QuantcortexResearch
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Quantcortex Research Model

live crypto composite winner

⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Period:
Performance Summary
Jan 01, 2020 Aug 20, 2026
Return
+2904.3%
CAGR
+67.0%
Sharpe
2.09
Max DD
-20.3%
Win Rate
80%
Turnover
6.28x
BTC-USD+863.8%Sharpe 0.69-76.6%
Illustrative Growth of Research Model vs Benchmarks

🚀 Live Trading vs Backtest

Comparison of the strategy's simulated (backtest) performance against the real-time execution on Binance Spot. Live metrics are computed from filled orders only — they will diverge from backtest due to slippage, fees, and the timing window in which the strategy is actually running.

Metric
Backtest
Live
Total return
+2904.28%
+218.87%
Sharpe ratio
2.09
— (live; needs more history)
Max drawdown (live: current)
+20.26%
-15.43%
Trades
2383
9 closed · 0 open
Win rate
+79.82%
+0.00%
Realised P&L (USDT)
n/a
$0.00
Initial capital
$100000.00
Current value
$318866.50
Peak value
$373189.90

Recent Live Trades

When
Symbol
Side
Qty
Price
P&L
2026-06-04 06:00 UTC
BTC/USDT
BUY
0.469380
$63912.5203
2026-06-04 06:00 UTC
BTC/USDT
SELL
0.469380
$63912.5203
$0.00
2026-06-04 06:00 UTC
ETH/USDT
BUY
1.000000
$1782.8000
2026-06-04 06:00 UTC
ETH/USDT
SELL
1.000000
$1782.8000
$0.00
2026-06-04 06:00 UTC
BNB/USDT
BUY
1.000000
$603.8700
2026-06-04 06:00 UTC
BNB/USDT
SELL
1.000000
$603.8700
$0.00
2026-06-04 06:00 UTC
AVAX/USDT
BUY
60.000000
$7.8890
2026-06-04 06:00 UTC
AVAX/USDT
SELL
60.000000
$7.8890
$0.00
2026-06-04 06:00 UTC
LINK/USDT
BUY
58.000000
$8.1310
2026-06-04 06:00 UTC
LINK/USDT
SELL
58.000000
$8.1310
$0.00
2026-06-04 06:00 UTC
ADA/USDT
BUY
2312.000000
$0.1963
2026-06-04 06:00 UTC
ADA/USDT
SELL
2312.000000
$0.1963
$0.00
2026-06-04 06:00 UTC
SOL/USDT
BUY
6.000000
$70.3000
2026-06-04 06:00 UTC
SOL/USDT
SELL
6.000000
$70.3000
$0.00
2026-06-06 06:00 UTC
BTC/USDT
BUY
0.048770
$61044.4900
2026-06-06 06:00 UTC
BTC/USDT
SELL
0.048770
$61044.4900
$0.00
2026-06-05 06:00 UTC
BTC/USDT
BUY
0.481850
$62260.0000
2026-06-05 06:00 UTC
BTC/USDT
SELL
0.481850
$62260.0000
$0.00

Illustrative Model Composition (Hypothetical)

Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No open positions today. All money in USD cash

Yearly Performance & Rebalance Activity

Calendar-year returns of the research model alongside how often it triggered rebalances each year.

Total Rebalances
199
Avg Days Between
10.6
Avg Position Changes
2.1
Avg Monthly Return
+4.9%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+101%
-5.0%
+6.3%
43
3.6
2021
+395%
-5.2%
+15.8%
36
3.0
2022
+0%
0.0%
+0.0%
0
0.0
2023
+53%
-9.4%
+4.0%
43
3.6
2024
+53%
-15.8%
+4.3%
44
3.7
2025
+29%
-10.7%
+2.3%
33
2.8
2026
+0%
0.0%
+0.0%
0
0.0

📅 Portfolio Snapshots (weekly)

Week-by-week composition of the research model. Green border marks newly added holdings (with top contributing signals), red marks removed positions.

