Perps
Growi HF
by 0x7789…f60d · created by Vector · $10.4M tvl · #160 of 220 by Sharpe · source ↗ · updated 2m ago
Performance
- Return, 1Y
- +20.4%
- Sharpe
- 0.62
- Max drawdown
- −32.3%
- Volatility, ann.
- 66%
Drawdown from peakmax −32.3%
By timeframe
| Window | Return | Sharpe | Max DD | Vol |
|---|---|---|---|---|
| 1W | +20.8% | 7.03 | −0.7% | 155% |
| 1M | +7.7% | 1.47 | −28.1% | 216% |
| 3M | −7.9% | 0.42 | −32.3% | 132% |
| 6M | −12.8% | 0.18 | −32.3% | 93% |
| 1Y | +20.4% | 0.62 | −32.3% | 66% |
| 2Y | track record shorter than window | |||
Monthly returns
Aug ’24+3.8%Dec ’24+1.8%Jan ’25+4.2%Feb ’25+3.0%Mar ’25+1.6%Apr ’25+9.5%May ’25+1.1%Jun ’25+1.5%Jul ’25+0.5%Aug ’25+2.3%Sep ’25+0.8%Oct ’25+24.0%Nov ’25+0.2%Dec ’25+0.7%Jan ’26−4.7%Feb ’26+13.3%Mar ’26+0.4%Apr ’26+1.6%May ’26−2.4%Jun ’26+2.4%Jul ’26+5.4%Aug ’26−32.1%Sep ’26+21.4%
How Vector sizes this. You set a drawdown you can live with; Vector scales the position so this strategy’s historical risk fits inside it, and resizes when realised volatility drifts outside the band. Mirroring is automatic; the sizing is the product. Employs a quantitative, mean-reversion strategy, trades all available cryptos. Fully automated with advanced risk control, targeting over 50% annual returns. Results from 5 months of live trading align with 7 years of backtesting. twitter.com/growihf
