Top-10 crowding reversal · Short
The short-only mirror of the long version.
2020-01-01 – 2026-10-02
Backtest · Platform backtestBacktest period returns
Backtest cutoff 2026-10-02 · Fixed backtest results
| Window | Cumulative return | CAGR | Max drawdown | Closed trades | Trade win rate | Average holding time | Dates / days |
|---|---|---|---|---|---|---|---|
| Full period | +35.91% | +4.64% | 43.89% | 393 | 48.85%n = 393 | 3 days | 2020-01-01 → 2026-10-022,466 days |
| Start through 2022 | +97.57% | +25.45% | 30.26% | 189 | 58.20%n = 189 | 3 days | 2020-01-01 → 2022-12-311,095 days |
| 2023–2025 | -7.61% | -2.60% | 14.73% | 38 | 31.58%n = 38 | 3 days | 2023-01-01 → 2025-12-311,096 days |
| 2026 through cutoff | -25.54% | -32.39%Short-period extrapolation | 30.80% | 166 | 42.17%n = 166 | 3 days | 2026-01-01 → 2026-10-02275 days |
Counts use trades closed in this window; win rate uses profit after fees and funding. Average holding time includes closed trades only.
Returns since activation · simulated funds
Current run starts: 2026-10-03
2026-10-03 → 2026-10-04 · UTC · Under 30 days: CAGR is not displayed
This run uses simulated funds; fills and liquidity can differ from real trading.
Previous-close allocation
2026-10-04 · UTC
No open exposure
How the strategy participates
The same monitoring and exits as the long version; tested with simulated funds only, never with real money.
Compare returns from different starting points.
The 2023-onward curve is a slice of the same backtest, carrying over its exposure and risk state. Each curve is rebased to 100 at its own starting point.
Full-period backtest Platform backtest
2020-01-01 – 2026-10-02Same-period buy-and-hold benchmark · CAGR 44.1% / MDD 76.6%
2026-10-02 · Equity 135.91
The chart uses display samples. Returns and drawdowns come from the same-period source summary, not a recalculation from sparse points.
Costs, assumptions & engine differences
Framework backtest: the same process and risk controls as live trading, taker fees, slippage estimated from the liquidity at the time, perpetual funding as paid, liquidations simulated on 1-hour mark prices. The curve starts at 100; whole period.
Backtest from 2023 Platform backtest
2023-01-01 – 2026-10-02Same-period buy-and-hold benchmark · CAGR 54.6% / MDD 53.0%
2026-10-02 · Equity 68.69
The chart uses display samples. Returns and drawdowns come from the same-period source summary, not a recalculation from sparse points.
Costs, assumptions & engine differences
Framework backtest: the same process and risk controls as live trading, taker fees, slippage estimated from the liquidity at the time, perpetual funding as paid, liquidations simulated on 1-hour mark prices. The curve starts at 100; from 2023.
Read these limits before choosing the return.
- A backtest is a simulation of the past, not a promise of future returns.
- The backtest runs the same process and risk controls as live trading, with fees, slippage and funding; real fills can still differ.
- Returns since activation come from the exchange's paper account (fake funds); its fills can differ from the real market and it has run for a short time.
- This page shows test results and the previous close's position shares only: no live positions, no entry or exit signals, no investment advice.