Monthly performance report
Aug 2026 strategy returns
In Aug 2026, 15 systematic crypto strategies recorded a median return of +1.92% (mean +7.85%) on fixed capital, with 11 of 12 active strategies finishing positive while Bitcoin moved +24.96%.
- Median return
- +1.92%
- Positive / active
- 11 / 12
- Best / worst
- +34.8%
- Bitcoin benchmark
- +24.96%
Mean: +7.85%
3 flat (15 total)
Worst: −2.7%
Buy and hold (Aug 2026)
Strategy returns in Aug 2026
Trailing 3M and 12M figures are measured through Aug 2026 on fixed capital.
| Strategy | Category | Aug 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Seasonal Strength | Seasonality | +34.76% | +42.1% | +104.8% | backtest |
| Event Repricing | Event-Driven | +23.10% | +46.8% | +249.5% | backtest |
| Trend Following | Trend | +22.18% | +26.1% | +39.4% | backtest |
| Event Echo | Event-Driven | +13.30% | +37.6% | +135.3% | backtest |
| Event Expectations | Event-Driven | +9.66% | +45.1% | +222.6% | backtest |
| Conditional Drift | Event-Driven | +7.86% | +39.4% | +126.6% | backtest |
| Calendar Effect | Seasonality | +3.84% | +11.5% | +18.4% | backtest |
| Cycle Rhythm | Seasonality | +1.92% | +5.4% | +10.7% | backtest |
| Seasonal Weakness | Seasonality | +1.88% | +24.7% | +70.0% | backtest |
| Market Spillover | Cross-Market | +1.75% | +1.8% | +13.3% | backtest |
| Session Rhythm | Cross-Market | +0.12% | +2.3% | +16.8% | backtest |
| Policy Pulse | Macro Event | 0.00% | +3.9% | +16.9% | backtest |
| Policy Echo | Macro Event | 0.00% | −0.5% | +13.0% | backtest |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +25.4% | backtest |
| Seasonal Drift | Seasonality | −2.65% | +1.3% | +48.3% | backtest |
By strategy category (Aug 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Seasonality | 5 | +1.92% | +7.95% | +34.76% |
| Event-Driven | 4 | +11.48% | +13.48% | +23.10% |
| Trend | 1 | +22.18% | +22.18% | +22.18% |
| Cross-Market | 2 | +0.93% | +0.93% | +1.75% |
| Macro Event | 2 | 0.00% | 0.00% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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