BTC AI Limit Loss

An automated investment quant strategy that uses artificial intelligence to determine optimal trade periods and stop losses when HODLing Bitcoin


Strategy Stats

1d Ret. 7d Ret. 30d Ret. 3m Ret. 6m Ret. 1y Ret. YTD Ret. Total Ret. Annual Ret. Volatility Max Drawdown Sharpe Ratio Alpha Beta
BTC AI Limit Loss 0.0% 7.3% 6.7% 35.6% 65.1% 14.1% 69.9% 2054% 100% 56.3% -56.6% 1.23 33.3% 0.52
Bitcoin 0.6% 7.9% 7.3% 8.9% 30.9% 16.7% 32.6% 2096% 101% 78.4% -83.6% 0.89 - -

* Volatility, max drawdown, Sharpe ratio, alpha, and beta are computed using the previous 365 days.
** Alpha and beta are computed using strategy underlying.

Strategy Performance

Strategy Performance (Logarithmic)

Annual Returns

Drawdowns

Rolling Volatility (6-Month Window)