Monthly performance report
Feb 2026 strategy returns
In Feb 2026, 15 systematic crypto strategies recorded a median return of +5.65% (mean +7.77%) on fixed capital, with 12 of 13 active strategies finishing positive while Bitcoin moved −14.95%.
- Median return
- +5.65%
- Positive / active
- 12 / 13
- Best / worst
- +40.6%
- Bitcoin benchmark
- −14.95%
Mean: +7.77%
2 flat (15 total)
Worst: −1.0%
Buy and hold (Feb 2026)
Strategy returns in Feb 2026
Trailing 3M and 12M figures are measured through Feb 2026 on fixed capital.
| Strategy | Category | Feb 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Expectations | Event-Driven | +40.60% | +81.8% | +159.0% | backtest |
| Conditional Drift | Event-Driven | +16.76% | +32.1% | +32.1% | backtest |
| Seasonal Drift | Seasonality | +13.77% | +20.4% | +39.0% | backtest |
| Seasonal Strength | Seasonality | +10.04% | +20.9% | +103.9% | backtest |
| Policy Echo | Macro Event | +7.89% | +8.7% | +16.4% | backtest |
| Trend Following | Trend | +7.42% | +13.4% | +31.3% | backtest |
| Stress Reversion | Contrarian | +5.83% | +5.8% | +38.4% | backtest |
| Seasonal Weakness | Seasonality | +5.65% | +9.1% | +75.9% | backtest |
| Market Spillover | Cross-Market | +4.40% | +4.4% | +22.6% | backtest |
| Calendar Effect | Seasonality | +3.84% | +7.9% | +14.0% | backtest |
| Event Repricing | Event-Driven | +1.10% | +37.1% | +261.8% | backtest |
| Session Rhythm | Cross-Market | +0.30% | +4.1% | +16.6% | backtest |
| Event Echo | Event-Driven | 0.00% | +6.8% | +80.0% | backtest |
| Policy Pulse | Macro Event | 0.00% | +9.5% | +24.4% | backtest |
| Cycle Rhythm | Seasonality | −1.01% | +5.0% | +18.2% | backtest |
By strategy category (Feb 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +8.93% | +14.61% | +40.60% |
| Seasonality | 5 | +5.65% | +6.46% | +13.77% |
| Macro Event | 2 | +3.94% | +3.94% | +7.89% |
| Trend | 1 | +7.42% | +7.42% | +7.42% |
| Contrarian | 1 | +5.83% | +5.83% | +5.83% |
| Cross-Market | 2 | +2.35% | +2.35% | +4.40% |
Explore the full 24-month track record
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