Monthly performance report
Sep 2026 strategy returns
In Sep 2026, 15 systematic crypto strategies recorded a median return of +0.90% (mean +4.21%) on fixed capital, with 9 of 11 active strategies finishing positive while Bitcoin moved +6.40%.
- Median return
- +0.90%
- Positive / active
- 9 / 11
- Best / worst
- +24.4%
- Bitcoin benchmark
- +6.40%
Mean: +4.21%
4 flat (15 total)
Worst: −3.0%
Buy and hold (Sep 2026)
Strategy returns in Sep 2026
Trailing 3M and 12M figures are measured through Sep 2026 on fixed capital.
| Strategy | Category | Sep 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Repricing | Event-Driven | +24.38% | +58.1% | +261.2% | backtest + live |
| Event Echo | Event-Driven | +15.64% | +37.1% | +126.6% | backtest + live |
| Conditional Drift | Event-Driven | +7.85% | +28.1% | +134.4% | backtest + live |
| Seasonal Weakness | Seasonality | +6.47% | +13.2% | +79.6% | backtest + live |
| Event Expectations | Event-Driven | +5.25% | +45.9% | +223.1% | backtest + live |
| Seasonal Strength | Seasonality | +3.98% | +40.9% | +101.6% | backtest + live |
| Policy Echo | Macro Event | +1.20% | −0.9% | +12.4% | backtest + live |
| Policy Pulse | Macro Event | +0.90% | +0.5% | +16.6% | backtest + live |
| Trend Following | Trend | +0.75% | +18.7% | +38.9% | backtest |
| Cycle Rhythm | Seasonality | 0.00% | +5.4% | +10.7% | backtest + live |
| Calendar Effect | Seasonality | 0.00% | +7.7% | +18.4% | backtest + live |
| Market Spillover | Cross-Market | 0.00% | +1.8% | +13.3% | backtest + live |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +25.4% | backtest + live |
| Session Rhythm | Cross-Market | −0.21% | +0.2% | +16.4% | backtest + live |
| Seasonal Drift | Seasonality | −3.05% | −4.7% | +43.7% | backtest + live |
By strategy category (Sep 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +11.74% | +13.28% | +24.38% |
| Seasonality | 5 | 0.00% | +1.48% | +6.47% |
| Macro Event | 2 | +1.05% | +1.05% | +1.20% |
| Trend | 1 | +0.75% | +0.75% | +0.75% |
| Cross-Market | 2 | −0.11% | −0.11% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
Explore the full 24-month track record
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