Monthly performance report
May 2025 strategy returns
In May 2025, 15 systematic crypto strategies recorded a median return of +1.61% (mean +4.07%) on fixed capital, with 10 of 12 active strategies finishing positive while Bitcoin moved +11.07%.
- Median return
- +1.61%
- Positive / active
- 10 / 12
- Best / worst
- +21.7%
- Bitcoin benchmark
- +11.07%
Mean: +4.07%
3 flat (15 total)
Worst: −9.5%
Buy and hold (May 2025)
Strategy returns in May 2025
Trailing 3M and 12M figures are measured through May 2025 on fixed capital.
| Strategy | Category | May 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +21.74% | +71.1% | +147.8% | backtest |
| Policy Pulse | Macro Event | +13.01% | +10.0% | +11.5% | backtest |
| Trend Following | Trend | +8.86% | +5.0% | +31.8% | backtest |
| Event Expectations | Event-Driven | +7.46% | +7.5% | +22.4% | backtest |
| Market Spillover | Cross-Market | +7.15% | +6.4% | +4.0% | backtest |
| Seasonal Weakness | Seasonality | +4.26% | +24.3% | +29.7% | backtest |
| Calendar Effect | Seasonality | +4.02% | +3.8% | +7.7% | backtest |
| Event Echo | Event-Driven | +1.61% | +14.3% | +45.3% | backtest |
| Session Rhythm | Cross-Market | +1.52% | +3.7% | +10.8% | backtest |
| Cycle Rhythm | Seasonality | +1.33% | +1.8% | +21.3% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Policy Echo | Macro Event | 0.00% | 0.0% | +1.6% | backtest |
| Stress Reversion | Contrarian | 0.00% | +12.9% | +40.6% | backtest |
| Seasonal Strength | Seasonality | −0.45% | +10.7% | +34.3% | backtest |
| Seasonal Drift | Seasonality | −9.50% | −9.8% | +9.0% | backtest |
By strategy category (May 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +4.54% | +7.70% | +21.74% |
| Macro Event | 2 | +6.50% | +6.50% | +13.01% |
| Trend | 1 | +8.86% | +8.86% | +8.86% |
| Cross-Market | 2 | +4.34% | +4.34% | +7.15% |
| Seasonality | 5 | +1.33% | −0.07% | +4.26% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
Compare all strategies in the portfolio simulator or apply by email for strategy rules.