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 25, 2026
Return
+2904.3%
CAGR
+70.2%
Sharpe
2.13
Max DD
-20.3%
Win Rate
80%
Turnover
6.81x
BTC-USD+969.3%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
$373186.71
Peak value
$373186.71
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
ETH/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
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%
4 holdings
ETH/USDT
12.3% → 12.7%
BTC/USDT
12.3% → 12.7%
BNB/USDT
12.3% → 12.7%
AVAX/USDT
12.3% → 12.7%
+4
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
12.3%
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%
−4
Removed
BNB/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
BTC/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
AVAX/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
SOL/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
4 holdings
BNB/USDT
10.4% → 10.5%
SOL/USDT
10.4% → 10.5%
BTC/USDT
10.4% → 10.5%
AVAX/USDT
10.4% → 10.5%
+4
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 21 Percentile 57%
10.4%
BTC/USDT
↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 57%
10.4%
AVAX/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
10.4%
SOL/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%
10.4%
−4
Removed
ETH/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%
LINK/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%
BNB/USDT
13.4% → 12.6%
LINK/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%
BTC/USDT
14.2% → 13.4%
BNB/USDT
14.2% → 13.4%
LINK/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
BTC/USDT
↑ Donchian Trend Percentile 57%↑ Momentum 7d 57%
15.4%
AVAX/USDT
↑ Momentum 21 Percentile 71%
15.4%
ETH/USDT
18.4% → 15.4%
BNB/USDT
18.4% → 15.4%
Removed
ADA/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%
Passed all filters
18.4%
LINK/USDT
↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 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%
BNB/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
ETH/USDT
10.0% → 21.2%
BTC/USDT
10.0% → 21.2%
ADA/USDT
10.0% → 21.2%
BNB/USDT
10.0% → 21.2%
+4
ETH/USDT
↑ Momentum 7d 86%↑ Donchian Trend Percentile 57%
10.0%
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 71%
10.0%
ADA/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 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%
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%
⚠️ 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%
BTC/USDT
10.2% → 9.9%
AVAX/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%
BNB/USDT
10.5% → 10.3%
SOL/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%
BTC/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%
LINK/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
25.0%
AVAX/USDT
↑ Momentum 21 Percentile 57%↑ Mean Reversion 20 Percentile 71%
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%
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 86%
Passed all filters
13.0%
LINK/USDT
↑ Mean Reversion 20 Percentile 57%
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%
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
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%
BNB/USDT
9.8% → 11.8%
ADA/USDT
9.8% → 11.8%
BTC/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%
BNB/USDT
9.2% → 9.8%
BTC/USDT
9.2% → 9.8%
SOL/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%
BTC/USDT
8.9% → 8.7%
LINK/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%
BTC/USDT
9.0% → 8.9%
LINK/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
BNB/USDT
↑ Momentum 7d 86%↑ Volume Momentum 20 Percentile 57%
9.0%
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 7d 57%
9.0%
ETH/USDT
9.6% → 9.0%
LINK/USDT
9.6% → 9.0%
Removed
ADA/USDT
↑ Momentum 21 Percentile 71%↑ Mean Reversion 20 Percentile 71%
Passed all filters
9.6%
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%
Passed all filters
9.6%
4 holdings
ETH/USDT
9.9% → 9.6%
ADA/USDT
9.9% → 9.6%
AVAX/USDT
9.9% → 9.6%
LINK/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%
ADA/USDT
10.6% → 9.9%
LINK/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%
ADA/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.
2025-10-13 · ETH/USDT
ETH/USDT exited because Failed btc_regime_100: 0.4959 <= 0.5000.
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.
2025-09-29 · ETH/USDT
Model exposure to ETH/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
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.
2025-09-22 · BNB/USDT
BNB/USDT exited because Failed btc_regime_100: 0.4897 <= 0.5000.
2025-09-22 · BTC/USDT
BTC/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.
2025-09-22 · SOL/USDT
SOL/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
- NeutralDeItaoneIran Asserts Legal Right to Manage Strait of Hormuz for National Security
An adviser to Iran's Supreme Leader stated that managing the Strait of Hormuz is Iran's "legal right" as part of its efforts to ensure national security. This statement underscores Iran's framing of control over the s…
1 day ago - NeutralReutersUS Treasury rout tests Washington's tolerance for higher borrowing costs
The recent surge in U.S. Treasury yields has prompted discussions among Washington officials regarding the implications of higher borrowing costs. Administration officials believe that these yield increases are likely…
1 day ago - NeutralbusinessEmmanuel Macron, Alexander Lukashenko hold rare phone call
French President Emmanuel Macron spoke with Belarusian President Alexander Lukashenko in a rare phone call reported by the state-run Belta news agency. This conversation marks a significant moment in diplomacy, as it …
1 day ago - NeutralIrnaEnglishIran's central military command warns of 'hellish response' to aggression
Iran's central military command, led by Major General Ali Abdollahi, has issued a stark warning of a "hellish response" to any new acts of aggression against the country. This declaration was made during a ceremony co…
1 day ago - NeutralwashingtonpostMarco Rubio defends Trump administration's Iran deal efforts
On Sunday, Secretary of State Marco Rubio defended the Trump administration’s efforts to negotiate a peace deal to end the war with Iran, expressing optimism about potential progress, particularly regarding a deal to …
1 day ago - NeutralIrnaEnglishIran reassures world it does not seek nuclear arms, says President Pezeshkian
Iran's President Pezeshkian stated on Sunday that the country is committed to reassuring the world it is not pursuing nuclear weapons, a stance reaffirmed since the leadership of Ayatollah Khamenei. He emphasized Iran…
1 day 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.