Quartz Mean Revert
Trades price gaps between BTC spot and futures, and between exchanges, closing when they converge. Small gains per trade with a high hit rate, but in extreme markets the gaps can keep widening.
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+12.90%
Last 30-day return
Reference return per cycle +1.22%
-10.60%
Max drawdown
- Win rate
- 58.4%
- Each cycle
- 72 hours
- Service fee
- 0.5% of principal per period
Equity curve
Last 31 pointLast 30 days
Schematic · Sample data
Scaled from the return shown for the period. It is not what each cycle actually pays.
Playbook
Statistical arbitrage on BTC
- Signal source
- webhook
- Position range
- $120 – $35,000
- Author
- Quartz Labs
Recent signals
No signals yet. The strategy’s first signal will appear here.
Trade history
No fills yet. Fills appear here once a signal triggers a trade.
Risk tier
Medium risk
DD 10.6%Win rate 58.4%