Performance of one of my Momentum strategies 2026

The universe is just BTC & ETH and something's i put in more coins in the model according to my understanding of the regime When running this with Momentum 2 + Carry + A directional mean reversion and an intraday strategy the overall portfolio looks quite cool

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u/One-Adhesiveness-138 1 2 days ago

Doesn't look like it trades very frequently Is this walk forward or IS?
u/SubjectFalse9166 OP 1 2 days ago

Rebalances daily , just asked Claude to compile the pnl of this strategy alone and give a PNG It’s live data btw
u/CompetitiveStoic 1 2 days ago

This is quite an unhealthy equity curve. Are you aware that 50% of your profits came from a single trade / day beginning of February, and then the strategy did nothing for 4 months?
u/SubjectFalse9166 OP 1 2 days ago

Doesn’t really matter it’s my portfolio , not really for pitching a fund , something that runs carefree on an account of mine with other stuff
u/declanaussie 1 2 days ago

\> posts results of a strategy on a public forum \> gets feedback \> “doesn’t really matter, it’s my portfolio” ???
u/SubjectFalse9166 OP 1 2 days ago

I realised, replied to it below , it was a good point
u/SubjectFalse9166 OP 1 2 days ago

And i understand your point , but I know the behind that , if you see it hasn’t done much in the chop chop , as expected from a momentum strategy , but the mean reversion strategy curves tell a different story , or my discretionary add ons