Contrarian
Stress Reversion
+6.4%12 months
- Sharpe
- 1.65
- Max DD
- 0.0%
- Corr. BTC
- −0.21
1 live · 1 mixed · 22 backtest months
Contrarian
Contrarian crypto strategies
Studies potential reversals following unusually one-sided market behaviour. Compare 24-month fixed-capital returns, drawdowns and Bitcoin correlation across 1 systematic contrarian strategy.
- In category
- 1
- Median Sharpe
- 1.65
- Median corr. to BTC
- −0.21
- Related research
- 7
Contrarian strategies
Bitcoin: 0.32
Monthly, last 24 months
Empirical studies
Contrarian strategy comparison
Click a column to sort. Returns are sums of monthly returns on fixed capital; Bitcoin compounds.
| Strategy | 24M trend | 1M | 3M | 12M | 24M | Sharpe | Max DD | Corr. BTC |
|---|---|---|---|---|---|---|---|---|
| Stress Reversion | 0.0% | 0.0% | +6.4% | +66.0% | 1.65 | 0.0% | −0.21 | |
| Bitcoin | −7.2% | +23.3% | −29.2% | +10.2% | 0.32 | −49.3% | 1.00 |
Monthly returns
Each bar is one month. Live Backtest
Research on contrarian markets
Studies of the same market area. They describe the market, not individual strategy rules.
- Data study · chartsWill Bitcoin go back up? Every crash since 2011 and its recovery timeRead →
- Data studyBuying Bitcoin at extreme fear: Fear & Greed Index evidenceRead →
- Evidence reviewMonth-end vs daily drawdowns: how reporting frequency affects crypto risk metricsRead →
- Data studyAltcoin beta to Bitcoin: BTC, ETH, SOL and DOGE hourly returnsRead →
- Data studyDoes high trading volume predict crypto volatility? 41 coins testedRead →
- Evidence reviewBacktest vs live crypto performance: selection bias, execution and regime shiftsRead →
- Evidence reviewCorrelation and diversification in crypto portfolios: combining low-beta return streamsRead →
Apply for contrarian strategies
Rules, position sizing and execution notes are shared with approved subscribers.