Monthly performance report
Nov 2024 strategy returns
In Nov 2024, 15 systematic crypto strategies recorded a median return of 0.00% (mean +6.01%) on fixed capital, with 6 of 11 active strategies finishing positive while Bitcoin moved +37.19%.
- Median return
- 0.00%
- Positive / active
- 6 / 11
- Best / worst
- +33.3%
- Bitcoin benchmark
- +37.19%
Mean: +6.01%
4 flat (15 total)
Worst: −3.1%
Buy and hold (Nov 2024)
Strategy returns in Nov 2024
Trailing 3M and 12M figures are measured through Nov 2024 on fixed capital.
| Strategy | Category | Nov 2024 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Seasonal Strength | Seasonality | +33.29% | +33.3% | +33.3% | backtest |
| Trend Following | Trend | +25.42% | +25.4% | +25.4% | backtest |
| Event Echo | Event-Driven | +16.59% | +16.6% | +16.6% | backtest |
| Event Expectations | Event-Driven | +14.93% | +14.9% | +14.9% | backtest |
| Event Repricing | Event-Driven | +6.73% | +6.7% | +6.7% | backtest |
| Session Rhythm | Cross-Market | +1.36% | +1.4% | +1.4% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Seasonal Weakness | Seasonality | 0.00% | 0.0% | 0.0% | backtest |
| Policy Echo | Macro Event | 0.00% | 0.0% | 0.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | 0.0% | backtest |
| Cycle Rhythm | Seasonality | −0.11% | −0.1% | −0.1% | backtest |
| Seasonal Drift | Seasonality | −0.95% | −0.9% | −0.9% | backtest |
| Calendar Effect | Seasonality | −1.63% | −1.6% | −1.6% | backtest |
| Market Spillover | Cross-Market | −2.37% | −2.4% | −2.4% | backtest |
| Policy Pulse | Macro Event | −3.06% | −3.1% | −3.1% | backtest |
By strategy category (Nov 2024)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Seasonality | 5 | −0.11% | +6.12% | +33.29% |
| Trend | 1 | +25.42% | +25.42% | +25.42% |
| Event-Driven | 4 | +10.83% | +9.56% | +16.59% |
| Cross-Market | 2 | −0.51% | −0.51% | +1.36% |
| Macro Event | 2 | −1.53% | −1.53% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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