‹ Scroll to view history ›
2025-10-13
2025-10-06
2025-09-29
2025-09-22
2025-09-15
2025-09-08
2025-08-25
2025-08-18
2025-08-11
2025-08-04
2025-07-28
2025-07-21
2025-07-14
2025-07-07
2025-07-05
2025-06-23
2025-06-21
2025-06-16
2025-06-09
2025-06-02
2025-05-26
2025-05-19
2025-05-12
2025-05-05
2025-04-28
2025-02-19
2025-02-10
2025-02-05
2025-02-03
2025-01-27
2025-01-20
2025-01-13
2025-01-06
2024-12-30
2024-12-23
2024-12-16
2024-12-09
2024-12-02
2024-11-25
2024-11-18
4
Removed
ETH/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
AVAX/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
BTC/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
BNB/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
4 holdings
ETH/USDT
12.3% 12.7%
AVAX/USDT
12.3% 12.7%
BTC/USDT
12.3% 12.7%
BNB/USDT
12.3% 12.7%
+4
ETH/USDT
Donchian Trend Percentile 57% Inv Volatility 30 Percentile 57%
12.3%
AVAX/USDT
Volume Momentum 20 Percentile 71% Momentum 21 Percentile 86%
12.3%
BTC/USDT
Donchian Trend Percentile 71% Momentum 7d 71%
12.3%
BNB/USDT
Donchian Trend Percentile 86% Volume Momentum 20 Percentile 86%
12.3%
4
Removed
SOL/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
AVAX/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
BTC/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
BNB/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
4 holdings
AVAX/USDT
10.4% 10.5%
BTC/USDT
10.4% 10.5%
SOL/USDT
10.4% 10.5%
BNB/USDT
10.4% 10.5%
+4
SOL/USDT
Donchian Trend Percentile 86% Volume Momentum 20 Percentile 86%
10.4%
AVAX/USDT
Momentum 7d 86% Momentum 21 Percentile 71%
10.4%
BTC/USDT
Inv Volatility 30 Percentile 86% Mean Reversion 20 Percentile 57%
10.4%
BNB/USDT
Donchian Trend Percentile 71% Momentum 21 Percentile 57%
10.4%
4
Removed
ETH/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
LINK/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
BNB/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
ADA/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
+1 / 1
ADA/USDT
Volume Momentum 20 Percentile 71% Momentum 7d 71%
12.6%
ETH/USDT
13.4% 12.6%
LINK/USDT
13.4% 12.6%
BNB/USDT
13.4% 12.6%
Removed
BTC/USDT
Inv Volatility 30 Percentile 86% Mean Reversion 20 Percentile 86%
Passed all filters
13.4%
4 holdings
ETH/USDT
14.2% 13.4%
LINK/USDT
14.2% 13.4%
BTC/USDT
14.2% 13.4%
BNB/USDT
14.2% 13.4%
+1 / 1
LINK/USDT
Volume Momentum 20 Percentile 71%
14.2%
ETH/USDT
15.4% 14.2%
BTC/USDT
15.4% 14.2%
BNB/USDT
15.4% 14.2%
Removed
AVAX/USDT
Volume Momentum 20 Percentile 57% Momentum 21 Percentile 57%
Passed all filters
15.4%
+2 / 2
AVAX/USDT
Momentum 21 Percentile 71%
15.4%
BTC/USDT
Donchian Trend Percentile 57% Momentum 7d 57%
15.4%
ETH/USDT
18.4% 15.4%
BNB/USDT
18.4% 15.4%
Removed
LINK/USDT
Volume Momentum 20 Percentile 57% Mean Reversion 20 Percentile 57%
Passed all filters
18.4%
ADA/USDT
Volume Momentum 20 Percentile 71% Momentum 21 Percentile 57%
Passed all filters
18.4%
+1 / 1
LINK/USDT
Momentum 7d 71% Volume Momentum 20 Percentile 57%
18.4%
ETH/USDT
21.2% 18.4%
ADA/USDT
21.2% 18.4%
BNB/USDT
21.2% 18.4%
Removed
BTC/USDT
Inv Volatility 30 Percentile 71% Mean Reversion 20 Percentile 86%
Passed all filters
21.2%
4 holdings
ETH/USDT
