MMA Model
Multi-timeframe, multi-asset approach for diversified crypto alpha. Combines several time horizons and L1 assets for robust performance.
Performance vs Layer 1 (ETH & SOL)
February 2020 – February 2026 · Hypothetical growth of $100
Chart coming soon. Backtest data and methodology available upon request.
Strategy Performance
Hypothetical performance; past results do not guarantee future returns.
Total Return
480%
CAGR
33.1%
Sharpe Ratio
1.58
Max Drawdown
-12.1%
Sortino
2.32
Calmar
2.73
Volatility
16.8%
Win Rate (Years)
100%
Best Year
82.4%
Worst Year
5.9%
Strategy vs Benchmark
| Metric | MMA Model | Ethereum (ETH) |
|---|---|---|
| Total Return | 480% | 131% |
| CAGR | 33.1% | 14.9% |
| Sharpe Ratio | 1.58 | 0.6 |
| Max Drawdown | -12.1% | -33.68% |
Rolling Returns
MTD
-0.9%
3M
14.1%
6M
30.2%
YTD
9.5%
1Y
55.3%
3Y (ann.)
61.2%
5Y (ann.)
36.1%
Risk Metrics
Daily VaR
-1.38%
Expected Shortfall
-2.02%
Avg. Drawdown
-2.28%
Longest DD (days)
138
Recovery Factor
13.2
Serenity Index
6.14
Important notice
Backtested performance is hypothetical and does not represent actual trading or live results.
Past performance is not indicative of future results. Investing involves risk, including loss of principal.
This material is for informational purposes only and does not constitute investment advice.
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