Monthly performance report
Aug 2025 strategy returns
In Aug 2025, 15 systematic crypto strategies recorded a median return of +0.44% (mean +3.48%) on fixed capital, with 8 of 10 active strategies finishing positive while Bitcoin moved −6.47%.
- Median return
- +0.44%
- Positive / active
- 8 / 10
- Best / worst
- +34.8%
- Bitcoin benchmark
- −6.47%
Mean: +3.48%
5 flat (15 total)
Worst: −14.5%
Buy and hold (Aug 2025)
Strategy returns in Aug 2025
Trailing 3M and 12M figures are measured through Aug 2025 on fixed capital.
| Strategy | Category | Aug 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Seasonal Strength | Seasonality | +34.78% | +36.2% | +70.5% | backtest |
| Seasonal Drift | Seasonality | +9.69% | +14.9% | +23.8% | backtest |
| Calendar Effect | Seasonality | +7.68% | +9.1% | +16.8% | backtest |
| Event Expectations | Event-Driven | +6.55% | +14.5% | +36.9% | backtest |
| Cycle Rhythm | Seasonality | +6.28% | +13.4% | +34.6% | backtest |
| Seasonal Weakness | Seasonality | +5.61% | +16.5% | +46.2% | backtest |
| Market Spillover | Cross-Market | +2.51% | +2.5% | +6.5% | backtest |
| Session Rhythm | Cross-Market | +0.44% | +1.1% | +11.9% | backtest |
| Event Repricing | Event-Driven | 0.00% | +23.3% | +171.0% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Policy Pulse | Macro Event | 0.00% | −1.3% | +10.2% | backtest |
| Policy Echo | Macro Event | 0.00% | +2.9% | +4.5% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +40.6% | backtest |
| Trend Following | Trend | −6.83% | +7.4% | +39.2% | backtest |
| Event Echo | Event-Driven | −14.46% | −5.4% | +39.9% | backtest |
By strategy category (Aug 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Seasonality | 5 | +7.68% | +12.81% | +34.78% |
| Event-Driven | 4 | 0.00% | −1.98% | +6.55% |
| Cross-Market | 2 | +1.48% | +1.48% | +2.51% |
| Macro Event | 2 | 0.00% | 0.00% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −6.83% | −6.83% | −6.83% |
Explore the full 24-month track record
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