10.0% 21.2%
ADA/USDT
10.0% 21.2%
BTC/USDT
10.0% 21.2%
BNB/USDT
10.0% 21.2%
+4
ETH/USDT
Momentum 7d 86% Donchian Trend Percentile 57%
10.0%
ADA/USDT
Volume Momentum 20 Percentile 86% Momentum 7d 71%
10.0%
BTC/USDT
Donchian Trend Percentile 86% Momentum 21 Percentile 71%
10.0%
BNB/USDT
Donchian Trend Percentile 71% Momentum 21 Percentile 86%
10.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
4
Removed
ETH/USDT
Donchian Trend Percentile 57% Volume Momentum 20 Percentile 57%
Passed all filters
9.8%
SOL/USDT
Volume Momentum 20 Percentile 71% Momentum 7d 57%
Passed all filters
9.8%
BTC/USDT
Donchian Trend Percentile 86% Momentum 7d 86%
Passed all filters
9.8%
BNB/USDT
Donchian Trend Percentile 71% Momentum 7d 71%
Passed all filters
9.8%
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.3%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+1 / 1
BNB/USDT
Donchian Trend Percentile 71% Momentum 7d 86%
9.8%
ETH/USDT
9.9% 9.8%
BTC/USDT
9.9% 9.8%
SOL/USDT
9.9% 9.8%
Removed
AVAX/USDT
Volume Momentum 20 Percentile 71% Mean Reversion 20 Percentile 71%
Passed all filters
9.9%
+1 / 1
SOL/USDT
Volume Momentum 20 Percentile 57% Mean Reversion 20 Percentile 71%
9.9%
ETH/USDT
10.2% 9.9%
AVAX/USDT
10.2% 9.9%
BTC/USDT
10.2% 9.9%
Removed
BNB/USDT
Donchian Trend Percentile 57% Momentum 21 Percentile 57%
Passed all filters
10.2%
+1 / 1
AVAX/USDT
Volume Momentum 20 Percentile 71%
10.2%
ETH/USDT
10.3% 10.2%
BTC/USDT
10.3% 10.2%
BNB/USDT
10.3% 10.2%
Removed
SOL/USDT
Mean Reversion 20 Percentile 86% Inv Volatility 30 Percentile 57%
Passed all filters
10.3%
4 holdings
ETH/USDT
10.5% 10.3%
BTC/USDT
10.5% 10.3%
SOL/USDT
10.5% 10.3%
BNB/USDT
10.5% 10.3%
+1 / 1
SOL/USDT
Momentum 21 Percentile 71% Inv Volatility 30 Percentile 57%
10.5%
ETH/USDT
10.7% 10.5%
BTC/USDT
10.7% 10.5%
BNB/USDT
10.7% 10.5%
Removed
ADA/USDT
Mean Reversion 20 Percentile 71%
Passed all filters
10.7%
+1 / 1
BNB/USDT
Volume Momentum 20 Percentile 86% Inv Volatility 30 Percentile 86%
10.7%
ETH/USDT
25.0% 10.7%
ADA/USDT
25.0% 10.7%
BTC/USDT
25.0% 10.7%
Removed
SOL/USDT
Donchian Trend Percentile 57% Inv Volatility 30 Percentile 57%
Passed all filters
25.0%
+2 / 2
ETH/USDT
Momentum 7d 86% Momentum 21 Percentile 71%
25.0%
ADA/USDT
Volume Momentum 20 Percentile 86% Inv Volatility 30 Percentile 57%
25.0%
BTC/USDT
25.0%
SOL/USDT
25.0%
Removed
AVAX/USDT
Volume Momentum 20 Percentile 71% Mean Reversion 20 Percentile 86%
Passed all filters
25.0%
LINK/USDT
Mean Reversion 20 Percentile 71%
Passed all filters
25.0%
+4
AVAX/USDT
Momentum 21 Percentile 57% Mean Reversion 20 Percentile 71%
25.0%
LINK/USDT
Momentum 7d 86% Momentum 21 Percentile 71%
25.0%
BTC/USDT
Donchian Trend Percentile 86% Volume Momentum 20 Percentile 57%
25.0%
SOL/USDT
Volume Momentum 20 Percentile 71% Momentum 21 Percentile 86%
25.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
4
Removed
ETH/USDT
Volume Momentum 20 Percentile 86% Mean Reversion 20 Percentile 86%
Passed all filters
13.0%
LINK/USDT
Mean Reversion 20 Percentile 57%
Passed all filters
13.0%
BTC/USDT
Donchian Trend Percentile 86% Momentum 21 Percentile 86%
Passed all filters
13.0%
SOL/USDT
Momentum 7d 57% Momentum 21 Percentile 57%
