Monthly performance report
Oct 2026 strategy returns
In Oct 2026, 15 systematic crypto strategies recorded a median return of 0.00% (mean +2.69%) on fixed capital, with 6 of 11 active strategies finishing positive while Bitcoin moved −7.24%.
- Median return
- 0.00%
- Positive / active
- 6 / 11
- Best / worst
- +23.4%
- Bitcoin benchmark
- −7.24%
Mean: +2.69%
4 flat (15 total)
Worst: −3.0%
Buy and hold (Oct 2026)
Strategy returns in Oct 2026
Trailing 3M and 12M figures are measured through Oct 2026 on fixed capital.
| Strategy | Category | Oct 2026 | Trailing 3M | Trailing 12M | Source |
|---|---|---|---|---|---|
| Event Expectations | Event-Driven | +23.39% | +38.3% | +229.3% | live |
| Event Repricing | Event-Driven | +8.07% | +55.6% | +196.2% | live |
| Seasonal Drift | Seasonality | +6.94% | +1.2% | +46.5% | live |
| Seasonal Weakness | Seasonality | +3.04% | +11.4% | +65.1% | live |
| Conditional Drift | Event-Driven | +2.79% | +18.5% | +137.2% | live |
| Calendar Effect | Seasonality | +2.18% | +6.0% | +23.1% | live |
| Policy Echo | Macro Event | 0.00% | +1.2% | +9.4% | live |
| Market Spillover | Cross-Market | 0.00% | +1.8% | +13.3% | live |
| Session Rhythm | Cross-Market | 0.00% | −0.1% | +14.5% | live |
| Stress Reversion | Contrarian | 0.00% | 0.0% | +6.4% | live |
| Event Echo | Event-Driven | −0.46% | +28.5% | +101.9% | live |
| Cycle Rhythm | Seasonality | −0.46% | +1.5% | +13.4% | live |
| Policy Pulse | Macro Event | −0.51% | +0.4% | +11.1% | live |
| Seasonal Strength | Seasonality | −1.59% | +37.2% | +73.7% | live |
| Trend Following | Trend | −3.00% | +19.9% | +38.4% | backtest |
By strategy category (Oct 2026)
| Category | Strategies | Median return | Mean return | Top strategy return |
|---|---|---|---|---|
| Event-Driven | 4 | +5.43% | +8.45% | +23.39% |
| Seasonality | 5 | +2.18% | +2.02% | +6.94% |
| Macro Event | 2 | −0.25% | −0.25% | 0.00% |
| Cross-Market | 2 | 0.00% | 0.00% | 0.00% |
| Contrarian | 1 | 0.00% | 0.00% | 0.00% |
| Trend | 1 | −3.00% | −3.00% | −3.00% |
Explore the full 24-month track record
Compare all strategies in the portfolio simulator or apply by email for strategy rules.