Monthly performance report
Mar 2026 strategy returns
In Mar 2026, 15 systematic crypto strategies recorded a median return of +1.80% (mean +3.70%) on fixed capital, with 8 of 11 active strategies finishing positive while Bitcoin moved +1.95%.
- Median return
- +1.80%
- Positive / active
- 8 / 11
- Best / worst
- +21.4%
- Bitcoin benchmark
- +1.95%
Mean: +3.70%
4 flat (15 total)
Worst: −2.6%
Buy and hold (Mar 2026)
Strategy returns in Mar 2026
Trailing 3M and 12M figures are measured through Mar 2026 on fixed capital.
| Strategy | Category | Mar 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Expectations | Event-Driven | +21.42% | +77.0% | +180.4% | backtest |
| Event Echo | Event-Driven | +9.39% | +14.3% | +86.3% | backtest |
| Seasonal Drift | Seasonality | +8.92% | +27.8% | +48.3% | backtest |
| Seasonal Strength | Seasonality | +7.30% | +20.9% | +109.3% | backtest |
| Seasonal Weakness | Seasonality | +5.56% | +13.6% | +61.3% | backtest |
| Calendar Effect | Seasonality | +3.84% | +11.7% | +17.8% | backtest |
| Session Rhythm | Cross-Market | +2.20% | +3.7% | +16.9% | backtest |
| Conditional Drift | Event-Driven | +1.80% | +33.9% | +33.9% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | +5.0% | +18.2% | backtest |
| Policy Echo | Macro Event | 0.00% | +7.9% | +16.4% | backtest |
| Market Spillover | Cross-Market | 0.00% | +4.4% | +23.3% | backtest |
| Stress Reversion | Contrarian | 0.00% | +5.8% | +30.8% | backtest |
| Event Repricing | Event-Driven | −0.57% | +34.3% | +219.7% | backtest |
| Policy Pulse | Macro Event | −1.77% | +5.5% | +25.6% | backtest |
| Trend Following | Trend | −2.60% | +12.2% | +32.7% | backtest |
By strategy category (Mar 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +5.60% | +8.01% | +21.42% |
| Seasonality | 5 | +5.56% | +5.12% | +8.92% |
| Cross-Market | 2 | +1.10% | +1.10% | +2.20% |
| Macro Event | 2 | −0.89% | −0.89% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −2.60% | −2.60% | −2.60% |
Explore the full 24-month track record
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