Monthly performance report
Sep 2025 strategy returns
In Sep 2025, 15 systematic crypto strategies recorded a median return of +1.14% (mean +3.45%) on fixed capital, with 9 of 10 active strategies finishing positive while Bitcoin moved +5.34%.
- Median return
- +1.14%
- Positive / active
- 9 / 10
- Best / worst
- +24.3%
- Bitcoin benchmark
- +5.34%
Mean: +3.45%
5 flat (15 total)
Worst: −3.1%
Buy and hold (Sep 2025)
Strategy returns in Sep 2025
Trailing 3M and 12M figures are measured through Sep 2025 on fixed capital.
| Strategy | Category | Sep 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Echo | Event-Driven | +24.35% | +10.9% | +64.2% | backtest |
| Event Repricing | Event-Driven | +12.69% | +20.6% | +183.7% | backtest |
| Seasonal Strength | Seasonality | +7.16% | +42.5% | +77.6% | backtest |
| Event Expectations | Event-Driven | +4.71% | +9.5% | +41.6% | backtest |
| Policy Echo | Macro Event | +1.79% | +1.8% | +6.3% | backtest |
| Seasonal Drift | Seasonality | +1.54% | +9.2% | +25.4% | backtest |
| Trend Following | Trend | +1.25% | +13.6% | +40.5% | backtest |
| Policy Pulse | Macro Event | +1.14% | +0.9% | +11.3% | backtest |
| Session Rhythm | Cross-Market | +0.21% | +1.7% | +12.1% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | +13.4% | +34.6% | backtest |
| Calendar Effect | Seasonality | 0.00% | +9.1% | +16.8% | backtest |
| Market Spillover | Cross-Market | 0.00% | +2.5% | +6.5% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +40.6% | backtest |
| Seasonal Weakness | Seasonality | −3.06% | +17.1% | +43.1% | backtest |
By strategy category (Sep 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +8.70% | +10.43% | +24.35% |
| Seasonality | 5 | 0.00% | +1.13% | +7.16% |
| Macro Event | 2 | +1.47% | +1.47% | +1.79% |
| Trend | 1 | +1.25% | +1.25% | +1.25% |
| Cross-Market | 2 | +0.10% | +0.10% | +0.21% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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