Monthly performance report
May 2026 strategy returns
In May 2026, 15 systematic crypto strategies recorded a median return of 0.00% (mean +4.02%) on fixed capital, with 7 of 12 active strategies finishing positive while Bitcoin moved −3.48%.
- Median return
- 0.00%
- Positive / active
- 7 / 12
- Best / worst
- +28.2%
- Bitcoin benchmark
- −3.48%
Mean: +4.02%
3 flat (15 total)
Worst: −3.2%
Buy and hold (May 2026)
Strategy returns in May 2026
Trailing 3M and 12M figures are measured through May 2026 on fixed capital.
| Strategy | Category | May 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Conditional Drift | Event-Driven | +28.21% | +55.2% | +87.2% | backtest |
| Event Expectations | Event-Driven | +21.68% | +40.4% | +192.0% | backtest |
| Event Repricing | Event-Driven | +14.10% | +35.3% | +225.9% | backtest |
| Seasonal Weakness | Seasonality | +1.73% | +10.3% | +61.9% | backtest |
| Seasonal Drift | Seasonality | +1.45% | +13.0% | +61.8% | backtest |
| Trend Following | Trend | +0.80% | −5.6% | +20.7% | backtest |
| Cycle Rhythm | Seasonality | +0.20% | +2.3% | +18.7% | backtest |
| Policy Pulse | Macro Event | 0.00% | −2.7% | +11.6% | backtest |
| Policy Echo | Macro Event | 0.00% | 0.0% | +16.4% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +25.4% | backtest |
| Session Rhythm | Cross-Market | −0.31% | +2.6% | +15.5% | backtest |
| Seasonal Strength | Seasonality | −0.34% | +5.8% | +98.9% | backtest |
| Calendar Effect | Seasonality | −1.90% | +5.8% | +16.0% | backtest |
| Market Spillover | Cross-Market | −2.15% | −2.2% | +14.0% | backtest |
| Event Echo | Event-Driven | −3.21% | +26.6% | +92.3% | backtest |
By strategy category (May 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +17.89% | +15.20% | +28.21% |
| Seasonality | 5 | +0.20% | +0.23% | +1.73% |
| Trend | 1 | +0.80% | +0.80% | +0.80% |
| Macro Event | 2 | 0.00% | 0.00% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Cross-Market | 2 | −1.23% | −1.23% | −0.31% |
Explore the full 24-month track record
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