Morning Fade Short

Shorts the day's most over-extended perpetuals at 04:00 SGT and covers eight hours later.

En directCrypto · Binance USDT-M PerpOvernight · 8 hoursShortMis à jour le 2026-10-08

Compte modèle

Un seul compte du début du backtest à aujourd'hui : d'abord le backtest, puis le paper trading depuis la mise en ligne, comptabilisé aux prix publiés — rien n'est retiré.

Capital de départ

$10,000

2026-03-31

Durée de détention

0.5 ans

2026-03-31 → aujourd'hui

Capital actuel

$31,291

dont latent —

Rendement total

+212.9%

Capital du compte (backtest + paper trading, net de coûts)

$35,591$22,796$10,000

Backtest· net de frais et de slippage

Période de backtest 2026-03-31 → 2026-10-07

Rendement annualisé: +925.8%
Rendement total: +236%
Taux de réussite: 61.5%
Profit factor: 1.28
Drawdown maximal: −33.5%

Coûts supposés : 5 bps de frais + 5 bps de slippage par côté · Référence : BTC

Fonctionnement

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.

Quand elle entre

Short at 20:00 UTC (04:00 Singapore), five names, equal weight.

Quand elle sort

Cover after 8 hours, or earlier if price rises 25% above entry.

Conditions de marché idéales

Choppy and mean-reverting altcoin markets; weak during broad squeezes.

Rendements mensuels

2026

0.0

70.2

-26.1

21.8

48.5

18.8

29.7

-4.2

Historique des signaux

Affichés avec un jour de bourse de décalage.

Formule et paramètres du facteur

La formule exacte du facteur, ses paramètres et l'ensemble des règles sont disponibles avec l'offre Elite.

Date	Symbole	Sens	Prix de réf.	Résultat
2026-10-09	AEVOUSDT AEVO Time exit after 8h; stop +25%	Short	0.0257	−1.4%
2026-10-09	METUSDT MET Time exit after 8h; stop +25%	Short	0.4348	+0.3%
2026-10-09	ONUSDT ON Time exit after 8h; stop +25%	Short	0.1091	−1.8%
2026-10-09	🔒 Toujours en position — abonnés Time exit after 8h; stop +25%	Short	—	−7.8%
2026-10-09	币安人生USDT 币安人生 Time exit after 8h; stop +25%	Short	0.5148	+0.9%
2026-10-08	GTCUSDT GTC Time exit after 8h; stop +25%	Short	0.1706	−3.7%
2026-10-08	LYNUSDT LYN Time exit after 8h; stop +25%	Short	0.0202	+2.3%
2026-10-08	MAGICUSDT MAGIC Time exit after 8h; stop +25%	Short	0.0640	0.0%
2026-10-08	ORCAUSDT ORCA Time exit after 8h; stop +25%	Short	2.7780	+1.7%
2026-10-08	PROMUSDT PROM Time exit after 8h; stop +25%	Short	5.3410	−6.6%
2026-10-07	API3USDT API3 Time exit after 8h; stop +25%	Short	0.3341	+2.6%
2026-10-07	CAPUSDT CAP Time exit after 8h; stop +25%	Short	0.0881	+1.4%
2026-10-07	MAGMAUSDT MAGMA Time exit after 8h; stop +25%	Short	0.2148	−1.1%
2026-10-07	RLCUSDT RLC Time exit after 8h; stop +25%	Short	0.7496	+4.3%
2026-10-07	VTHOUSDT VTHO Time exit after 8h; stop +25%	Short	0.0007	+3.8%
2026-10-06	AINUSDT AIN Time exit after 8h; stop +25%	Short	0.0569	+0.8%
2026-10-06	CARVUSDT CARV Time exit after 8h; stop +25%	Short	0.0502	−0.6%
2026-10-06	GTCUSDT GTC Time exit after 8h; stop +25%	Short	0.1871	−2.8%
2026-10-06	MOVRUSDT MOVR Time exit after 8h; stop +25%	Short	1.9383	+0.4%
2026-10-06	SCRUSDT SCR Time exit after 8h; stop +25%	Short	0.0278	+2.8%
2026-10-05	AINUSDT AIN Time exit after 8h; stop +25%	Short	0.0540	−25.2%
2026-10-05	ATHUSDT ATH Time exit after 8h; stop +25%	Short	0.0077	+1.9%
2026-10-05	AXSUSDT AXS Time exit after 8h; stop +25%	Short	1.3788	+5.0%
2026-10-05	BEAMXUSDT BEAMX Time exit after 8h; stop +25%	Short	0.0026	+4.0%
2026-10-05	🔒 Toujours en position — abonnés Time exit after 8h; stop +25%	Short	—	−7.2%
2026-10-04	ENJUSDT ENJ Time exit after 8h; stop +25%	Short	0.0332	−4.1%
2026-10-04	MANAUSDT MANA Time exit after 8h; stop +25%	Short	0.1045	−2.8%
2026-10-04	SANDUSDT SAND Time exit after 8h; stop +25%	Short	0.0743	−6.6%
2026-10-04	VELVETUSDT VELVET Time exit after 8h; stop +25%	Short	0.0818	+7.1%
2026-10-04	龙虾USDT 龙虾 Time exit after 8h; stop +25%	Short	0.0471	−3.8%

Sortie de modèle à des fins de recherche uniquement — ne constitue pas un conseil en investissement.