Monthly performance report
Jun 2026 strategy returns
In Jun 2026, 15 systematic crypto strategies recorded a median return of +4.28% (mean +6.57%) on fixed capital, with 12 of 12 active strategies finishing positive while Bitcoin moved −20.43%.
- Median return
- +4.28%
- Positive / active
- 12 / 12
- Best / worst
- +19.1%
- Bitcoin benchmark
- −20.43%
Mean: +6.57%
3 flat (15 total)
Worst: 0.0%
Buy and hold (Jun 2026)
Strategy returns in Jun 2026
Trailing 3M and 12M figures are measured through Jun 2026 on fixed capital.
| Strategy | Category | Jun 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Conditional Drift | Event-Driven | +19.15% | +72.5% | +106.4% | backtest |
| Seasonal Weakness | Seasonality | +17.93% | +22.6% | +83.4% | backtest |
| Event Echo | Event-Driven | +16.15% | +33.3% | +100.4% | backtest |
| Event Repricing | Event-Driven | +13.02% | +48.9% | +223.6% | backtest |
| Trend Following | Trend | +8.15% | +5.1% | +33.8% | backtest |
| Seasonal Strength | Seasonality | +5.18% | +3.6% | +103.2% | backtest |
| Event Expectations | Event-Driven | +4.43% | +23.4% | +186.7% | backtest |
| Policy Pulse | Macro Event | +4.28% | +3.3% | +17.0% | backtest |
| Calendar Effect | Seasonality | +3.84% | +5.8% | +19.8% | backtest |
| Seasonal Drift | Seasonality | +2.96% | +7.1% | +57.6% | backtest |
| Session Rhythm | Cross-Market | +1.89% | +2.3% | +17.9% | backtest |
| Policy Echo | Macro Event | +1.58% | +1.6% | +15.1% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | +2.3% | +18.7% | backtest |
| Market Spillover | Cross-Market | 0.00% | −2.2% | +14.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +25.4% | backtest |
By strategy category (Jun 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +14.58% | +13.19% | +19.15% |
| Seasonality | 5 | +3.84% | +5.98% | +17.93% |
| Trend | 1 | +8.15% | +8.15% | +8.15% |
| Macro Event | 2 | +2.93% | +2.93% | +4.28% |
| Cross-Market | 2 | +0.95% | +0.95% | +1.89% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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