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ETH-BTC long swing beta

ETH and BTC slow moving momentum strategy on Arbitrum

Annual return
▲ 1.2%
Total value locked
$16.53K

Timeframes

Age
570 days
Decision cycle
1 day
Trade frequency
2.9 / mo

Risk metrics

Sharpe
0.26
Sortino
0.37
Max drawdown
33.0%