Daily bars from 5m caches | SMA200+ROC60 own-coin + BTC ROC60 confirmation | window 2022-12-01 .. 2026-07-31
| Coin | LongDays | Ret | Sharpe | MaxDD | PF | Buy&Hold |
|---|
| ETH | 392 | +142.3% | 0.95 | -26.7% | 1.27 | +7.2% |
| BTC | 545 | +157.7% | 1.13 | -27.2% | 1.28 | +134.3% |
| SOL | 402 | +268.7% | 1.02 | -56.3% | 1.27 | +352.4% |
| XRP | 344 | +270.0% | 0.92 | -53.2% | 1.39 | +115.1% |
| LINK | 333 | +204.7% | 0.91 | -39.0% | 1.28 | +59.2% |
| AVAX | 271 | +103.8% | 0.69 | -59.5% | 1.22 | -44.3% |
| DOGE | 305 | +85.1% | 0.62 | -52.3% | 1.19 | +11.5% |
| ADA | 282 | +133.0% | 0.78 | -43.7% | 1.26 | -36.1% |
| EW basket (8) | 549 | +217.2% | 1.17 | -28.6% | 1.32 | — |
Per-year: EW basket vs ETH-only gate60
| Year | EW basket | ETH-only |
|---|
| 2023 | +84.2% | +9.2% |
| 2024 | +69.1% | +47.1% |
| 2025 | +1.8% | +50.8% |
| 2026 | +0.0% | +0.0% |