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Bitcoin · Daily Aggressive BTC-USD

Strategy
Conviction-weightedbacktest from 2020live since Jun 2026
Contact30-day delay · through Sep 9, 2026. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position.
Track record · 1Y 30-day delay. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position.
+54.20%
Total return
1Y · backtest → live
+54.20%
CAGR
vs BTC -29.81%
+84.0%
Alpha vs BTC
excess return
1.49
Sharpe
risk-adjusted
-14.12%
Max drawdown
peak-to-trough
5.87
Profit factor
gross win / gross loss
+2.27%
Avg trade
daily rebalance

Equity, drawdown & allocation

Cumulative return over Feb 2020 → Sep 2026 · ~7 years · backtest → live · log scale
Equity curve1Y +54.20%
Strategy BTC buy & hold
0%
Underwater drawdown · worst -14.12%
Target allocation · 149 decisions in view
0%50%100%
Sep ’25Dec ’25Mar ’26Jun ’26Sep ’26

Returns by horizon

trailing windows ending Sep 9, 2026
WindowReturnSharpeMax DDTrades
3M+23.89%2.97-5.43%0
YTD+46.47%1.81-13.47%8
1Y+54.20%1.49-14.12%18
3Y+1,039%2.30-16.28%32
5Y+5,629%2.29-16.28%51

Yearly returns

strategy vs BTC · compounded per calendar year · first / last year partial
+444%
+199%
2020
+769%
+60%
2021
+76%
-64%
2022
+211%
+156%
2023
+223%
+121%
2024
+45%
-6%
2025
+46%
-11%
2026
StrategyBTC

Monthly returns

LossGain
JFMAMJJASONDYR
2020-10343410-3243-8284347+444
202133503981711261624721+769
2022022110119-251130+76
2023370312-312-3-3530912+211
202414427-6905461237-3+223
20258-1-281128-34-324+45
20262-7119-131230+46

