Monthly performance report
Jan 2025 strategy returns
In Jan 2025, 15 systematic crypto strategies recorded a median return of 0.00% (mean +1.34%) on fixed capital, with 4 of 9 active strategies finishing positive while Bitcoin moved +9.44%.
- Median return
- 0.00%
- Positive / active
- 4 / 9
- Best / worst
- +38.6%
- Bitcoin benchmark
- +9.44%
Mean: +1.34%
6 flat (15 total)
Worst: −6.0%
Buy and hold (Jan 2025)
Strategy returns in Jan 2025
Trailing 3M and 12M figures are measured through Jan 2025 on fixed capital.
| Strategy | Category | Jan 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +38.59% | +69.7% | +69.7% | backtest |
| Session Rhythm | Cross-Market | +2.32% | +5.6% | +5.6% | backtest |
| Calendar Effect | Seasonality | +1.71% | +0.1% | +0.1% | backtest |
| Cycle Rhythm | Seasonality | +1.28% | +1.2% | +1.2% | 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 |
| Policy Echo | Macro Event | 0.00% | +1.6% | +1.6% | backtest |
| Market Spillover | Cross-Market | 0.00% | −2.4% | −2.4% | backtest |
| Stress Reversion | Contrarian | 0.00% | +20.5% | +20.5% | backtest |
| Policy Pulse | Macro Event | −3.33% | +1.5% | +1.5% | backtest |
| Seasonal Weakness | Seasonality | −3.34% | −3.3% | −3.3% | backtest |
| Seasonal Drift | Seasonality | −5.33% | +12.7% | +12.7% | backtest |
| Seasonal Strength | Seasonality | −5.81% | +31.5% | +31.5% | backtest |
| Trend Following | Trend | −6.02% | +18.7% | +18.7% | backtest |
By strategy category (Jan 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | 0.00% | +9.65% | +38.59% |
| Cross-Market | 2 | +1.16% | +1.16% | +2.32% |
| Seasonality | 5 | −3.34% | −2.30% | +1.71% |
| Macro Event | 2 | −1.67% | −1.67% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −6.02% | −6.02% | −6.02% |
Explore the full 24-month track record
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