Strategy Backtesting

This section explores the historical efficacy of four unique trading strategies, each designed to cater to diverse investor profiles in the financial markets. These include the Degen Strategy, Aggressive Strategy, Growth Strategy, and Conservative Strategy. Created with precision and subjected to thorough backtesting, these strategies are analyzed to gauge their impact on portfolio growth across different market scenarios. Our objective is to offer a comprehensive and precise evaluation of the performance of each strategy, utilizing a solid backtesting approach to ensure the findings' accuracy and dependability. This examination offers crucial insights for investors and traders, helping them to choose a strategy that best matches their risk tolerance, investment objectives, and view of the market.

Portfolio Summary

• Total Value of Assets Tested: $100 million

• Investment Concentration: Focused on the cryptocurrency market, with an emphasis on major coins and leading alternative coins by market capitalization

• Top Holdings: BTC, ETH, USDT, SOL, DOGE, etc.

*Note: Holdings are subject to change.

Investment Strategy and Market Commentary

Despite the fluctuating market, selecting cryptocurrencies with significant growth potential has led to performances that surpass the broader market. Our strategy will continue to adapt in response to market fluctuations, seeking out new investment opportunities.

Strategy	Win/Loss	Volatility	Risk-Adj Return	Style	Bars	Creator	Cumulative Return	Max DD
12 SMA Trend	51%	High		Growth Strategy	Monthly	TAOTOROTEST	+3085%	74.72%
Overbought Momentum	43%	Medium		Aggressive Strategy	Daily	TAOTOROTEST	+2245%	30.23%
Kelner Breakout	54%	High		Degen Strategy	Daily	TAOTOROTEST	+2376%	72.33%
Relative Volume	57%	High		Conservative Strategy	Monthly	TAOTOROTEST	+69%	8.70%

Average Annual Return

Strategy	1y	3y	5y	Incept.
12 SMA Trend	+344%	+759%	+522%	-
Overbought Momentum	+897%	+122%	-	-
Kelner Breakout	+523%	+713%	-	-
Relative Volume	+48%	+62%	+83%	-

Portfolio Growth

Disclaimer: Results from backtesting, hypothetical or simulated analyses have limitations. Such outcomes are achieved by retrospectively applying a backtested model, which is designed with hindsight. The difference in backtested performance and actual account performance arises because the investment strategy may be modified at any time for any reason, with changes continuing until achieving the desired or improved performance outcomes. Different modeling techniques or assumptions could yield vastly different results and may be more suitable. Past hypothetical backtest results do not predict future returns. Actual results will differ from those analyzed. Past performance should not be viewed as an indicator or guarantee of future results, and no assertion or guarantee, whether expressed or implied, is made concerning future performance.

In summary, our backtesting report showcases promising results for the AI-trained strategy, presenting a thorough examination of four trading strategies with varying levels of risk and reward. From the adventurous Degen Strategy to the cautious Conservative Strategy, our analysis lays the groundwork for informed decision-making. By reviewing historical performances, we aim to provide investors with the tools needed to align with their financial goals and market perspectives. As the market changes, our strategies must also evolve, highlighting the necessity for ongoing analysis and adjustments to achieve long-term success.