1339 common days | fees 5bps/side both legs | decision on completed day, fill next close (conservative)
Most mean-reverting ratios (half-life, days)
- AVAX/ADA: infd
- AVAX/DOGE: infd
- BTC/ADA: infd
- BTC/AVAX: infd
- BTC/DOGE: infd
- BTC/LINK: infd
| Pair | Variant | Zlook | Zenter | Hold | Trades | Ret | WR | PF |
|---|---|---|---|---|---|---|---|---|
| AVAX/ADA fade | 60 | 1.5 | 10 | 346 | +2.5% | 49% | 0.91 | |
| AVAX/ADA RIDE | 60 | 1.5 | 10 | 59 | -10.5% | 42% | 0.94 | |
| AVAX/ADA fade | 60 | 1.5 | 20 | 346 | +2.5% | 49% | 0.91 | |
| AVAX/ADA RIDE | 60 | 1.5 | 20 | 40 | -10.5% | 48% | 0.80 | |
| AVAX/ADA fade | 60 | 2.0 | 10 | 153 | +4.4% | 52% | 0.85 | |
| AVAX/ADA RIDE | 60 | 2.0 | 10 | 34 | -10.5% | 35% | 0.73 | |
| AVAX/ADA fade | 60 | 2.0 | 20 | 153 | +4.4% | 52% | 0.85 | |
| AVAX/ADA RIDE | 60 | 2.0 | 20 | 27 | -10.5% | 30% | 0.71 | |
| AVAX/ADA fade | 120 | 1.5 | 10 | 307 | +8.5% | 49% | 0.93 | |
| AVAX/ADA RIDE | 120 | 1.5 | 10 | 46 | -10.5% | 43% | 0.75 | |
| AVAX/ADA fade | 120 | 1.5 | 20 | 307 | +8.5% | 49% | 0.93 | |
| AVAX/ADA RIDE | 120 | 1.5 | 20 | 31 | -16.8% | 39% | 0.69 | |
| AVAX/ADA fade | 120 | 2.0 | 10 | 168 | +2.5% | 49% | 0.82 | |
| AVAX/ADA RIDE | 120 | 2.0 | 10 | 28 | -10.5% | 36% | 0.75 | |
| AVAX/ADA fade | 120 | 2.0 | 20 | 168 | +2.5% | 49% | 0.82 | |
| AVAX/ADA RIDE | 120 | 2.0 | 20 | 21 | -16.8% | 29% | 0.56 | |
| AVAX/DOGE fade | 60 | 1.5 | 10 | 310 | +8.1% | 53% | 0.87 | |
| AVAX/DOGE RIDE | 60 | 1.5 | 10 | 58 | -8.9% | 29% | 0.74 | |
| AVAX/DOGE fade | 60 | 1.5 | 20 | 310 | +8.1% | 53% | 0.87 | |
| AVAX/DOGE RIDE | 60 | 1.5 | 20 | 42 | -2.7% | 29% | 0.76 | |
| AVAX/DOGE fade | 60 | 2.0 | 10 | 149 | +5.3% | 51% | 0.74 | |
| AVAX/DOGE RIDE | 60 | 2.0 | 10 | 34 | -18.5% | 35% | 0.88 | |
| AVAX/DOGE fade | 60 | 2.0 | 20 | 149 | +5.3% | 51% | 0.74 | |
| AVAX/DOGE RIDE | 60 | 2.0 | 20 | 27 | -7.1% | 26% | 0.89 | |
| AVAX/DOGE fade | 120 | 1.5 | 10 | 349 | +8.1% | 49% | 0.79 | |
| AVAX/DOGE RIDE | 120 | 1.5 | 10 | 53 | -7.2% | 38% | 0.87 | |
| AVAX/DOGE fade | 120 | 1.5 | 20 | 349 | +8.1% | 49% | 0.79 | |
| AVAX/DOGE RIDE | 120 | 1.5 | 20 | 33 | -1.0% | 30% | 0.78 | |
| AVAX/DOGE fade | 120 | 2.0 | 10 | 178 | +8.1% | 51% | 0.69 | |
