Monthly performance report
Jul 2026 strategy returns
In Jul 2026, 15 systematic crypto strategies recorded a median return of +2.16% (mean +4.74%) on fixed capital, with 10 of 13 active strategies finishing positive while Bitcoin moved +7.26%.
- Median return
- +2.16%
- Positive / active
- 10 / 13
- Best / worst
- +31.0%
- Bitcoin benchmark
- +7.26%
Mean: +4.74%
2 flat (15 total)
Worst: −4.2%
Buy and hold (Jul 2026)
Strategy returns in Jul 2026
Trailing 3M and 12M figures are measured through Jul 2026 on fixed capital.
| Strategy | Category | Jul 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Expectations | Event-Driven | +30.98% | +57.1% | +219.4% | backtest |
| Conditional Drift | Event-Driven | +12.35% | +59.7% | +118.7% | backtest |
| Event Repricing | Event-Driven | +10.65% | +37.8% | +226.4% | backtest |
| Event Echo | Event-Driven | +8.13% | +21.1% | +107.5% | backtest |
| Seasonal Weakness | Seasonality | +4.86% | +24.5% | +73.8% | backtest |
| Calendar Effect | Seasonality | +3.84% | +5.8% | +22.2% | backtest |
| Cycle Rhythm | Seasonality | +3.47% | +3.7% | +15.1% | backtest |
| Seasonal Strength | Seasonality | +2.16% | +7.0% | +104.8% | backtest |
| Seasonal Drift | Seasonality | +1.00% | +5.4% | +60.6% | backtest |
| Session Rhythm | Cross-Market | +0.33% | +1.9% | +17.1% | backtest |
| Market Spillover | Cross-Market | 0.00% | −2.2% | +14.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +25.4% | backtest |
| Policy Pulse | Macro Event | −0.36% | +3.9% | +16.9% | backtest |
| Policy Echo | Macro Event | −2.12% | −0.5% | +13.0% | backtest |
| Trend Following | Trend | −4.24% | +4.7% | +10.4% | backtest |
By strategy category (Jul 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +11.50% | +15.53% | +30.98% |
| Seasonality | 5 | +3.47% | +3.07% | +4.86% |
| Cross-Market | 2 | +0.16% | +0.16% | +0.33% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Macro Event | 2 | −1.24% | −1.24% | −0.36% |
| Trend | 1 | −4.24% | −4.24% | −4.24% |
Explore the full 24-month track record
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