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Sample strategy — fictitious dataSimulated performance · gross of fees
Digital Momentum
Crypto momentum · by Sample Provider E
Directional momentum positions in Bitcoin and Ethereum.
- Since start
- −39.0%
- Annualised
- −18.5%
- Max drawdown
- −56.3%
- Volatility (ann.)
- 42.4%
- Risk level
- High
- Track record
- 29 months
Performance
Source: generated sample series (not real trading) · Basis: simulated · Returns shown gross of fees.
−19.5%
12-month return · max drawdown −37.1%
Drawdown from peak
Oct 25Sept 26
Monthly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | — | — | — | 5.9 | -12.1 | 13.1 | -14.1 | -3.9 | 4.1 | 18.6 | 16.4 | 24.9% |
| 2025 | -3.8 | 9.3 | 6.4 | -4.1 | -5.6 | -0.7 | 10.4 | -26.1 | -26.0 | 7.0 | 3.4 | 15.7 | -22.4% |
| 2026 | -2.7 | -4.4 | -28.9 | 2.0 | 2.2 | -0.3 | 5.1 | -12.4 | -0.4 | — | — | — | -37.1% |
Winning months: 14 · Losing months: 15 · Best: +18.6% · Worst: −28.9% · Period May 24 – Sept 26
Methodology
Trend filters on 4-hour and daily charts; position size cut in high-volatility regimes.
Instruments traded
- Bitcoin
- Ethereum
About the provider
Fictitious sample provider used for interface testing.