Monthly performance report
Jul 2025 strategy returns
In Jul 2025, 15 systematic crypto strategies recorded a median return of +0.52% (mean +3.24%) on fixed capital, with 8 of 11 active strategies finishing positive while Bitcoin moved +8.04%.
- Median return
- +0.52%
- Positive / active
- 8 / 11
- Best / worst
- +19.1%
- Bitcoin benchmark
- +8.04%
Mean: +3.24%
4 flat (15 total)
Worst: −2.1%
Buy and hold (Jul 2025)
Strategy returns in Jul 2025
Trailing 3M and 12M figures are measured through Jul 2025 on fixed capital.
| Strategy | Category | Jul 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Trend Following | Trend | +19.14% | +23.1% | +46.0% | backtest |
| Seasonal Weakness | Seasonality | +14.51% | +15.2% | +40.6% | backtest |
| Event Repricing | Event-Driven | +7.89% | +45.0% | +171.0% | backtest |
| Cycle Rhythm | Seasonality | +7.10% | +8.4% | +28.4% | backtest |
| Calendar Effect | Seasonality | +1.38% | +5.4% | +9.1% | backtest |
| Session Rhythm | Cross-Market | +1.09% | +2.2% | +11.4% | backtest |
| Event Echo | Event-Driven | +0.99% | +10.6% | +54.3% | backtest |
| Seasonal Strength | Seasonality | +0.52% | +1.0% | +35.7% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Policy Echo | Macro Event | 0.00% | +2.9% | +4.5% | backtest |
| Market Spillover | Cross-Market | 0.00% | +7.1% | +4.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +40.6% | backtest |
| Policy Pulse | Macro Event | −0.23% | +11.7% | +10.2% | backtest |
| Event Expectations | Event-Driven | −1.77% | +15.4% | +30.3% | backtest |
| Seasonal Drift | Seasonality | −2.05% | −4.3% | +14.1% | backtest |
By strategy category (Jul 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Trend | 1 | +19.14% | +19.14% | +19.14% |
| Seasonality | 5 | +1.38% | +4.29% | +14.51% |
| Event-Driven | 4 | +0.49% | +1.78% | +7.89% |
| Cross-Market | 2 | +0.55% | +0.55% | +1.09% |
| Macro Event | 2 | −0.11% | −0.11% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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