Binance 19c — 5 Years
Hyperliquid 55c — 5 Months
Executive Summary
Continuous Forecast-Weighted Trend-Following on Crypto Perpetual Futures
1.33
Sharpe
Binance 19c, 5yr
2.239
Sortino
36.6%
CAGR
357.3%
Total Return
-18.3%
Max Drawdown
2.0
Calmar
87% (13/15)
WFO Pass
15-fold OOS
83.6%
MC P(>1)
10k bootstrap
-0.04
Corr BTC
near zero
43.9%
Win Rate
daily
2.213
Sharpe
Hyperliquid 55c, 5mo
4.271
Sortino
92.0%
CAGR
22.4%
Total Return
-10.5%
Max Drawdown
8.76
Calmar
93.5%
MC P(>0)
10k bootstrap
85.8%
MC P(>1)
10k bootstrap
-0.21
Corr BTC
near zero
47.8%
Win Rate
daily
Performance
Equity curves, benchmarks, returns, and risk metrics
Consistent growth from $10,000 to $45,734. Worst DD -18.3% recovered in 276d.