Event-Driven
Event Expectations
+229%12 months
- Sharpe
- 3.36
- Max DD
- −2.7%
- Corr. BTC
- −0.27
1 live · 1 mixed · 22 backtest months
Event-Driven
Event-Driven crypto strategies
Studies how markets incorporate new information and adjust expectations around events. Compare 24-month fixed-capital returns, drawdowns and Bitcoin correlation across 4 systematic event-driven strategies.
- In category
- 4
- Median Sharpe
- 3.13
- Median corr. to BTC
- −0.12
- Related research
- 8
Event-Driven strategies
Bitcoin: 0.32
Monthly, last 24 months
Empirical studies
Event-Driven 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 |
|---|---|---|---|---|---|---|---|---|
| Event Expectations | +23.4% | +38.3% | +229% | +288% | 3.36 | −2.7% | −0.27 | |
| Event Repricing | +8.1% | +55.6% | +196% | +453% | 3.76 | −0.6% | −0.08 | |
| Conditional Drift | +2.8% | +18.5% | +137% | +137% | 2.23 | 0.0% | −0.16 | |
| Event Echo | −0.5% | +28.5% | +102% | +190% | 2.90 | −14.5% | 0.18 | |
| Bitcoin | −7.2% | +23.3% | −29.2% | +10.2% | 0.32 | −49.3% | 1.00 |
Monthly returns
Each bar is one month. Live Backtest
Event-Driven
Event Repricing
+196%12 months
- Sharpe
- 3.76
- Max DD
- −0.6%
- Corr. BTC
- −0.08
1 live · 1 mixed · 22 backtest months
Event-Driven
Conditional Drift
+137%12 months
- Sharpe
- 2.23
- Max DD
- 0.0%
- Corr. BTC
- −0.16
1 live · 1 mixed · 22 backtest months
Event-Driven
Event Echo
+102%12 months
- Sharpe
- 2.90
- Max DD
- −14.5%
- Corr. BTC
- 0.18
1 live · 1 mixed · 22 backtest months
Research on event-driven markets
Studies of the same market area. They describe the market, not individual strategy rules.
- Data studyDoes crypto news move prices or follow them? A timestamp auditRead →
- Data studyCrypto liquidity and order book depth: a historical data auditRead →
- Data studyDoes high trading volume predict crypto volatility? 41 coins testedRead →
- Data studyCrypto listing and delisting effects: an OKX price studyRead →
- Data studyMonero XMR and Zcash ZEC: delistings, liquidity and USD vs USDTRead →
- Evidence reviewXRP lawsuit and Ethereum ETFs: reading SEC filings and rulingsRead →
- Data studyDo token unlocks lower prices? SUI, SOL and high FDV claimsRead →
- Evidence reviewSharpe ratio confidence intervals: what a 24-month crypto track record can proveRead →
Apply for event-driven strategies
Rules, position sizing and execution notes are shared with approved subscribers.