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 → May 22, 2026
Return
+2904.3%
CAGR
+70.4%
Sharpe
2.13
Max DD
-20.3%
Win Rate
80%
Turnover
6.83x
BTC-USD+973.6%Sharpe 0.73-76.6%
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%
+273.19%
Sharpe ratio
2.13
— (live; needs more history)
Max drawdown (live: current)
+20.26%
+0.00%
Trades
2383
0 closed · 0 open
Win rate
+79.82%
—
Realised P&L (USDT)
n/a
$0.00
Initial capital
$100000.00
Current value
$373186.49
Peak value
$373186.49
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
+5.1%
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
BTC/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
AVAX/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
BNB/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
ETH/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
4 holdings
BTC/USDT
12.3% → 12.7%
AVAX/USDT
12.3% → 12.7%
ETH/USDT
12.3% → 12.7%
BNB/USDT
12.3% → 12.7%
+4
BTC/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%
12.3%
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 86%
12.3%
BNB/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%
12.3%
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
12.3%
−4
Removed
BTC/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
SOL/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
BNB/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
AVAX/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
4 holdings
BTC/USDT
10.4% → 10.5%
SOL/USDT
10.4% → 10.5%
BNB/USDT
10.4% → 10.5%
AVAX/USDT
10.4% → 10.5%
+4
BTC/USDT
↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 57%
10.4%
SOL/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%
10.4%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 21 Percentile 57%
10.4%
AVAX/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
10.4%
−4
Removed
BNB/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
LINK/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
ETH/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%
BNB/USDT
13.4% → 12.6%
LINK/USDT
13.4% → 12.6%
ETH/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
BTC/USDT
14.2% → 13.4%
BNB/USDT
14.2% → 13.4%
LINK/USDT
14.2% → 13.4%
ETH/USDT
14.2% → 13.4%
+1 / −1
LINK/USDT
↑ Volume Momentum 20 Percentile 71%
14.2%
BTC/USDT
15.4% → 14.2%
BNB/USDT
15.4% → 14.2%
ETH/USDT
15.4% → 14.2%
Removed
AVAX/USDT
↑ Volume Momentum 20 Percentile 57%↑ Momentum 21 Percentile 57%
Passed all filters
15.4%
+2 / −2
BTC/USDT
↑ Donchian Trend Percentile 57%↑ Momentum 7d 57%
15.4%
AVAX/USDT
↑ Momentum 21 Percentile 71%
15.4%
BNB/USDT
18.4% → 15.4%
ETH/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%
BNB/USDT
21.2% → 18.4%
ETH/USDT
21.2% → 18.4%
ADA/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
BTC/USDT
10.0% → 21.2%
BNB/USDT
10.0% → 21.2%
ETH/USDT
10.0% → 21.2%
ADA/USDT
10.0% → 21.2%
+4
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 71%
10.0%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 21 Percentile 86%
10.0%
ETH/USDT
↑ Momentum 7d 86%↑ Donchian Trend Percentile 57%
10.0%
ADA/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 71%
10.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−4
Removed
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 7d 86%
Passed all filters
9.8%
SOL/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 57%
Passed all filters
9.8%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%
Passed all filters
9.8%
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Volume Momentum 20 Percentile 57%
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%
BTC/USDT
9.9% → 9.8%
SOL/USDT
9.9% → 9.8%
ETH/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%
BTC/USDT
10.2% → 9.9%
AVAX/USDT
10.2% → 9.9%
ETH/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%
BTC/USDT
10.3% → 10.2%
BNB/USDT
10.3% → 10.2%
ETH/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
BTC/USDT
10.5% → 10.3%
SOL/USDT
10.5% → 10.3%
BNB/USDT
10.5% → 10.3%
ETH/USDT
10.5% → 10.3%
+1 / −1
SOL/USDT
↑ Momentum 21 Percentile 71%↑ Inv Volatility 30 Percentile 57%
10.5%
BTC/USDT
10.7% → 10.5%
BNB/USDT
10.7% → 10.5%
ETH/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%
BTC/USDT
25.0% → 10.7%
ETH/USDT
25.0% → 10.7%
ADA/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
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%
AVAX/USDT
↑ Momentum 21 Percentile 57%↑ Mean Reversion 20 Percentile 71%
25.0%
LINK/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
25.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−4
Removed
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%
LINK/USDT
↑ Mean Reversion 20 Percentile 57%
Passed all filters
13.0%
ETH/USDT
↑ Volume Momentum 20 Percentile 86%↑ Mean Reversion 20 Percentile 86%
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%
BTC/USDT
12.8% → 13.0%
SOL/USDT
12.8% → 13.0%
LINK/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%
BTC/USDT
11.8% → 12.8%
SOL/USDT
11.8% → 12.8%
LINK/USDT
11.8% → 12.8%
Removed
ADA/USDT
Passed all filters
11.8%
+2 / −2
SOL/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 86%
11.8%
LINK/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 7d 71%
11.8%
BTC/USDT
11.8% → 11.8%
ADA/USDT
11.8% → 11.8%
Removed
BNB/USDT
↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 86%
Passed all filters
11.8%
ETH/USDT
↑ Volume Momentum 20 Percentile 57%↑ Inv Volatility 30 Percentile 57%
Passed all filters
11.8%
+1 / −1
ETH/USDT
↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 Percentile 86%
11.8%
BTC/USDT
9.8% → 11.8%
BNB/USDT
9.8% → 11.8%
ADA/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%
BTC/USDT
8.7% → 9.2%
BNB/USDT
8.7% → 9.2%
ETH/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%
BTC/USDT
8.9% → 8.7%
LINK/USDT
8.9% → 8.7%
ETH/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%
BTC/USDT
9.0% → 8.9%
LINK/USDT
9.0% → 8.9%
ETH/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%
LINK/USDT
9.6% → 9.0%
ETH/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
AVAX/USDT
9.9% → 9.6%
LINK/USDT
9.9% → 9.6%
ETH/USDT
9.9% → 9.6%
ADA/USDT
9.9% → 9.6%
+2 / −2
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 71%
9.9%
ETH/USDT
↑ Donchian Trend Percentile 86%↑ Inv Volatility 30 Percentile 57%
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%
BTC/USDT
11.0% → 10.6%
SOL/USDT
11.0% → 10.6%
ADA/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.
