# Cycle Rhythm

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

A seasonality crypto strategy based on cyclical patterns in market behaviour. Returns can be concentrated in a limited set of opportunities.

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) | −0.46% |
| 3M return (available history, up to 3M) | +1.45% |
| 6M return (available history, up to 6M) | +5.13% |
| 12M return (available history, up to 12M) | +13.39% |
| 24M return (available history, up to 24M) | +44.91% |
| Annualised return | +22.46% |
| Annualised volatility | +14.71% |
| Sharpe ratio | 1.53 |
| Sortino ratio | 9.57 |
| Profit factor (monthly) | >10 |
| Maximum month-end drawdown | −3.12% |
| Correlation to Bitcoin | −0.22 |

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

| Month | Strategy return (%) | Bitcoin return (%) | Source |
| --- | ---: | ---: | --- |
| 2024-11 | −0.11% | +37.19% | backtest |
| 2024-12 | 0.00% | −3.03% | backtest |
| 2025-01 | +1.28% | +9.44% | backtest |
| 2025-02 | +18.34% | −17.66% | backtest |
| 2025-03 | 0.00% | −2.11% | backtest |
| 2025-04 | +0.44% | +14.07% | backtest |
| 2025-05 | +1.33% | +11.07% | backtest |
| 2025-06 | 0.00% | +2.43% | backtest |
| 2025-07 | +7.10% | +8.04% | backtest |
| 2025-08 | +6.28% | −6.47% | backtest |
| 2025-09 | 0.00% | +5.34% | backtest |
| 2025-10 | −3.12% | −3.89% | backtest |
| 2025-11 | +1.16% | −17.56% | backtest |
| 2025-12 | 0.00% | −3.00% | backtest |
| 2026-01 | +6.05% | −10.16% | backtest |
| 2026-02 | −1.01% | −14.95% | backtest |
| 2026-03 | 0.00% | +1.95% | backtest |
| 2026-04 | +2.06% | +11.82% | backtest |
| 2026-05 | +0.20% | −3.48% | backtest |
| 2026-06 | 0.00% | −20.43% | backtest |
| 2026-07 | +3.47% | +7.26% | backtest |
| 2026-08 | +1.92% | +24.96% | backtest |
| 2026-09 | 0.00% | +6.40% | mixed |
| 2026-10 | −0.46% | −7.24% | live |

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