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XRPUSDTMean reversion

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Trades price exhaustion and subsequent mean reversion.

Shortxrpusdt-5ebeddd7ce

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)46.44%

NET RETURN521.28%

MAX MARK DRAWDOWN53.06%

BTC BUY & HOLD77.84%

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: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 434
Profitable trades: 28.80%
Best calendar month: 36.92%
Worst calendar month: -13.50%
Longest daily underwater spell: 947 days
Daily return volatility: 2.46%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202226.0%17.2%-3.9%32.2%0.8%21.3%-11.1%6.5%-2.0%10.0%-12.8%4.9%2023-13.2%4.0%-13.5%-9.1%-4.5%4.3%-0.9%13.7%-7.1%-10.8%-6.7%-5.2%202421.0%-10.7%14.2%7.3%0.6%3.9%-13.0%26.0%0.2%17.5%-11.6%13.4%2025-0.5%36.9%-7.2%-5.4%11.6%1.2%-8.4%25.9%-11.7%9.4%3.9%6.9%202621.9%16.5%-3.0%-5.8%-0.6%16.5%-4.2%4.6%1.9%8.3%——

Calendar-year performance

Period	Strategy	BTC hold
2022	114.06%	-64.22%
2023	-41.60%	155.62%
2024	79.04%	121.29%
2025	67.05%	-6.33%
2026	66.17%	-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.