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Momentum Grid.
Running Live.

Momentum Grid identifies high-probability momentum setups on perpetual futures across multiple timeframes, then takes market-neutral positions to isolate the alpha from directional exposure. Fully automated, 24/7.

Performance

Key metrics

SHARPE_RATIO1.4realized · 2y live
MAX_DRAWDOWN−7.2%worst period
AVG_TRADE_DUR4.2hmedian hold
WIN_RATE54%per trade
MONTHLY_TRADES≈ 180signal count
LIVE_SINCEJan 2023production

Mechanics

How it works

01

Signal generation

Multi-timeframe momentum score computed across BTC and ETH perps. Score normalized by realized volatility.

02

Regime filter

Strategy pauses during detected mean-reverting regimes (high funding rate divergence, compressed ATR). Capital sits idle — not forced.

03

Entry & sizing

Fractional Kelly sizing based on signal strength and current drawdown. Max position size capped at 2% of capital per leg.

04

Exit

Fixed-profit target + trailing stop. Force exit on regime flip. No discretionary overrides.

Details

Key information

Supported venuesBinance USDT-M, OKX Perps
Minimum capital$5,000
Price$99/mo
Return profileLow-frequency, moderate Sharpe. Smooth equity curve with contained drawdowns.

$99/mo

Market-neutral momentum strategy for crypto perpetual futures.

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* Performance metrics are based on IS/OOS backtests and, where marked "realized," live production data. Past performance does not guarantee future results. Trading involves substantial risk of loss.