Monthly performance report
Oct 2025 strategy returns
In Oct 2025, 15 systematic crypto strategies recorded a median return of +4.17% (mean +12.22%) on fixed capital, with 10 of 13 active strategies finishing positive while Bitcoin moved −3.89%.
- Median return
- +4.17%
- Positive / active
- 10 / 13
- Best / worst
- +73.1%
- Bitcoin benchmark
- −3.89%
Mean: +12.22%
2 flat (15 total)
Worst: −3.1%
Buy and hold (Oct 2025)
Strategy returns in Oct 2025
Trailing 3M and 12M figures are measured through Oct 2025 on fixed capital.
| Strategy | Category | Oct 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +73.06% | +85.7% | +256.8% | backtest |
| Seasonal Strength | Seasonality | +26.36% | +68.3% | +104.0% | backtest |
| Event Echo | Event-Driven | +24.19% | +34.1% | +88.4% | backtest |
| Stress Reversion | Contrarian | +18.98% | +19.0% | +59.6% | backtest |
| Seasonal Weakness | Seasonality | +17.49% | +20.0% | +60.6% | backtest |
| Event Expectations | Event-Driven | +17.22% | +28.5% | +58.8% | backtest |
| Policy Pulse | Macro Event | +5.03% | +6.2% | +16.4% | backtest |
| Seasonal Drift | Seasonality | +4.17% | +15.4% | +29.5% | backtest |
| Policy Echo | Macro Event | +3.00% | +4.8% | +9.3% | backtest |
| Session Rhythm | Cross-Market | +1.92% | +2.6% | +14.0% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Market Spillover | Cross-Market | 0.00% | +2.5% | +6.5% | backtest |
| Trend Following | Trend | −2.49% | −8.1% | +38.0% | backtest |
| Calendar Effect | Seasonality | −2.50% | +5.2% | +14.3% | backtest |
| Cycle Rhythm | Seasonality | −3.12% | +3.2% | +31.5% | backtest |
By strategy category (Oct 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +20.70% | +28.62% | +73.06% |
| Seasonality | 5 | +4.17% | +8.48% | +26.36% |
| Contrarian | 1 | +18.98% | +18.98% | +18.98% |
| Macro Event | 2 | +4.01% | +4.01% | +5.03% |
| Cross-Market | 2 | +0.96% | +0.96% | +1.92% |
| Trend | 1 | −2.49% | −2.49% | −2.49% |
Explore the full 24-month track record
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