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.
BTC/USDCmean-reversionความเสี่ยงกลางCompare
+12.90%
30-day return
Reference return per cycle +1.22%
-10.60%
30-day max drawdown
- อัตราการชนะ
- 58.4%
- AUM
- 2.05M
- ผู้ใช้
- 733
- กำลังทำงาน
- 101d
- Each cycle
- 72 hours
- Fee cap
- 0.38%
Equity curve
last 31 pointsLast 30 days
The curve shows daily equity over the last 30 days. Return and drawdown cover the same 30 days. The strategy has run for 101 days.
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
ความเสี่ยงกลาง
DD 10.6%อัตราการชนะ 58.4%101d