Strategy analytics
Month-by-month backtests for the three AutoCrypt strategies, plus a returns calculator.
Below is a month-by-month backtest of the three strategies currently forward-tested in the AutoCrypt bot — switch between them with the tabs. Rotation and TSMOM show a single net-return track; ABC additionally shows two sizing tracks (Optimistic 50% and Conservative 30% per position).
Pick a strategy and a year, enter your starting capital and (optionally) a monthly top-up, and the calculator shows how the account would have grown month by month.
How it's computed
- ✓ABC — gated chart signal (chop regime, volume node, next-bar reclaim, SMC Order-Block), broad 15-pair universe, long+short. Idealised fills (touch=fill).
- ✓Rotation — weekly cross-sectional momentum, market-neutral (top-5 / bottom-5 of 15 majors), inverse-vol weighted + CVD tilt, unlevered. TSMOM — per-symbol trend-following basket, walk-forward lookback + vol-targeting.
- ✓Net of modelled fees, slippage and funding. Rotation & TSMOM cover the validated window (from mid-2024); extending to 2023 is roughly flat — momentum is regime-dependent. ABC has longer history (from 2019) but its pre-2021 years ran on a thin universe.
Per-year calculator
Cross-sectional momentum, market-neutral. Honest basis (2026-07 methodology audit): the MEAN of all 7 rebalance phases ≈ +1.4%/mo, max drawdown ~12% (since 2024-06); positive on every phase. Live paper track since June 2026.
Total deposited
$1,000
Net · Final
$1,073
Profit +7.3%
| Month | Deposited | Net Return | Net Balance |
|---|---|---|---|
| Jan | $1,000 | +10.9% | $1,109 |
| Feb | $1,000 | -4.5% | $1,059 |
| Mar | $1,000 | +3.4% | $1,095 |
| Apr | $1,000 | -6.1% | $1,028 |
| May | $1,000 | -2.5% | $1,003 |
| Jun | $1,000 | -0.6% | $997 |
| Jul | $1,000 | -1.6% | $981 |
| Aug | $1,000 | +1.0% | $990 |
| Sep | $1,000 | +3.1% | $1,021 |
| Oct | $1,000 | +5.2% | $1,074 |
| Nov | $1,000 | -0.1% | $1,073 |
| Dec | $1,000 | +0.0% | $1,073 |
5/12 months positive · These are SIMULATED results on historical data (backtest), not a live track record. ABC assumes limit-order fills on a price touch (idealised). Bull-year results are exceptional and not repeatable; Rotation and TSMOM are newer strategies with limited history. Past performance does not guarantee future results. This is not financial advice.