Investment Thesis

Adaptive State-Based Crypto Trading

An crypto trading strategy utilizing a three-state system (Normal, Reversed, NotReliable) that adapts based on measured prediction accuracy. The system transitions between states when accuracy crosses predefined thresholds (40% for Normal, below 35% for Reversed), with positions sized at 98% of capital and managed through multiple exit conditions including take-profit (0.8%), time limits, and signal reversals. 

Limitations: fixed thresholds and no accounting for transaction costs.

Author

Quant League Competitions

6 days ago