Conservative
Blue-chip bias, only the highest-conviction signals — up to 12 positions, holds more cash when signals are weak. Lowest risk.
Portfolio value
€10,969.05
from €10,000.00 on Mar 1, 2026
Updated 27 hours ago
Total return
+€969.05
Live since launch
-6.94%
out-of-sample · 136d tracked
Since inception
Win rate
40%
Max drawdown
−37.0%
Sharpe
0.51
Avg hold
19d
Best trade
+108%
Closed trades
123
Simulated portfolio. No real capital is deployed — trades execute against historical and live prices off our public signals, with modeled slippage. Past performance doesn't predict future results. Not financial advice.
Portfolio value over time
Performance left of the green line is a backtested replay of historical signals; right of it is tracked live, trade by trade. Simulated — not financial advice.
How this strategy trades
The rules the engine enforces — every buy and sell follows them, with no manual overrides.
Positions are held at least their entry signal's backtested horizon (RSI ≈ 7d, MACD ≈ 14d, golden cross ≈ 30d), then exit on take-profit, a faded-momentum lock above +12%, a signal reversal (score ≤ −15 or death cross), or the hard stop.
Current holdings
7 positions
PEPE
216,538,635.4209 @ $0.000005
€1,115.17
10.2%
TRX
3,006.4469 @ $0.335836
€1,007.75
9.2%
BCH
3.1702 @ $297.14
€898.97
8.2%
ASTER
1,310.911 @ $0.715596
€888.18
8.1%
ENA
4,489.7831 @ $0.209744
€835.77
7.6%
ALGO
8,640.0088 @ $0.126128
€810.48
7.4%
TAO
3.4944 @ $304.46
€804.58
7.3%
Cash
Uninvested
€4,608.15
42.0%
Performance breakdown
Performance analytics
Risk-adjusted, not just total return. The numbers a systematic trader checks before trusting a curve — and the drawdown chart that shows the pain a smooth equity line hides.
Computed from 123 closed trades over 242 days. Annualised ratios (Sharpe, Sortino, Calmar, volatility, CAGR) project a short sample forward — read them as directional, not a promise. They firm up as the live track record grows.
Sortino (ann.)
0.73
Calmar (ann.)
0.35
Volatility (ann.)
+40.1%
CAGR (ann.)
+13.1%
Profit factor
1.17
Payoff ratio
1.94
Expectancy / trade
+2.2%
Current drawdown
−19.7%
Avg win
+25.5%
Avg loss
-13.2%
Best win streak
11 trades
Worst loss streak
13 trades
Drawdown (underwater)
How far below the prior peak the portfolio sat each day. Depth is the loss you'd have stomached; width is how long you'd have waited to get back to even.
Monthly returns
5/8 green monthsMar 26
+2.8%
Apr 26
+9.3%
May 26
+15.7%
Jun 26
-23.9%
Jul 26
-10.5%
Aug 26
+12.0%
Sep 26
+26.8%
Oct 26 ·
-13.8%
Chained off each prior month's close. The latest month (·) is still running.
Trade outcomes
123 closedThe distribution of every closed trade's %P/L — the shape the win rate flattens into a single number.
Copy this strategy
Mirror every Conservative trade — scaled to your capital — the moment the agent moves.
- Telegram alertsInstant push to your chat
- Email alertsA clean trade summary in your inbox
- Website notificationsShown the next time you visit
Trade ledger
253 trades · every move with the signal that triggered it.
1 recent trade locked
The latest 48 hours of moves are for premium members. The rest of the track record is open.
Showing 12 of 253
7068f8f3cd22137bCompare the other strategies
Same signal engine, different risk appetite. See how Conservative stacks up.
Aggressive
Portfolio value
€10.9K
Trades
123
Holdings
5
Top positions
PEPE 22%TRX 21%
ZEC 20%ASTER 19%Updated 27 hours ago
Balanced
Portfolio value
€10.8K
Trades
191
Holdings
7
Top positions
PEPE 15%TRX 14%ZEC 13%BCH 13%Updated 27 hours ago
Methodology & limitations
We'd rather under-claim than oversell. Exactly how the numbers are produced — and what they don't account for.
- No look-ahead
- Each day's decision uses only price data available up to that day. The engine can never see the future.
- Real signals
- Buys and sells fire on the same published RSI / MACD / moving-average rules as the live screener — no secret model.
- Slippage
- Every fill takes a cost haircut scaled to the coin's liquidity tier, so prices aren't idealised.
- Survivorship
- The backtested span trades today's tracked universe (≈ top-50 liquid, Binance-listed coins). Names that have since dropped out aren't represented, which can flatter backtested returns. Live-tracked results from launch are unaffected.
- Mislabelled trades, March to September 2026
- Twenty trades were booked under four tickers (FIGR_HELOC, M, U, 币安人生) whose price feed was returning Bitcoin's prices, so they behaved like Bitcoin trades under other names. They stay in the ledger unedited. The four tickers were removed from the universe on 2 October 2026.
- Costs not captured
- Exchange trading fees, funding, taxes and large-order market impact are not deducted — real net returns would be lower.
- Simulated
- No capital is deployed and no orders are routed. Past performance doesn't predict future results. Not financial advice.
Want these moves the moment they happen?
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