Monthly performance report
Feb 2025 strategy returns
In Feb 2025, 15 systematic crypto strategies recorded a median return of +3.84% (mean +4.47%) on fixed capital, with 9 of 10 active strategies finishing positive while Bitcoin moved −17.66%.
- Median return
- +3.84%
- Positive / active
- 9 / 10
- Best / worst
- +18.3%
- Bitcoin benchmark
- −17.66%
Mean: +4.47%
5 flat (15 total)
Worst: −7.9%
Buy and hold (Feb 2025)
Strategy returns in Feb 2025
Trailing 3M and 12M figures are measured through Feb 2025 on fixed capital.
| Strategy | Category | Feb 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Cycle Rhythm | Seasonality | +18.34% | +19.6% | +19.5% | backtest |
| Event Echo | Event-Driven | +14.41% | +14.4% | +31.0% | backtest |
| Seasonal Weakness | Seasonality | +8.70% | +5.4% | +5.4% | backtest |
| Trend Following | Trend | +8.05% | +1.4% | +26.8% | backtest |
| Stress Reversion | Contrarian | +7.22% | +27.7% | +27.7% | backtest |
| Event Repricing | Event-Driven | +6.89% | +69.9% | +76.6% | backtest |
| Seasonal Drift | Seasonality | +6.04% | +19.7% | +18.8% | backtest |
| Calendar Effect | Seasonality | +3.84% | +5.5% | +3.9% | backtest |
| Session Rhythm | Cross-Market | +1.47% | +5.7% | +7.1% | backtest |
| Event Expectations | Event-Driven | 0.00% | 0.0% | +14.9% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Policy Pulse | Macro Event | 0.00% | +4.5% | +1.5% | backtest |
| Policy Echo | Macro Event | 0.00% | +1.6% | +1.6% | backtest |
| Market Spillover | Cross-Market | 0.00% | 0.0% | −2.4% | backtest |
| Seasonal Strength | Seasonality | −7.95% | −9.8% | +23.5% | backtest |
By strategy category (Feb 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Seasonality | 5 | +6.04% | +5.79% | +18.34% |
| Event-Driven | 4 | +3.45% | +5.33% | +14.41% |
| Trend | 1 | +8.05% | +8.05% | +8.05% |
| Contrarian | 1 | +7.22% | +7.22% | +7.22% |
| Cross-Market | 2 | +0.74% | +0.74% | +1.47% |
| Macro Event | 2 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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