Methodology

Public strategy registry

Strategy metadata fetched from /api/public/strategies. Simulated and paper results remain separated.

Snapshot ALT-20260613-0430-K7F2 Fees and slippage included where published

Mean Reversion

Buys statistically stretched dips with liquidity, spread, and drawdown guards.

Paper

Return

+6.8%

Max DD

-3.9%

Win Rate

57%

Expectancy

+0.42R

Paper84 trades

Tracks confirmed higher-timeframe momentum after volatility compression.

Shadow

Return

+2.1%

Max DD

-5.4%

Win Rate

44%

Expectancy

+0.18R

Shadow51 trades

Tests volume-backed range breaks; currently under review for fee sensitivity.

Backtest

Return

-1.2%

Max DD

-7.6%

Win Rate

39%

Expectancy

-0.05R

Backtest38 trades