Sleeves: flagship, eth_gate60, btc_gate60, etftrend Panel span: 2006-12-01 .. 2026-08-24
Sleeve correlations (full overlap)
flagship eth_gate60 btc_gate60 etftrend
flagship 1.00 0.09 0.07 0.40 eth_gate60 0.09 1.00 0.65 0.17 btc_gate60 0.07 0.65 1.00 0.14 etftrend 0.40 0.17 0.14 1.00
Window: FULL (crypto flat pre-listing)
series cagr sharpe maxdd cal val
flagship 0.189 1.019 -0.308 3.347 5.956
eth_gate60 0.249 0.701 -0.363 0.634 1.130
btc_gate60 0.172 0.618 -0.297 0.250 0.952
etftrend 0.049 0.591 -0.272 0.676 0.476
EQ-weight combo 0.152 1.039 -0.204 2.011 4.412 inv-vol combo 0.121 0.699 -0.326 1.331 3.070
Window: LIVE 2021-2026 (all sleeves trading)
series cagr sharpe maxdd cal val
flagship 0.279 1.264 -0.194 0.543 1.572
eth_gate60 0.249 0.701 -0.363 0.634 1.130
btc_gate60 0.172 0.618 -0.297 0.250 0.952
etftrend 0.027 0.335 -0.272 -0.129 0.334
EQ-weight combo 0.272 1.173 -0.180 0.681 1.305 inv-vol combo 0.217 0.711 -0.326 0.521 0.991
ALL DONE