Monthly performance report
Jan 2026 strategy returns
In Jan 2026, 15 systematic crypto strategies recorded a median return of +4.86% (mean +7.06%) on fixed capital, with 12 of 12 active strategies finishing positive while Bitcoin moved −10.16%.
- Median return
- +4.86%
- Positive / active
- 12 / 12
- Best / worst
- +33.8%
- Bitcoin benchmark
- −10.16%
Mean: +7.06%
3 flat (15 total)
Worst: 0.0%
Buy and hold (Jan 2026)
Strategy returns in Jan 2026
Trailing 3M and 12M figures are measured through Jan 2026 on fixed capital.
| Strategy | Category | Jan 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +33.79% | +80.5% | +267.6% | backtest |
| Conditional Drift | Event-Driven | +15.30% | +15.3% | +15.3% | backtest |
| Event Expectations | Event-Driven | +15.02% | +74.5% | +118.4% | backtest |
| Trend Following | Trend | +7.40% | +12.7% | +32.0% | backtest |
| Policy Pulse | Macro Event | +7.23% | +9.5% | +24.4% | backtest |
| Cycle Rhythm | Seasonality | +6.05% | +7.2% | +37.6% | backtest |
| Seasonal Drift | Seasonality | +5.06% | +14.5% | +31.3% | backtest |
| Event Echo | Event-Driven | +4.86% | +22.6% | +94.4% | backtest |
| Calendar Effect | Seasonality | +4.03% | −0.2% | +14.0% | backtest |
| Seasonal Strength | Seasonality | +3.54% | +13.4% | +85.9% | backtest |
| Seasonal Weakness | Seasonality | +2.42% | +15.0% | +79.0% | backtest |
| Session Rhythm | Cross-Market | +1.15% | +9.4% | +17.8% | backtest |
| Policy Echo | Macro Event | 0.00% | +0.8% | +8.5% | backtest |
| Market Spillover | Cross-Market | 0.00% | +9.3% | +18.2% | backtest |
| Stress Reversion | Contrarian | 0.00% | +0.6% | +39.7% | backtest |
By strategy category (Jan 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +15.16% | +17.24% | +33.79% |
| Trend | 1 | +7.40% | +7.40% | +7.40% |
| Macro Event | 2 | +3.62% | +3.62% | +7.23% |
| Seasonality | 5 | +4.03% | +4.22% | +6.05% |
| Cross-Market | 2 | +0.57% | +0.57% | +1.15% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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