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OPUSDTMean reversion

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Trades price exhaustion and subsequent mean reversion.

Shortopusdt-d709905310

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)84.95%

NET RETURN1,372.64%

MAX MARK DRAWDOWN45.87%

BTC BUY & HOLD159.84%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution PRO replay.

Strategy profile

Direction: Short
BTC filter: No
Protective stop: Trailing volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-06-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 440
Profitable trades: 40.68%
Best calendar month: 78.32%
Worst calendar month: -30.49%
Longest daily underwater spell: 158 days
Daily return volatility: 3.30%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022—————0.0%15.1%-2.1%3.9%27.0%-5.0%15.7%2023-17.0%10.2%-5.5%7.7%17.3%14.6%-8.7%1.6%1.5%15.1%-10.2%-9.8%202441.2%-30.5%22.2%8.9%8.5%-0.6%22.5%4.7%-6.6%4.5%-25.0%51.7%2025-3.1%-5.4%38.4%18.9%-0.9%9.1%-14.5%-18.8%-5.9%78.3%-3.2%1.7%202614.7%45.4%-0.1%-13.5%14.6%3.3%3.2%11.7%18.0%-5.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	63.38%	-47.73%
2023	9.77%	155.62%
2024	100.72%	121.29%
2025	87.17%	-6.33%
2026	118.55%	-6.18%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

PRO pro-fast historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Active means currently in use; it does not establish safety or strategy quality. Daily analytics use QuantStats; headline financial metrics retain PRO evidence. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.