2025-10-13 · BTC/USDT
BTC/USDT exited because Failed btc_regime_100: 0.4959 <= 0.5000.
2025-10-13 · AVAX/USDT
AVAX/USDT exited because Failed btc_regime_100: 0.4959 <= 0.5000.
2025-10-13 · BNB/USDT
BNB/USDT exited because Failed btc_regime_100: 0.4959 <= 0.5000.
2025-10-13 · ETH/USDT
ETH/USDT exited because Failed btc_regime_100: 0.4959 <= 0.5000.
2025-09-29 · BTC/USDT
Model exposure to BTC/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2025-09-29 · AVAX/USDT
Model exposure to AVAX/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2025-09-29 · BNB/USDT
Model exposure to BNB/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2025-09-29 · ETH/USDT
Model exposure to ETH/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2025-09-22 · BTC/USDT
BTC/USDT exited because Failed btc_regime_100: 0.4897 <= 0.5000.
2025-09-22 · SOL/USDT
SOL/USDT exited because Failed btc_regime_100: 0.4897 <= 0.5000.
2025-09-22 · BNB/USDT
BNB/USDT exited because Failed btc_regime_100: 0.4897 <= 0.5000.
2025-09-22 · AVAX/USDT
AVAX/USDT exited because Failed btc_regime_100: 0.4897 <= 0.5000.
📰 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
- NeutralbusinessUS diplomat promotes energy diversification to Asia-Pacific region
A senior American diplomat highlighted the significant potential for increased US exports to the Asia-Pacific region, particularly in liquefied natural gas (LNG). The diplomat emphasized that LNG serves not only as a …
29 minutes ago - PositiveReutersIndian equities rise on IT, financials gains amid US-Iran talks
Indian equities experienced weekly gains, driven primarily by advances in the IT and financial sectors, as market sentiment improved due to signs of progress in U.S.-Iran peace talks. The Nifty 50 index rose 0.27% to …
29 minutes ago - NeutralbusinessFederal Reserve's Waller supports balanced approach to next rate move
Federal Reserve Governor Christopher Waller indicated his support for a policy approach that recognizes the possibility of the next interest-rate adjustment being either an increase or a cut, amid rising prices driven…
32 minutes ago - NeutralbusinessUS Consumer Sentiment Falls to Record Low Amid Inflation Concerns
In May, US consumer sentiment dropped to a record low, significantly influenced by worsening long-term inflation expectations amidst the ongoing conflict in Iran. Analysts indicate that the war has heightened concerns…
34 minutes ago - NeutralReutersUS Dollar nears six-week high amid mixed signals on US-Iran deal
The US dollar approached a six-week high, driven by mixed signals surrounding ongoing US-Iran negotiations regarding uranium stockpiles and access to the Strait of Hormuz. While US Secretary of State Marco Rubio ackno…
35 minutes ago - NeutralReutersNomura shifts away from Fed rate cuts in 2026 amid inflation risks
Nomura has shifted its stance on U.S. Federal Reserve interest rate cuts for 2026, now expecting the central bank to keep rates steady due to ongoing inflation concerns, particularly linked to the war in Iran and a gl…
37 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
2025-10-13
0 positions · +0 / -4
2025-10-06
4 positions · +0 / -0
2025-09-29
4 positions · +4 / -0
2025-09-22
0 positions · +0 / -4
2025-09-15
4 positions · +0 / -0
2025-09-08
4 positions · +4 / -0
2025-08-25
0 positions · +0 / -4
2025-08-18
4 positions · +1 / -1
2025-08-11
4 positions · +0 / -0
2025-08-04
4 positions · +1 / -1
2025-07-28
4 positions · +2 / -2
2025-07-21
4 positions · +1 / -1
2025-07-14
4 positions · +0 / -0
2025-07-07
4 positions · +4 / -0
2025-07-05
0 positions · +0 / -0
2025-06-23
0 positions · +0 / -4
2025-06-21
0 positions · +0 / -0
2025-06-16
4 positions · +1 / -1
2025-06-09
4 positions · +1 / -1
2025-06-02
4 positions · +1 / -1
2025-05-26
4 positions · +0 / -0
2025-05-19
4 positions · +1 / -1
2025-05-12
4 positions · +1 / -1
2025-05-05
4 positions · +2 / -2
2025-04-28
4 positions · +4 / -0
2025-02-19
0 positions · +0 / -0
2025-02-10
0 positions · +0 / -4
2025-02-05
0 positions · +0 / -0
2025-02-03
4 positions · +1 / -1
2025-01-27
4 positions · +1 / -1
2025-01-20
4 positions · +2 / -2
2025-01-13
4 positions · +1 / -1
2025-01-06
4 positions · +1 / -1
2024-12-30
4 positions · +1 / -1
2024-12-23
4 positions · +1 / -1
2024-12-16
4 positions · +1 / -1
2024-12-09
4 positions · +2 / -2
2024-12-02
4 positions · +0 / -0
2024-11-25
4 positions · +2 / -2
2024-11-18
4 positions · +1 / -1
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.