📝Bitcoin Fundamental
A fundamentals-based trading model, developed in conjunction with CoinWorth Capital
This quantitative trading strategy uses our proprietary bitcoin fundamentals valuation model to execute high-confidence trades with an exceptionally high win rate. This strategy trades infrequently, and captures continuously-compounding USDC lending yield while not actively trading.
Strategy Page: https://quant.fun/vaults/bitcoin-fundamental-infrequent Risk Rating: 🍋 Medium Risk Yield Source: Trading Performance, Asset Lending
Strategy Performance
Backtest Performance for 01 Jan 2020 to Present
Total Return
188%
1,538%
CAGR
21.0%
65.5%
Sharpe Ratio
0.76
0.94
Max Drawdown
-22.2%
-76.5%
Best Day
+14.7%
+20.9%
Worst Day
-13.0%
-37.0%
Backtested win-rate: 100%
Average time in market: 9%
Optimization: This strategy was optimized over a full crypto investment cycle, from 01 Jan 2020 to 31 Dec 2024.
Interactive performance information is available at https://quant.fun/vaults/bitcoin-fundamental-infrequent under Strategy Overview
Strategy Details
Deposit Asset: USDC
Assets Utilized: USDC, BTC-PERP
Blockchain Used: Solana
Protocols interacted with: Drift protocol
Uses leverage: No - all trades are fully collateralized by deposits
Minimum investment requirements: $10 to start earning
Withdrawal time: 2 hours redemption delay to process withdrawals
Technical Risks
Leverage: This strategy maintains at or less than 1.0 leverage ratio, mimicking spot trading
Liquidation: This strategy has no liquidation risk - all perpetual futures positions are fully collateralized by deposits
Fees
Management fee: 0%
Performance fee: 30%
For more on fees: Explore Fees
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