# Stress Reversion

Source: https://whycoinmoves.com/strategies/counterflow

A contrarian crypto strategy based on the potential reversal of extreme market behaviour. Historically idle in most months, with concentrated gains and losses when active.

Returns are percentages of fixed capital, non-compounded. Zero return does not establish an empty position. Missing observations are unavailable, not zero. Sources: backtest, live, mixed, missing. Month-end drawdowns hide intra-month losses. Backtests are in-sample; past performance does not guarantee future results.

Data through: 2026-10. Last data update: 2026-11-04T01:05:07Z.

## Metrics (2024-11–2026-10)

| Metric | Value |
| --- | --- |
| 1M return (available history, up to 1M) | 0.00% |
| 3M return (available history, up to 3M) | 0.00% |
| 6M return (available history, up to 6M) | 0.00% |
| 12M return (available history, up to 12M) | +6.43% |
| 24M return (available history, up to 24M) | +66.04% |
| Annualised return | +33.02% |
| Annualised volatility | +20.04% |
| Sharpe ratio | 1.65 |
| Sortino ratio | — |
| Profit factor (monthly) | — |
| Maximum month-end drawdown | 0.00% |
| Correlation to Bitcoin | −0.21 |

## Stress Reversion: monthly returns (%), 2024-11–2026-10, fixed capital, non-compounded

| Month | Strategy return (%) | Bitcoin return (%) | Source |
| --- | ---: | ---: | --- |
| 2024-11 | 0.00% | +37.19% | backtest |
| 2024-12 | +20.46% | −3.03% | backtest |
| 2025-01 | 0.00% | +9.44% | backtest |
| 2025-02 | +7.22% | −17.66% | backtest |
| 2025-03 | +7.55% | −2.11% | backtest |
| 2025-04 | +5.40% | +14.07% | backtest |
| 2025-05 | 0.00% | +11.07% | backtest |
| 2025-06 | 0.00% | +2.43% | backtest |
| 2025-07 | 0.00% | +8.04% | backtest |
| 2025-08 | 0.00% | −6.47% | backtest |
| 2025-09 | 0.00% | +5.34% | backtest |
| 2025-10 | +18.98% | −3.89% | backtest |
| 2025-11 | +0.60% | −17.56% | backtest |
| 2025-12 | 0.00% | −3.00% | backtest |
| 2026-01 | 0.00% | −10.16% | backtest |
| 2026-02 | +5.83% | −14.95% | backtest |
| 2026-03 | 0.00% | +1.95% | backtest |
| 2026-04 | 0.00% | +11.82% | backtest |
| 2026-05 | 0.00% | −3.48% | backtest |
| 2026-06 | 0.00% | −20.43% | backtest |
| 2026-07 | 0.00% | +7.26% | backtest |
| 2026-08 | 0.00% | +24.96% | backtest |
| 2026-09 | 0.00% | +6.40% | mixed |
| 2026-10 | 0.00% | −7.24% | live |

[Metric definitions](https://whycoinmoves.com/methodology.md) · [CSV](https://whycoinmoves.com/api/strategies/counterflow.csv)