Passed all filters
13.0%
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.4%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+1 / 1
ETH/USDT
Volume Momentum 20 Percentile 71% Mean Reversion 20 Percentile 71%
13.0%
LINK/USDT
12.8% 13.0%
BTC/USDT
12.8% 13.0%
SOL/USDT
12.8% 13.0%
Removed
BNB/USDT
Momentum 7d 57% Inv Volatility 30 Percentile 86%
Passed all filters
12.8%
+1 / 1
BNB/USDT
Momentum 7d 71% Donchian Trend Percentile 57%
12.8%
LINK/USDT
11.8% 12.8%
BTC/USDT
11.8% 12.8%
SOL/USDT
11.8% 12.8%
Removed
ADA/USDT
Passed all filters
11.8%
+2 / 2
LINK/USDT
Donchian Trend Percentile 86% Momentum 7d 71%
11.8%
SOL/USDT
Volume Momentum 20 Percentile 86% Momentum 7d 86%
11.8%
ADA/USDT
11.8% 11.8%
BTC/USDT
11.8% 11.8%
Removed
ETH/USDT
Volume Momentum 20 Percentile 57% Inv Volatility 30 Percentile 57%
Passed all filters
11.8%
BNB/USDT
Inv Volatility 30 Percentile 86% Mean Reversion 20 Percentile 86%
Passed all filters
11.8%
+1 / 1
ETH/USDT
Volume Momentum 20 Percentile 57% Mean Reversion 20 Percentile 86%
11.8%
ADA/USDT
9.8% 11.8%
BTC/USDT
9.8% 11.8%
BNB/USDT
9.8% 11.8%
Removed
SOL/USDT
Volume Momentum 20 Percentile 71% Mean Reversion 20 Percentile 57%
Passed all filters
9.8%
+1 / 1
ADA/USDT
Donchian Trend Percentile 71% Momentum 7d 86%
9.8%
BTC/USDT
9.2% 9.8%
SOL/USDT
9.2% 9.8%
BNB/USDT
9.2% 9.8%
Removed
ETH/USDT
Volume Momentum 20 Percentile 71% Inv Volatility 30 Percentile 57%
Passed all filters
9.2%
+1 / 1
SOL/USDT
Volume Momentum 20 Percentile 71% Momentum 7d 71%
9.2%
ETH/USDT
8.7% 9.2%
BTC/USDT
8.7% 9.2%
BNB/USDT
8.7% 9.2%
Removed
LINK/USDT
Volume Momentum 20 Percentile 86% Momentum 21 Percentile 57%
Passed all filters
8.7%
+1 / 1
BNB/USDT
Donchian Trend Percentile 86% Momentum 7d 86%
8.7%
ETH/USDT
8.9% 8.7%
LINK/USDT
8.9% 8.7%
BTC/USDT
8.9% 8.7%
Removed
AVAX/USDT
Passed all filters
8.9%
+1 / 1
AVAX/USDT
Momentum 21 Percentile 71% Momentum 7d 57%
8.9%
ETH/USDT
9.0% 8.9%
LINK/USDT
9.0% 8.9%
BTC/USDT
9.0% 8.9%
Removed
BNB/USDT
Volume Momentum 20 Percentile 71% Inv Volatility 30 Percentile 71%
Passed all filters
9.0%
+2 / 2
BTC/USDT
Donchian Trend Percentile 86% Momentum 7d 57%
9.0%
BNB/USDT
Momentum 7d 86% Volume Momentum 20 Percentile 57%
9.0%
ETH/USDT
9.6% 9.0%
LINK/USDT
9.6% 9.0%
Removed
AVAX/USDT
Volume Momentum 20 Percentile 71% Momentum 21 Percentile 57%
Passed all filters
9.6%
ADA/USDT
Momentum 21 Percentile 71% Mean Reversion 20 Percentile 71%
Passed all filters
9.6%
4 holdings
ETH/USDT
9.9% 9.6%
AVAX/USDT
9.9% 9.6%
LINK/USDT
9.9% 9.6%
ADA/USDT
9.9% 9.6%
+2 / 2
ETH/USDT
Donchian Trend Percentile 86% Inv Volatility 30 Percentile 57%
9.9%
AVAX/USDT
Volume Momentum 20 Percentile 71% Momentum 7d 71%
9.9%
LINK/USDT
10.6% 9.9%
ADA/USDT
10.6% 9.9%
Removed
BTC/USDT
Inv Volatility 30 Percentile 71% Mean Reversion 20 Percentile 71%
Passed all filters
10.6%
SOL/USDT
Mean Reversion 20 Percentile 86%
Passed all filters
10.6%
+1 / 1
LINK/USDT
Momentum 21 Percentile 71% Donchian Trend Percentile 57%
10.6%
ADA/USDT
11.0% 10.6%
BTC/USDT
11.0% 10.6%
SOL/USDT
11.0% 10.6%
Removed
ETH/USDT
Mean Reversion 20 Percentile 71% Inv Volatility 30 Percentile 57%
Passed all filters
11.0%
Showing latest 40 of 199 rebalancing events

