Exploratory · backtest

Crypto testbed

An exploratory, backtest-only testbed — what dual momentum shows on Bitcoin and Ethereum, why their momentum window is shorter, and why none of it is traded automatically.

Crypto — exploratory testbed

The crypto universes are an exploratory testbed, kept separate from the production strategy. They are never traded by the engine: crypto has no automatic execution path, and the deployed portfolio remains the 70/30 described on the How it works page. This section documents what dual momentum does when applied to an extremely volatile asset — Bitcoin, then a Bitcoin/Ethereum rotation — and what a small crypto sleeve adds, in backtest only, to a diversified portfolio.

A shorter momentum window

The setting that matters most for crypto is the momentum window. Where the 70/30 measures momentum over a blend of 1-, 3- and 6-month windows, crypto demands a markedly shorter one — 1, 2 and 3 months. The reason is mechanical, not curve-fitting: an asset that can lose half its value in a few weeks turns trend too fast for a long window to follow; by the time a 6-month signal reacts, most of the fall is already taken. On Bitcoin alone (2016–2026), the short window yields a return-to-drawdown ratio of about 1.6; the 70/30's long window, applied to the same asset, falls below 0.9 and rides Bitcoin down through its worst crashes.

The Bitcoin/Ethereum rotation

Adding Ethereum as a second risk asset turns absolute momentum (one asset, hold or cash) into a genuine rotation: each month the engine holds the stronger of the two — provided Bitcoin, taken as the crypto regime's barometer, itself clears the cash threshold. Over the window where both exist, the rotation beats Bitcoin alone on return. But that gain is not free: Ethereum, younger and more volatile, deepens the worst drawdown in the 2018 bear market (about −59% against −45% for Bitcoin alone). The extra return comes with extra risk over the full window — a point a shorter window, starting after Ethereum's worst excesses, would have hidden.

What the BTC/ETH rotation alone adds, 2016–2026 · cash-only parachute (1) BTC buy & hold · (2) BTC DM · (3) BTC/ETH rotation DM, same filter · all OOM = cash · short 1-2-3 lookback · log scale, rebased to 100 50 100 200 500 1,000 2,000 5,000 10,000 20,000 50,000 100,000 (3) BTC/ETH rotation DM — CAGR 87.1% · maxDD -59% · ratio 1.49 (2) BTC DM (filter only) — CAGR 72.7% · maxDD -45% · ratio 1.62 (1) BTC buy & hold — CAGR 67.0% · maxDD -75% · ratio 0.89 shaded = both dual-momentum strategies out of the market (in cash) Cumulative rotation contribution — (3) BTC/ETH rotation DM ÷ (2) BTC DM, base 100 100 65 237 2016 2018 2020 2022 2024 2026 Validated engine (DualMomentum) on Bitstamp BTC/ETH spot · monthly · log top / linear ratio, rebased to 100
Isolating the Bitcoin/Ethereum rotation, 2016–2026, cash parachute: (1) holding BTC, (2) BTC through the absolute-momentum filter, (3) the BTC/ETH rotation through the same filter. Because (2) and (3) step into cash on the same months, the gap (3)−(2) is the rotation and (2)−(1) the filter; the lower panel is the cumulative rotation contribution (3)÷(2). Backtest-only, over crypto's single bull-regime window — never traded.
…and what it costs: the drawdown of each, 2016–2026 Underwater drawdown of (1) BTC buy & hold, (2) BTC DM, (3) BTC/ETH rotation · ETH listed 2017-08; BTC only before · linear 0% -10% -20% -30% -40% -50% -60% -70% -80% ETH listed · Bitcoin only before 2016 2018 2020 2022 2024 2026 BTC/ETH rotation — worst drawdown -59% BTC DM (filter only) — worst drawdown -45% BTC buy & hold — worst drawdown -75% shaded = both dual-momentum strategies out of the market (in cash) Validated engine (DualMomentum) on Bitstamp BTC/ETH spot · monthly · underwater drawdown, linear
The same three strategies, seen as drawdowns. ETH has no data before its August 2017 listing (vertical line), so until then the rotation is Bitcoin alone. The filter roughly halves Bitcoin's worst drawdown; the rotation, by adding the younger and more volatile ETH, deepens it again — the return it adds in the chart above is paid for here.

