Monthly performance report
Nov 2025 strategy returns
In Nov 2025, 15 systematic crypto strategies recorded a median return of +5.60% (mean +8.98%) on fixed capital, with 11 of 12 active strategies finishing positive while Bitcoin moved −17.56%.
- Median return
- +5.60%
- Positive / active
- 11 / 12
- Best / worst
- +44.5%
- Bitcoin benchmark
- −17.56%
Mean: +8.98%
3 flat (15 total)
Worst: −4.3%
Buy and hold (Nov 2025)
Strategy returns in Nov 2025
Trailing 3M and 12M figures are measured through Nov 2025 on fixed capital.
| Strategy | Category | Nov 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +44.50% | +130.2% | +294.5% | backtest |
| Event Expectations | Event-Driven | +33.34% | +55.3% | +77.2% | backtest |
| Event Echo | Event-Driven | +15.83% | +64.4% | +87.7% | backtest |
| Seasonal Weakness | Seasonality | +11.53% | +26.0% | +72.1% | backtest |
| Market Spillover | Cross-Market | +9.28% | +9.3% | +18.2% | backtest |
| Seasonal Drift | Seasonality | +7.82% | +13.5% | +38.3% | backtest |
| Trend Following | Trend | +6.73% | +5.5% | +19.3% | backtest |
| Session Rhythm | Cross-Market | +5.60% | +7.7% | +18.2% | backtest |
| Seasonal Strength | Seasonality | +2.49% | +36.0% | +73.2% | backtest |
| Cycle Rhythm | Seasonality | +1.16% | −2.0% | +32.8% | backtest |
| Stress Reversion | Contrarian | +0.60% | +19.6% | +60.2% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Policy Pulse | Macro Event | 0.00% | +6.2% | +19.4% | backtest |
| Policy Echo | Macro Event | 0.00% | +4.8% | +9.3% | backtest |
| Calendar Effect | Seasonality | −4.26% | −6.8% | +11.6% | backtest |
By strategy category (Nov 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +24.59% | +23.42% | +44.50% |
| Seasonality | 5 | +2.49% | +3.75% | +11.53% |
| Cross-Market | 2 | +7.44% | +7.44% | +9.28% |
| Trend | 1 | +6.73% | +6.73% | +6.73% |
| Contrarian | 1 | +0.60% | +0.60% | +0.60% |
| Macro Event | 2 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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