BTC$67500.00+0.00%
ΞETH$3450.00+0.00%
SOL$178.00+0.00%
XRP$0.6200+0.00%
ADA$0.4500+0.00%
ÐDOGE$0.0820+0.00%
🔺AVAX$38.50+0.00%
DOT$7.85+0.00%
LINK$14.20+0.00%
MATIC$0.7200+0.00%
🥇XAU$2340.00+0.00%
🥈XAG$27.50+0.00%
BTC$67500.00+0.00%
ΞETH$3450.00+0.00%
SOL$178.00+0.00%
XRP$0.6200+0.00%
ADA$0.4500+0.00%
ÐDOGE$0.0820+0.00%
🔺AVAX$38.50+0.00%
DOT$7.85+0.00%
LINK$14.20+0.00%
MATIC$0.7200+0.00%
🥇XAU$2340.00+0.00%
🥈XAG$27.50+0.00%
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⚔️

Customize Metal-Crypto Momentum Pair

L/S relative momentum

high

Strategy Parameters

Momentum PeriodLookback for momentum calc
Rebalance FrequencyDays between rebalances
LeverageL/S leverage multiplier

Estimated Performance

Monthly Return+6.8%
Sharpe Ratio1.34
Max Drawdown-22.4%
Win Rate53.4%

Risk Assessment

LowMediumHigh

Assets

XAUXAGBTCETHSOL
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