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Macro Event

Macro Event crypto strategies

Studies how macroeconomic information and policy expectations affect crypto markets. Compare 24-month fixed-capital returns, drawdowns and Bitcoin correlation across 2 systematic macro event strategies.

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In category
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Macro Event strategies

Median Sharpe
1.24

Bitcoin: 0.32

Median corr. to BTC
−0.26

Monthly, last 24 months

Related research
7

Empirical studies

Macro Event strategy comparison

Click a column to sort. Returns are sums of monthly returns on fixed capital; Bitcoin compounds.

Macro Event strategy return leaderboard, 2024-11–2026-10; trailing periods up to 24 months. Strategy returns use fixed capital, non-compounded; Bitcoin compounds. Returns and month-end drawdowns are percentages.
Strategy24M trend1M3M12M24MSharpeMax DDCorr. BTC
Policy PulseMacro Event −0.5%+0.4%+11.1%+27.4% 1.03−6.3%−0.21
Policy EchoMacro Event 0.0%+1.2%+9.4%+18.7% 1.45−2.1%−0.32
BitcoinBuy and hold benchmark−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 macro event markets

Studies of the same market area. They describe the market, not individual strategy rules.

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Rules, position sizing and execution notes are shared with approved subscribers.

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