Symbol Trade Chart (Buy/Sell)

Buy Trades
297
Sell Trades
297
Bought Qty
11450411.8481
Sold Qty
11450411.8481

Research Model Signal Change Log

Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.

📰 Latest Market News & Updates

Curated news for the latest model holdings and macro headlines that may affect the broader market.

Your Holdings News
No cached news for the latest holdings. (Crypto tickers are not covered by the news feed.)
🌍 Macro & Market News
  • Neutralbusiness
    Chevron shifts to ship-to-ship transfers for US LPG to Asia

    Exporters, including Chevron, are now utilizing ship-to-ship transfers to transport liquefied petroleum gas from the US to Asia, marking a strategic shift in response to significant congestion and soaring transit fees…

    11 minutes ago
  • NeutralIranIntl_En
    Iran warns US military space expansion could trigger arms race

    Iran's ambassador to the United Nations in Geneva, Ali Bahraini, warned that U.S. efforts to enhance military capabilities in space could lead to an acceleration in the weaponization of space and provoke a wider arms …

    15 minutes ago
  • Neutralbusiness
    US Department of State approves Qatar's $5B Boeing KC-46A tanker purchase

    The US Department of State has approved a potential $4.5 billion purchase of Boeing KC-46A tankers by Qatar, strengthening defense ties between the two nations. This sale is part of the US's broader initiative to adva…

    21 minutes ago
  • Neutralfaststocknewss
    Scott Bessent urges G20 to refocus on core mission of growth

    Treasury Secretary Bessent has stated that the G20 should refocus on its core mission, emphasizing that global growth is essential for addressing debt issues. In a recent interview with CNBC, he highlighted that the U…

    24 minutes ago
  • NeutralReuters
    Evergrande Group founder Hui Ka Yan sentenced to life in prison

    Hui Ka Yan, the founder of Evergrande Group and formerly Asia's richest man, has been sentenced to life in prison by a Chinese court. This sentencing comes five years after the collapse of Evergrande, a failure that s…

    26 minutes ago
  • Neutralbusiness
    US Treasury plans over $4B in Treasury securities buybacks

    US Treasury Secretary Scott Bessent announced that buybacks of Treasury securities could exceed $4 billion per issue as part of the Treasury's effort to increase liquidity support for longer-maturity nominal securitie…

    34 minutes ago

News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.

Weekly Rebalance Pages (199)

Showing 1-40 of 199 dedicated rebalance pages.

Page 1 of 5

Important Disclosure

All information provided is for educational and informational purposes only and does not constitute investment advice, a recommendation, or an offer to buy or sell any security.

The content reflects hypothetical research models and simulations that are not intended for implementation and may not reflect actual trading results.

No information on this platform is tailored to the investment needs, financial situation, or objectives of any individual.

Past or simulated performance is not indicative of future results.