Allocation history

target long weight over time · the current allocation is withheld
DateTarget weightChange
Aug 19, 2026100%+20 pts
Aug 17, 202680%−20 pts
Aug 16, 2026100%+20 pts
Aug 12, 202680%−20 pts
Aug 11, 2026100%+20 pts
Aug 8, 202680%−20 pts
Aug 7, 2026100%+20 pts
Aug 6, 202680%−20 pts
Aug 4, 2026100%+20 pts
Aug 3, 202680%+20 pts
Aug 2, 202660%−20 pts
Jul 31, 202680%+20 pts
Jul 28, 202660%+20 pts
Jul 27, 202640%−40 pts
Jul 26, 202680%+40 pts
Jul 24, 202640%−60 pts
Jul 23, 2026100%+20 pts
Jul 20, 202680%−20 pts
Jul 19, 2026100%+40 pts
Jul 18, 202660%+20 pts
Jul 17, 202640%−20 pts
Jul 13, 202660%+40 pts
Jul 10, 202620%−20 pts
Jul 9, 202640%+20 pts
Jul 2, 202620%−20 pts
Jun 30, 202640%+20 pts
Jun 29, 202620%−20 pts
Jun 28, 202640%+20 pts
Jun 26, 202620%−80 pts
Jun 25, 2026100%+80 pts
Jun 22, 202620%−80 pts
Jun 21, 2026100%+80 pts
Jun 17, 202620%−80 pts
Jun 16, 2026100%+80 pts
Jun 15, 202620%−80 pts
Jun 14, 2026100%+80 pts
Jun 13, 202620%−80 pts
Jun 9, 2026100%+80 pts
Jun 8, 202620%−80 pts
Jun 6, 2026100%+40 pts
Jun 5, 202660%+60 pts
Jun 2, 20260%−20 pts
Jun 1, 202620%−20 pts
May 30, 202640%+20 pts
May 24, 202620%−60 pts
May 23, 202680%+60 pts
May 22, 202620%−40 pts
May 20, 202660%+20 pts
May 19, 202640%−60 pts
May 18, 2026100%+40 pts
May 17, 202660%−20 pts
May 16, 202680%−20 pts
Apr 9, 2026100%+40 pts
Apr 8, 202660%−40 pts
Apr 7, 2026100%+20 pts
Apr 6, 202680%−20 pts
Apr 5, 2026100%+60 pts
Apr 4, 202640%−60 pts
Mar 28, 2026100%+80 pts
Mar 27, 202620%−20 pts
Mar 26, 202640%−20 pts
Mar 25, 202660%+20 pts
Mar 24, 202640%−60 pts
Mar 17, 2026100%+20 pts
Mar 16, 202680%−20 pts
Mar 7, 2026100%+80 pts
Mar 5, 202620%−80 pts
Mar 1, 2026100%+80 pts
Feb 28, 202620%−80 pts
Feb 26, 2026100%+80 pts
Feb 25, 202620%+20 pts
Feb 23, 20260%−40 pts
Feb 22, 202640%+40 pts
Feb 20, 20260%−100 pts
Feb 19, 2026100%+100 pts
Feb 16, 20260%−100 pts
Feb 15, 2026100%+100 pts
Feb 13, 20260%−100 pts
Feb 6, 2026100%+100 pts
Feb 4, 20260%−100 pts
Feb 3, 2026100%+60 pts
Feb 2, 202640%−60 pts
Feb 1, 2026100%+100 pts
Jan 26, 20260%−80 pts
Jan 24, 202680%+80 pts
Jan 23, 20260%−20 pts
Jan 18, 202620%−80 pts
Jan 17, 2026100%+40 pts
Jan 16, 202660%−40 pts
Jan 12, 2026100%+60 pts
Jan 10, 202640%−60 pts
Jan 9, 2026100%+60 pts
Jan 8, 202640%+20 pts
Jan 7, 202620%−40 pts
Jan 4, 202660%+20 pts
Jan 2, 202640%−40 pts
Jan 1, 202680%+60 pts
Dec 30, 202520%+20 pts
Dec 29, 20250%−20 pts
Dec 28, 202520%+20 pts
Dec 24, 20250%−40 pts
Dec 23, 202540%+40 pts
Dec 21, 20250%−20 pts
Dec 20, 202520%+20 pts
Dec 7, 20250%−100 pts
Dec 5, 2025100%+100 pts
Dec 4, 20250%−100 pts
Dec 3, 2025100%+100 pts
Dec 2, 20250%−80 pts
Dec 1, 202580%+80 pts
Nov 30, 20250%−20 pts
Nov 29, 202520%−80 pts
Nov 28, 2025100%+100 pts
Nov 27, 20250%−100 pts
Nov 25, 2025100%+100 pts
Nov 24, 20250%−100 pts
Nov 23, 2025100%+100 pts
Nov 15, 20250%−20 pts
Nov 14, 202520%+20 pts
Nov 12, 20250%−20 pts
Nov 10, 202520%−20 pts
Nov 9, 202540%+20 pts
Nov 4, 202520%−20 pts
Nov 3, 202540%−40 pts
Nov 2, 202580%+20 pts
Oct 30, 202560%+20 pts
Oct 28, 202540%+20 pts
Oct 27, 202520%−40 pts
Oct 26, 202560%−20 pts
Oct 23, 202580%+20 pts
Oct 22, 202560%−40 pts
Oct 20, 2025100%+20 pts
Oct 19, 202580%−20 pts
Oct 10, 2025100%+20 pts
Oct 9, 202580%−20 pts
Oct 8, 2025100%+20 pts
Oct 7, 202580%−20 pts
Oct 2, 2025100%+20 pts
Sep 30, 202580%−20 pts
Sep 29, 2025100%+20 pts
Sep 28, 202580%+20 pts
Sep 26, 202560%+20 pts
Sep 24, 202540%−20 pts
Sep 23, 202560%+20 pts
Sep 21, 202540%−60 pts
Sep 20, 2025100%+40 pts
Sep 16, 202560%+20 pts
Sep 11, 202540%−40 pts
Sep 9, 202580%+20 pts
Sep 4, 202560%−20 pts
Sep 3, 202580%+20 pts
Sep 2, 202560%+20 pts
Aug 30, 202540%−60 pts
Aug 29, 2025100%+40 pts
Aug 28, 202560%+20 pts
Aug 24, 202540%+20 pts
Aug 23, 202520%−20 pts
Aug 19, 202540%+20 pts
Aug 18, 202520%−60 pts
Aug 17, 202580%+40 pts
Aug 15, 202540%−20 pts
Aug 14, 202560%−40 pts
Aug 10, 2025100%+40 pts
Aug 8, 202560%−20 pts
Aug 7, 202580%+20 pts
Aug 6, 202560%+20 pts
Aug 5, 202540%−20 pts
Aug 4, 202560%−20 pts
Aug 2, 202580%+40 pts
Aug 1, 202540%−40 pts
Jul 31, 202580%−20 pts
Jul 6, 2025100%+20 pts
Jul 5, 202580%−20 pts
Jul 1, 2025100%+20 pts
Jun 30, 202580%−20 pts
Jun 24, 2025100%+20 pts
Jun 19, 202580%−20 pts
Apr 19, 2025100%+40 pts
Apr 18, 202560%+20 pts
Apr 17, 202540%−40 pts
Apr 15, 202580%+20 pts
Apr 14, 202560%+20 pts
Apr 13, 202540%−20 pts
Apr 12, 202560%+20 pts
Apr 11, 202540%+20 pts
Apr 7, 202520%−80 pts
Apr 5, 2025100%+80 pts
Apr 3, 202520%−80 pts
Apr 2, 2025100%+80 pts
Apr 1, 202520%−20 pts
Mar 31, 202540%+20 pts
Mar 28, 202520%−80 pts
Mar 24, 2025100%+80 pts
Mar 21, 202520%−40 pts
Mar 20, 202560%+40 pts
Mar 18, 202520%−40 pts
Mar 17, 202560%+20 pts
Mar 16, 202540%−40 pts
Mar 15, 202580%−20 pts
Mar 14, 2025100%—
30-day delay · through Sep 9, 2026. Published with a 30-day delay: every figure runs up to 30 days ago, so nothing here shows a current position. nothing here shows a current positionContact

A backtest is a hypothesis, not a promise — and this one is a survivor of a large automated search, so selection inflates it by construction. What matters is the live track since go-live, shown here beside it. Figures combine backtested and early-live periods, net of modeled fees and slippage, with max drawdown shown. The current signal and position are never shown: the record ends 30 days before today. Live signals are available to clients. Past performance is not indicative of future results. Not investment advice, a recommendation, or an offer of any security or service.

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Systematic trading-strategy research on crypto and US equities — backtests published as hypotheses, then tracked live against the record.

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© 2026 Solius Alpha. All rights reserved. Performance combines backtested periods with forward tracking from each model's promotion date (modeled fills and costs, not live execution); past performance is not indicative of future results. Informational only — not investment advice or a solicitation. Trading involves risk, including loss of capital.