Strategy Performance — Monthly Returns by Exchange
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◆ Binance Since Nov 2023
| Period |
Monthly% |
IR Ann. |
MDD% |
| 2023-11 | 0.60 | 1.00 | 3.10 |
| 2023-12 | 48.30 | 11.60 | 4.00 |
| 2024-01 | 28.80 | 6.88 | 6.30 |
| 2024-02 | 21.00 | 7.10 | 3.70 |
| 2024-03 | 26.80 | 9.65 | 3.50 |
| 2024-04 | −13.70 | −5.68 | 17.30 |
| 2024-05 | 7.10 | 3.23 | 6.00 |
| 2024-06 | 15.50 | 7.24 | 4.90 |
| 2024-07 | 8.90 | 4.89 | 4.80 |
| 2024-08 | 11.80 | 3.86 | 5.70 |
| 2024-09 | 26.30 | 10.85 | 3.20 |
| 2024-10 | 13.60 | 3.16 | 7.80 |
| 2024-11 | 16.90 | 4.84 | 7.60 |
| 2024-12 | 1.40 | 0.33 | 10.70 |
| 2025-01 | −3.50 | −0.72 | 21.30 |
| 2025-02 | 9.30 | 2.49 | 11.10 |
| 2025-03 | 33.20 | 6.94 | 5.20 |
| 2025-04 | 3.00 | 0.60 | 10.60 |
| 2025-05 | −3.30 | −0.99 | 7.10 |
| 2025-06 | 17.60 | 4.84 | 7.50 |
| 2025-07 | 18.00 | 4.47 | 10.70 |
| 2025-08 | 12.58 | 2.60 | 13.30 |
| 2025-09 | 16.24 | 2.90 | 17.60 |
| 2025-10 | −8.07 | −1.15 | 22.95 |
| 2025-11 | 30.45 | 3.59 | 23.60 |
| 2025-12 | 26.39 | 4.87 | 9.48 |
| 2026-01 | −0.11 | −0.23 | 4.35 |
| Total | 13.52 | 3.30 | 24.45 |
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◆ OKX Since Nov 2023
| Period |
Monthly% |
IR Ann. |
MDD% |
| 2023-11 | 0.80 | 1.94 | 1.80 |
| 2023-12 | 44.60 | 8.21 | 5.50 |
| 2024-01 | 27.20 | 8.74 | 4.60 |
| 2024-02 | 23.50 | 8.57 | 6.70 |
| 2024-03 | 16.10 | 4.17 | 10.10 |
| 2024-04 | −8.40 | −3.88 | 12.20 |
| 2024-05 | 6.80 | 2.51 | 5.40 |
| 2024-06 | 17.40 | 6.56 | 4.30 |
| 2024-07 | 19.80 | 11.22 | 2.60 |
| 2024-08 | 6.30 | 2.87 | 4.70 |
| 2024-09 | 18.20 | 10.48 | 2.50 |
| 2024-10 | 4.40 | 1.30 | 8.00 |
| 2024-11 | 1.40 | 0.43 | 12.00 |
| 2024-12 | 3.60 | 1.03 | 9.10 |
| 2025-01 | 6.40 | 1.79 | 13.10 |
| 2025-02 | 17.30 | 6.24 | 5.00 |
| 2025-03 | 15.90 | 4.86 | 4.40 |
| 2025-04 | 20.70 | 3.13 | 15.40 |
| 2025-05 | 16.90 | 3.86 | 10.30 |
| 2025-06 | 2.50 | 0.86 | 6.00 |
| 2025-07 | 1.20 | 0.45 | 7.80 |
| 2025-08 | 3.00 | 1.00 | 9.01 |
| 2025-09 | −12.58 | −4.79 | 20.21 |
| 2025-10 | −2.92 | −0.73 | 21.01 |
| 2025-11 | −1.42 | −0.29 | 14.41 |
| 2025-12 | 32.23 | 5.60 | 13.34 |
| 2026-01 | 9.87 | 28.35 | 0.00 |
| Total | 10.77 | 3.15 | 34.86 |
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◆ Bybit Since Apr 2025
| Period |
Monthly% |
IR Ann. |
MDD% |
| 2025-04 | −3.56 | −0.80 | 8.70 |
| 2025-05 | 0.88 | 0.23 | 8.70 |
| 2025-06 | 15.17 | 4.43 | 6.49 |
| 2025-07 | 8.47 | 3.79 | 7.32 |
| 2025-08 | 16.86 | 5.27 | 4.30 |
| 2025-09 | 2.59 | 0.57 | 17.21 |
| 2025-10 | −2.41 | −0.31 | 17.79 |
| 2025-11 | 19.32 | 2.08 | 25.11 |
| 2025-12 | 41.82 | 6.82 | 6.05 |
| 2026-01 | 4.22 | 11.78 | 1.52 |
| Total | 10.34 | 2.07 | 38.98 |
◆ Mixed Portfolio 3:2:1 ratio
Binance × 3 · OKX × 2 · Bybit × 1
Correlation Binance/OKX: ~0.4
| Avg Monthly Return | 12.49% |
| IR (Annualised) | 3.83 |
| Daily Return (bp) | 43.68 |
| Hit Ratio | 59.07% |
| Monthly MDD | 21.34% |
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DISCLAIMER: THIS IS A MARKETING COMMUNICATION. PLEASE ENSURE A COMPLETE UNDERSTANDING OF THE RISKS AND SEEK THIRD PARTY ADVICE INCLUDING TAX ADVICE. If you are not a professional investor, please disregard this document. Past performance and figures shown do not guarantee future results. Target returns are aspirational only. Crypto assets involve significant risks including extreme volatility, potential total capital loss, and limited regulatory oversight. THE STRATEGY IS NOT MANAGED AGAINST ANY BENCHMARK.