ETH-BTC long swing beta
ETH and BTC slow moving momentum strategy on Arbitrum
Strategy Logs
Rebalance: #456 (2026-03-20 00:00:00), No action taken: strategy decided not to open or close any positions
Strategy thinking
Strategy cycle #456: 2026-03-20 00:00:00 UTC, now is 2026-03-20 00:08:22.177047
WETH / USDT
Last candle at: 2026-03-20 00:00:00 UTC, market data and action lag: 0 days 00:08:22.177974
Price open:2138.199212733446
Close:2139.268526181117
WBTC / USDT
Last candle at: 2026-03-20 00:00:00 UTC, market data and action lag: 0 days 00:08:22.178354
Price open:69796.75396112009
Close:69803.7336365162
RSI BTC: 45.855212780041484
RSI exit trigger: 70.0
RSI entry trigger: 65.0
RSI ETH: 50.90625571471316
2026-03-20 00:00:00: Generated zero trades even though trade signals: [Signal #98 pair:WBTC-USDT old weight:1.0000 old value:16,092.677071000002 raw signal:0.7723 normalised weight:1.0000 new value:16,099.08511690751 adjust:6.408045907508495]
Total equity: 16427.63787439542
Rebalance threshold: 0.275
MemoryIndicatorStorage does not support multiprocessing, setting max_workers and max_readers to 1
Portfolio status (before rebalance), tick #456
Total equity: $16,427.64, in cash: $334.96
Life-time positions: 18, trades: 52
…
Currently open positions:
🔻 #18 WBTC-USDT spot value: $16,092.68, 0.98% of portfolio
profit: -2.36 % (-508.4393 USD), just opened
…
Reserves:
334.96 USDT
Performing strategy tick #456 for timestamp 2026-03-20 00:00:00, cycle length is 1d, trigger time was 2026-03-20 00:08:00.000708, live trading is True, trading univese is None, version 0.5, max cycles None