A crypto sleeve in the portfolio

To measure what a small crypto sleeve would add to a diversified portfolio, we replace 5 points of the 70/30's equity sleeve with the Bitcoin/Ethereum rotation — a 65/5/30 portfolio, built as a probe, never as a target. Over 2016–2026 the return-to-drawdown ratio rises from about 1.6 (the 70/30) to about 1.9, for a near-unchanged worst drawdown: the crypto sleeve decorrelates from the rest — its catastrophic 2018 collapse lands when the equities are near a high, so even at 5% it barely deepens the portfolio's worst. That is the mark of genuine diversification — over this window.

What a 5% crypto sleeve adds to a diversified portfolio, 2016–2026 70/30 production composite · 65/5/30 (5 points of the equity sleeve in the BTC/ETH rotation) · S&P 500 · log scale, rebased to 100 50 100 200 500 1,000 2016 2018 2020 2022 2024 2026 65/5/30 (5% crypto sleeve) — CAGR 19.6% · maxDD -10% · ratio 1.92 70/30 (production) — CAGR 15.7% · maxDD -10% · ratio 1.59 S&P 500 (buy & hold) — CAGR 15.9% · maxDD -24% · ratio 0.66 Validated engine (CompositePortfolio + DualMomentum) · monthly · log scale, rebased to 100
The same comparison at the portfolio level: the production 70/30, the 65/5/30 probe (5 points of the equity sleeve in the BTC/ETH rotation) and the S&P 500, 2016–2026. The legend's ratio is the point: the 70/30 roughly matches the market's return at a fraction of its drawdown, and the 5% crypto sleeve lifts the ratio further — backtest-only, never traded, over crypto's single bull-regime window.
Do their worst months coincide? 70/30 vs the crypto sleeve, drawdowns Underwater drawdown of the 70/30 composite and the BTC/ETH rotation alone, 2016–2026 · linear 0% -10% -20% -30% -40% -50% -60% 2016 2018 2020 2022 2024 2026 70/30 (production) — worst drawdown -10% BTC/ETH rotation (crypto sleeve) — worst drawdown -59% Validated engine (CompositePortfolio + DualMomentum) · monthly · underwater drawdown, linear
Why the sleeve diversifies rather than amplifies: the 70/30 drawdown and the BTC/ETH rotation drawdown on the same axis. Their worst months don't line up — at the sleeve's catastrophic 2018 low the 70/30 is near a high, and the 70/30's own worst is 2019. Because the two are largely decorrelated and the sleeve is only 5%, even the deep 2022 crypto drawdown barely moves the portfolio's worst drawdown (the 65/5/30 above). Backtest-only — never traded.

Sizing is the only protection

Caveat — reinforced for crypto

These results are doubly sample-dependent. First, 2016–2026 is crypto's only window of existence, and it is a historic bull regime (Bitcoin rose roughly two-hundred-fold over it): any dose of crypto mechanically flatters return here. Second, the ratio edge depends entirely on the short momentum window, itself calibrated on that same period — with the 70/30's window, the 65/5/30's edge almost disappears. On top of that comes a risk specific to the class that dual momentum does not cover: a fall to zero is not excluded, and a collapse faster than the monthly step would leave the position exposed. Crypto therefore remains a testbed, to be managed — if it ever truly is — as a separate, capped sleeve whose size is the only real protection. None of this is traded.

Buying crypto where the stocks already live. To manage a small crypto pocket alongside a stock strategy, there is a practical case for buying it in an account that trades both stocks and crypto — such as Alpaca or tastytrade — rather than in a brokerage account paired with a dedicated crypto platform (such as Coinbase). In a single account, you adjust the relative size of the two pockets with a simple trade, without moving money between institutions: no delay, no friction, no fiat round-trips. One honest caveat: crypto held at a broker is not covered by SIPC (it sits with a third-party custodian) — so the advantage is operational, not a guarantee on custody.