| AVAX/DOGE RIDE | 120 | 2.0 | 10 | 30 | -7.2% | 37% | 1.25 | |
| AVAX/DOGE fade | 120 | 2.0 | 20 | 178 | +8.1% | 51% | 0.69 | |
| AVAX/DOGE RIDE | 120 | 2.0 | 20 | 20 | -1.0% | 35% | 1.35 | |
| BTC/ADA fade | 60 | 1.5 | 10 | 435 | +1.5% | 43% | 0.72 | |
| BTC/ADA RIDE | 60 | 1.5 | 10 | 68 | -23.6% | 59% | 1.09 | |
| BTC/ADA fade | 60 | 1.5 | 20 | 435 | +1.5% | 43% | 0.72 | |
| BTC/ADA RIDE | 60 | 1.5 | 20 | 43 | -23.1% | 49% | 1.01 | |
| BTC/ADA fade | 60 | 2.0 | 10 | 198 | -0.0% | 43% | 0.71 | |
| BTC/ADA RIDE | 60 | 2.0 | 10 | 37 | +6.4% | 59% | 1.49 | |
| BTC/ADA fade | 60 | 2.0 | 20 | 198 | -0.0% | 43% | 0.71 | |
| BTC/ADA RIDE | 60 | 2.0 | 20 | 27 | +14.9% | 59% | 1.64 | |
| BTC/ADA fade | 120 | 1.5 | 10 | 410 | +3.6% | 44% | 0.73 | |
| BTC/ADA RIDE | 120 | 1.5 | 10 | 56 | -2.6% | 55% | 1.18 | |
| BTC/ADA fade | 120 | 1.5 | 20 | 410 | +3.6% | 44% | 0.73 | |
| BTC/ADA RIDE | 120 | 1.5 | 20 | 33 | -7.9% | 48% | 1.53 | |
| BTC/ADA fade | 120 | 2.0 | 10 | 198 | +1.5% | 43% | 0.67 | |
| BTC/ADA RIDE | 120 | 2.0 | 10 | 30 | -21.5% | 63% | 1.25 | |
| BTC/ADA fade | 120 | 2.0 | 20 | 198 | +1.5% | 43% | 0.67 | |
| BTC/ADA RIDE | 120 | 2.0 | 20 | 20 | -5.2% | 55% | 1.44 | |
| BTC/AVAX fade | 60 | 1.5 | 10 | 448 | +1.9% | 46% | 0.76 | |
| BTC/AVAX RIDE | 60 | 1.5 | 10 | 66 | -1.4% | 47% | 1.38 | |
| BTC/AVAX fade | 60 | 1.5 | 20 | 448 | +1.9% | 46% | 0.76 | |
| BTC/AVAX RIDE | 60 | 1.5 | 20 | 43 | +5.2% | 53% | 1.49 | |
| BTC/AVAX fade | 60 | 2.0 | 10 | 202 | +5.7% | 48% | 0.76 | |
| BTC/AVAX RIDE | 60 | 2.0 | 10 | 36 | -1.4% | 47% | 1.14 | |
| BTC/AVAX fade | 60 | 2.0 | 20 | 202 | +5.7% | 48% | 0.76 | |
| BTC/AVAX RIDE | 60 | 2.0 | 20 | 28 | +5.2% | 50% | 0.74 | |
| BTC/AVAX fade | 120 | 1.5 | 10 | 452 | +6.7% | 47% | 0.77 | |
| BTC/AVAX RIDE | 120 | 1.5 | 10 | 64 | -3.0% | 53% | 1.79 | |
| BTC/AVAX fade | 120 | 1.5 | 20 | 452 | +6.7% | 47% | 0.77 | |
| BTC/AVAX RIDE | 120 | 1.5 | 20 | 34 | +0.7% | 62% | 1.85 | |
| BTC/AVAX fade | 120 | 2.0 | 10 | 187 | +5.7% | 51% | 0.91 | |
| BTC/AVAX RIDE | 120 | 2.0 | 10 | 30 | -1.4% | 50% | 1.50 | |
| BTC/AVAX fade | 120 | 2.0 | 20 | 187 | +5.7% | 51% | 0.91 | |
| BTC/AVAX RIDE | 120 | 2.0 | 20 | 19 | +5.2% | 47% | 1.36 |
Fade variants with positive return: 30/32