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ML-driven · Adaptive positioning

Neuro Model

ML-driven signals and adaptive positioning for crypto markets. Combines machine learning signals with dynamic position sizing.

Backtest · Base 100

Performance vs Layer 1 (ETH & SOL)

February 2020February 2026 · Hypothetical growth of $100

Chart coming soon. Backtest data and methodology available upon request.

Backtest Results

Strategy Performance

Hypothetical performance; past results do not guarantee future returns.

Total Return

520%

CAGR

35.2%

Sharpe Ratio

1.65

Max Drawdown

-15.2%

Sortino

2.45

Calmar

2.31

Volatility

18.9%

Win Rate (Years)

100%

Best Year

88.5%

Worst Year

4.1%

Strategy vs Benchmarks

Strategy vs Benchmark

MetricNeuro ModelEthereum (ETH)
Total Return520%131%
CAGR35.2%14.9%
Sharpe Ratio1.650.6
Max Drawdown-15.2%-33.68%

Rolling Returns

MTD

-1.2%

3M

12.8%

6M

28.4%

YTD

8.2%

1Y

52.1%

3Y (ann.)

58.3%

5Y (ann.)

34.6%

Risk Metrics

Daily VaR

-1.62%

Expected Shortfall

-2.35%

Avg. Drawdown

-2.88%

Longest DD (days)

182

Recovery Factor

11.2

Serenity Index

5.12

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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