Monthly performance report
Jun 2025 strategy returns
In Jun 2025, 15 systematic crypto strategies recorded a median return of 0.00% (mean +2.28%) on fixed capital, with 6 of 10 active strategies finishing positive while Bitcoin moved +2.43%.
- Median return
- 0.00%
- Positive / active
- 6 / 10
- Best / worst
- +15.4%
- Bitcoin benchmark
- +2.43%
Mean: +2.28%
5 flat (15 total)
Worst: −4.9%
Buy and hold (Jun 2025)
Strategy returns in Jun 2025
Trailing 3M and 12M figures are measured through Jun 2025 on fixed capital.
| Strategy | Category | Jun 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +15.36% | +45.0% | +163.1% | backtest |
| Event Expectations | Event-Driven | +9.73% | +17.2% | +32.1% | backtest |
| Event Echo | Event-Driven | +8.05% | +19.3% | +53.4% | backtest |
| Seasonal Drift | Seasonality | +7.21% | −2.3% | +16.2% | backtest |
| Policy Echo | Macro Event | +2.94% | +2.9% | +4.5% | backtest |
| Seasonal Strength | Seasonality | +0.93% | +9.8% | +35.2% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | +1.8% | +21.3% | backtest |
| Calendar Effect | Seasonality | 0.00% | +3.8% | +7.7% | backtest |
| Market Spillover | Cross-Market | 0.00% | +7.1% | +4.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | +5.4% | +40.6% | backtest |
| Session Rhythm | Cross-Market | −0.46% | +1.4% | +10.3% | backtest |
| Policy Pulse | Macro Event | −1.08% | +11.9% | +10.4% | backtest |
| Seasonal Weakness | Seasonality | −3.61% | +0.5% | +26.1% | backtest |
| Trend Following | Trend | −4.93% | +4.0% | +26.9% | backtest |
By strategy category (Jun 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +8.89% | +8.28% | +15.36% |
| Seasonality | 5 | 0.00% | +0.91% | +7.21% |
| Macro Event | 2 | +0.93% | +0.93% | +2.94% |
| Cross-Market | 2 | −0.23% | −0.23% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −4.93% | −4.93% | −4.93% |
Explore the full 24-month track record
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