Quantum
0x7a3f...e29c
Marketplace Visual builder Code editor Backtest Walk-forward Compare
4 strategies · 36 months
Compare

Comparing 4 strategies

Side-by-side performance for Mean Reversion v2, Funding Arb, Grid ETH/BTC and Momentum Breakout — same 36-month window, identical cost model.

Mean Reversion v2 @kira.eth
Funding Arb @theta.kbd
Grid ETH/BTC @nikos.eth
Momentum Breakout @lex.dao
Equity curves · 36 months · normalized to 100
vs. starting capital $100k each
+200% +150% +100% +50% 0 +184% +102% +48% +34% Jan 23 Jul 23 Jan 24 Jan 25 Jan 26
Correlation matrix
daily returns · 36mo
−1 0 +1
Avg cross-correlation
+0.18

Low — strong diversification potential

Performance comparison
Strategy CAGR Sharpe Max DD Win % Avg trade Trades Capacity Subs
Mean Reversion v2 +62.4% 2.84 −6.2% 68.4 +0.42% 1,418 $25M 1,248
Funding Arb +34.2% 2.41 −3.8% 82.4 +0.18% 2,148 $40M 672
Grid ETH/BTC +16.1% 1.62 −9.4% 61.2 +0.08% 4,820 $8M 284
Momentum Breakout +11.4% 0.84 −14.2% 42.1 +0.62% 218 $50M 112
Risk / return scatter
annual return vs realized volatility
size = capacity
return % vol % +45% +30% +15% 0% 8% 16% 24% MR FA GR MO