BTC Funding Reversal
Annualized
31.4%
Max drawdown
-14.2%
Sharpe
1.62
Profit factor
1.48
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Strategy Market
Reproducible strategy research packs: backtests, out-of-sample validation, risk evaluation and install modules. Research products — not return promises.
Earnings Drift Long/Short
Annualized
18.7%
Max drawdown
-9.5%
Sharpe
1.34
Profit factor
1.31
Cross-Asset Risk Parity
Annualized
11.9%
Max drawdown
-6.1%
Sharpe
1.21
Profit factor
1.58
A-share Policy Momentum
Annualized
22.3%
Max drawdown
-17.8%
Sharpe
1.09
Profit factor
1.27
ETH Basis Carry
Annualized
14.6%
Max drawdown
-4.9%
Sharpe
1.77
Profit factor
1.41
Sector Mean Reversion
Annualized
13.2%
Max drawdown
-8.0%
Sharpe
1.18
Profit factor
1.25
Past backtest performance does not represent future results. HELM provides research tools, strategy evaluation and install services — not investment advice or return guarantees.
BTC Funding Reversal
Hourly crypto reversal that fades extreme perpetual funding. Built for liquid majors, cost- and slippage-aware.
Market & scope
Crypto majors (BTC / ETH), perpetual futures
Backtest window
2019-01 → 2025-12
Out-of-sample
2024-01 → 2025-12 (verified)
Cost assumption
6 bps taker, funding included
Slippage assumption
2 bps per side
Risk notes
Tail risk on funding spikes; sizing capped
Parameter stability
Stable across ±20% grid
Decay monitoring
Rolling 90-day Sharpe tracked
Install
Pro installer module, audited order flow
Last updated
2026-06-18