Monthly performance report
Dec 2025 strategy returns
In Dec 2025, 15 systematic crypto strategies recorded a median return of +1.08% (mean +2.98%) on fixed capital, with 9 of 10 active strategies finishing positive while Bitcoin moved −3.00%.
- Median return
- +1.08%
- Positive / active
- 9 / 10
- Best / worst
- +26.2%
- Bitcoin benchmark
- −3.00%
Mean: +2.98%
5 flat (15 total)
Worst: −1.4%
Buy and hold (Dec 2025)
Strategy returns in Dec 2025
Trailing 3M and 12M figures are measured through Dec 2025 on fixed capital.
| Strategy | Category | Dec 2025 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Expectations | Event-Driven | +26.16% | +76.7% | +103.4% | backtest |
| Seasonal Strength | Seasonality | +7.34% | +36.2% | +76.6% | backtest |
| Session Rhythm | Cross-Market | +2.65% | +10.2% | +19.0% | backtest |
| Policy Pulse | Macro Event | +2.27% | +7.3% | +13.8% | backtest |
| Event Repricing | Event-Driven | +2.24% | +119.8% | +272.4% | backtest |
| Event Echo | Event-Driven | +1.90% | +41.9% | +89.6% | backtest |
| Seasonal Drift | Seasonality | +1.58% | +13.6% | +20.9% | backtest |
| Seasonal Weakness | Seasonality | +1.08% | +30.1% | +73.2% | backtest |
| Policy Echo | Macro Event | +0.81% | +3.8% | +8.5% | backtest |
| Conditional Drift | Event-Driven | 0.00% | 0.0% | 0.0% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | −2.0% | +32.8% | backtest |
| Calendar Effect | Seasonality | 0.00% | −6.8% | +11.6% | backtest |
| Market Spillover | Cross-Market | 0.00% | +9.3% | +18.2% | backtest |
| Stress Reversion | Contrarian | 0.00% | +19.6% | +39.7% | backtest |
| Trend Following | Trend | −1.39% | +2.8% | +18.5% | backtest |
By strategy category (Dec 2025)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +2.07% | +7.58% | +26.16% |
| Seasonality | 5 | +1.08% | +2.00% | +7.34% |
| Cross-Market | 2 | +1.33% | +1.33% | +2.65% |
| Macro Event | 2 | +1.54% | +1.54% | +2.27% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −1.39% | −1.39% | −1.39% |
Explore the full 24-month track record
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