Monthly performance report
Dec 2024 strategy returns
In Dec 2024, 15 systematic crypto strategies recorded a median return of 0.00% (mean +5.24%) on fixed capital, with 7 of 8 active strategies finishing positive while Bitcoin moved −3.03%.
- Median return
- 0.00%
- Positive / active
- 7 / 8
- Best / worst
- +24.4%
- Bitcoin benchmark
- −3.03%
Mean: +5.24%
7 flat (15 total)
Worst: −0.7%
Buy and hold (Dec 2024)
Strategy returns in Dec 2024
Trailing 3M and 12M figures are measured through Dec 2024 on fixed capital.
| Strategy | Category | Dec 2024 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +24.40% | +31.1% | +31.1% | backtest |
| Stress Reversion | Contrarian | +20.46% | +20.5% | +20.5% | backtest |
| Seasonal Drift | Seasonality | +19.00% | +18.1% | +18.1% | backtest |
| Policy Pulse | Macro Event | +7.87% | +4.8% | +4.8% | backtest |
| Seasonal Strength | Seasonality | +4.00% | +37.3% | +37.3% | backtest |
| Session Rhythm | Cross-Market | +1.92% | +3.3% | +3.3% | backtest |
| Policy Echo | Macro Event | +1.61% | +1.6% | +1.6% | backtest |
| Event Echo | Event-Driven | 0.00% | +16.6% | +16.6% | backtest |
| Event Expectations | Event-Driven | 0.00% | +14.9% | +14.9% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Seasonal Weakness | Seasonality | 0.00% | 0.0% | 0.0% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | −0.1% | −0.1% | backtest |
| Calendar Effect | Seasonality | 0.00% | −1.6% | −1.6% | backtest |
| Market Spillover | Cross-Market | 0.00% | −2.4% | −2.4% | backtest |
| Trend Following | Trend | −0.66% | +24.8% | +24.8% | backtest |
By strategy category (Dec 2024)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | 0.00% | +6.10% | +24.40% |
| Contrarian | 1 | +20.46% | +20.46% | +20.46% |
| Seasonality | 5 | 0.00% | +4.60% | +19.00% |
| Macro Event | 2 | +4.74% | +4.74% | +7.87% |
| Cross-Market | 2 | +0.96% | +0.96% | +1.92% |
| Trend | 1 | −0.66% | −0.66% | −0.66% |
Explore the full 24-month track record
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