ETH-BTC long swing beta
ETH and BTC slow moving momentum strategy on Arbitrum
Strategy Logs
Rebalance: #436 (2026-02-28 00:00:00), No action taken: strategy decided not to open or close any positions
Strategy thinking
Strategy cycle #436: 2026-02-28 00:00:00 UTC, now is 2026-02-28 00:08:22.234274
WETH / USDT
Last candle at: 2026-02-28 00:00:00 UTC, market data and action lag: 0 days 00:08:22.235138
Price open:1929.901779294081
Close:1932.0257330157804
WBTC / USDT
Last candle at: 2026-02-28 00:00:00 UTC, market data and action lag: 0 days 00:08:22.235504
Price open:65692.87904069168
Close:65732.3046233619
RSI BTC: 40.90601319123093
RSI exit trigger: 70.0
RSI entry trigger: 65.0
RSI ETH: 42.467775513200905
2026-02-28 00:00:00: Generated zero trades even though trade signals: [Signal #61 pair:WETH-USDT old weight:1.0000 old value:14,426.216987 raw signal:0.8995 normalised weight:1.0000 new value:14,632.615941463273 adjust:206.39895446327318]
Total equity: 14931.240756595176
Rebalance threshold: 0.275
MemoryIndicatorStorage does not support multiprocessing, setting max_workers and max_readers to 1
Portfolio status (before rebalance), tick #436
Total equity: $14,931.24, in cash: $505.02
Life-time positions: 17, trades: 46
…
Currently open positions:
🔻 #17 WETH-USDT spot value: $14,426.22, 0.97% of portfolio
profit: -41.70 % (-10,319.9477 USD), just opened
…
Reserves:
505.02 USDT
Performing strategy tick #436 for timestamp 2026-02-28 00:00:00, cycle length is 1d, trigger time was 2026-02-28 00:08:00.000696, live trading is True, trading univese is None, version 0.5, max cycles None