichever asset is most under-weight. No more 80%-cash sitting through recoveries.
Every trade gets re-evaluated 7 days later against a counterfactual. Rolling per-strategy win rates surface in each monitor email — turn off rules that stop earning their keep.