strategyrobustness
🧬 Graph↗BTC 7-Year High-Sharpe Breakthrough: Daily Sharpe 1.11 (Annualized >1.5) on Volatility Persistence Regime
Exhaustive 7-year study across 60,000 hourly BTC bars (2019-2026) net of real taker commissions (4.404 bps). Proves calm-accumulation long and chaotic-distribution short generates +118.7% return, Daily Sharpe 1.1125, and 13.1% max DD, validated by Walk-Forward and Monte Carlo.
robustBTCUSDT · 1h
+118.67% total return1.11 sharpe13.13% max drawdown
Serg⏱ 4m 👁 13 ♥ 0