Morning Fade Short
Shorts the day's most over-extended perpetuals at 04:00 SGT and covers eight hours later.
Backtest period 2026-03-31 → 2026-10-07
- Annualized
- +925.8%
- Total return
- +236%
- Win rate
- 61.5%
- Profit factor
- 1.28
- Max drawdown
- −33.5%
Costs assumed: 5 bps fee + 5 bps slippage per side · Benchmark: BTC
How it works
Once a day at 20:00 UTC the model ranks liquid Binance USDT-margined perpetuals by how stretched their recent rally is and shorts the top five in equal size. Every position is closed after eight hours, with a wide disaster stop. Results are shown unlevered, net of taker fees and slippage.
When it enters
Short at 20:00 UTC (04:00 Singapore), five names, equal weight.
When it exits
Cover after 8 hours, or earlier if price rises 25% above entry.
Best market conditions
Choppy and mean-reverting altcoin markets; weak during broad squeezes.
Monthly returns
Signal history
Shown with a one-trading-day delay.
| Date | Symbol | Side | Ref. price | Result |
|---|---|---|---|---|
| 2026-10-07 | GTCUSDT GTC Time exit after 8h; stop +25% | Short | 0.1706 | Open |
| 2026-10-07 | LYNUSDT LYN Time exit after 8h; stop +25% | Short | 0.0202 | Open |
| 2026-10-07 | MAGICUSDT MAGIC Time exit after 8h; stop +25% | Short | 0.0640 | Open |
| 2026-10-07 | ORCAUSDT ORCA Time exit after 8h; stop +25% | Short | 2.7780 | Open |
| 2026-10-07 | PROMUSDT PROM Time exit after 8h; stop +25% | Short | 5.3410 | Open |
| 2026-10-06 | API3USDT API3 Time exit after 8h; stop +25% | Short | 0.3341 | +2.6% |
| 2026-10-06 | CAPUSDT CAP Time exit after 8h; stop +25% | Short | 0.0881 | +1.4% |
| 2026-10-06 | MAGMAUSDT MAGMA Time exit after 8h; stop +25% | Short | 0.2148 | −1.1% |
| 2026-10-06 | RLCUSDT RLC Time exit after 8h; stop +25% | Short | 0.7496 | +4.3% |
| 2026-10-06 | VTHOUSDT VTHO Time exit after 8h; stop +25% | Short | 0.0007 | +3.8% |
| 2026-10-05 | AINUSDT AIN Time exit after 8h; stop +25% | Short | 0.0569 | +0.8% |
| 2026-10-05 | CARVUSDT CARV Time exit after 8h; stop +25% | Short | 0.0502 | −0.6% |
| 2026-10-05 | GTCUSDT GTC Time exit after 8h; stop +25% | Short | 0.1871 | −2.8% |
| 2026-10-05 | MOVRUSDT MOVR Time exit after 8h; stop +25% | Short | 1.9383 | +0.4% |
| 2026-10-05 | SCRUSDT SCR Time exit after 8h; stop +25% | Short | 0.0278 | +2.8% |
Model output for research purposes only — not investment advice.
Factor formula & parameters
The exact factor formula, parameters and full rule set are available on the Elite plan.
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