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Yunus - Copy Trader - Quant
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Yunus - Copy Trader - Quant
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Systematic edge in crypto — algo strategies, ML signals & quantitative research. Building alpha in public.
低高頻度トレーダー
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Yunus - Copy Trader - Quant
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翻訳参照
Live $BTC system update: Signal fired: momentum exhaustion long. Entry: structural confirmation triggered. Initial position: 0.5x normal size (drawdown regime active). Not every signal gets full size. Context determines allocation. This is systematic risk management, not fear. Following rules under pressure is the actual edge. #Bitcoin #AlgoTrading #BuildingInPublic #CryptoTrading
Live $BTC system update:
Signal fired: momentum exhaustion long.
Entry: structural confirmation triggered.
Initial position: 0.5x normal size (drawdown regime active).
Not every signal gets full size.
Context determines allocation.
This is systematic risk management, not fear.
Following rules under pressure is the actual edge.
#Bitcoin #AlgoTrading #BuildingInPublic #CryptoTrading
BTC
+1.52%
Yunus - Copy Trader - Quant
·
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1.5 シャープシステムと 3.0 シャープシステムを分けるもの: エントリーではない。 インジケーターではない。 エグジットロジック。 ポジションサイズ。 ドローダウンレジームルール。 エントリーはおそらくパフォーマンスの 20% を占める。 ほとんどの個人トレーダーはそれに 80% の時間を費やす。 $BTC $ETH #アルゴトレーディング #システマティックトレーディング #クオンツトレーディング
1.5 シャープシステムと 3.0 シャープシステムを分けるもの:
エントリーではない。
インジケーターではない。
エグジットロジック。
ポジションサイズ。
ドローダウンレジームルール。
エントリーはおそらくパフォーマンスの 20% を占める。
ほとんどの個人トレーダーはそれに 80% の時間を費やす。
$BTC $ETH #アルゴトレーディング #システマティックトレーディング #クオンツトレーディング
BTC
+1.52%
ETH
+2.08%
Yunus - Copy Trader - Quant
·
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翻訳参照
$BTC hourly return distribution is not normal. Fat tails. Skewed. Kurtosis 4.8. Strategies that assume normal distribution will underestimate tail risk. This is why standard stop-loss formulas fail in crypto. The model needs to know what distribution it's in. Most don't. #Bitcoin #AlgoTrading #QuantTrading #CryptoTrading
$BTC hourly return distribution is not normal.
Fat tails. Skewed. Kurtosis 4.8.
Strategies that assume normal distribution will underestimate tail risk.
This is why standard stop-loss formulas fail in crypto.
The model needs to know what distribution it's in.
Most don't.
#Bitcoin #AlgoTrading #QuantTrading #CryptoTrading
BTC
+1.52%
Yunus - Copy Trader - Quant
·
--
翻訳参照
Year 1 of systematic trading: - 847 trades - 3 months of drawdown - Considered quitting twice Year 2: - Portfolio Sharpe 2.8 - All 3 systems positive - Drawdown regime identified and managed The compounding doesn't start until you stop changing the rules. $BTC $ETH #AlgoTrading #BuildingInPublic #CryptoTrading
Year 1 of systematic trading:
- 847 trades
- 3 months of drawdown
- Considered quitting twice
Year 2:
- Portfolio Sharpe 2.8
- All 3 systems positive
- Drawdown regime identified and managed
The compounding doesn't start until you stop changing the rules.
$BTC $ETH #AlgoTrading #BuildingInPublic #CryptoTrading
BTC
+1.52%
ETH
+2.08%
Yunus - Copy Trader - Quant
·
--
翻訳参照
Walk-forward validation on BTC momentum: In-sample (2021-2022): Sharpe 3.87 Out-of-sample (2023-2024): Sharpe 2.89 Degradation: 25%. Below the 50% industry standard decay. When out-of-sample is close to in-sample, you have an edge. When it's not, you have curve fitting. $BTC #AlgoTrading #QuantTrading #Bitcoin
Walk-forward validation on BTC momentum:
In-sample (2021-2022): Sharpe 3.87
Out-of-sample (2023-2024): Sharpe 2.89
Degradation: 25%.
Below the 50% industry standard decay.
When out-of-sample is close to in-sample,
you have an edge.
When it's not, you have curve fitting.
$BTC #AlgoTrading #QuantTrading #Bitcoin
BTC
+1.52%
Yunus - Copy Trader - Quant
·
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翻訳参照
Drawdown regime analysis on $BTC momentum system: Normal regime: max 8% drawdown, recovers in 12 days average Drawdown regime: max 15.9%, recovery 31 days Knowing which regime you're in changes position sizing. Most traders size the same regardless of regime. That's not systematic. That's lazy. #Bitcoin #AlgoTrading #RiskManagement
Drawdown regime analysis on $BTC momentum system:
Normal regime: max 8% drawdown, recovers in 12 days average
Drawdown regime: max 15.9%, recovery 31 days
Knowing which regime you're in changes position sizing.
Most traders size the same regardless of regime.
That's not systematic. That's lazy.
#Bitcoin #AlgoTrading #RiskManagement
BTC
+1.52%
Yunus - Copy Trader - Quant
·
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翻訳参照
The 1,895-trade BTC system has a win rate of 49%. That means 51% of trades are losers. Still Sharpe 3.14. Because the winners are 2.3x the size of losers on average. Win rate is the most overrated stat in retail trading. Expected value is what matters. #Bitcoin #AlgoTrading #QuantTrading
The 1,895-trade BTC system has a win rate of 49%.
That means 51% of trades are losers.
Still Sharpe 3.14.
Because the winners are 2.3x the size of losers on average.
Win rate is the most overrated stat in retail trading.
Expected value is what matters.
#Bitcoin #AlgoTrading #QuantTrading
BTC
+1.52%
Yunus - Copy Trader - Quant
·
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翻訳参照
Copy trading math: Master account: +18% monthly (exceptional month) Average: +4-6% monthly Your cut after platform fees: 3-5% The math only works if the master is systematic. Discretionary traders have 3x the variance. Good copy trading is finding a system, not a person. $BTC #CopyTrading #Binance #AlgoTrading
Copy trading math:
Master account: +18% monthly (exceptional month)
Average: +4-6% monthly
Your cut after platform fees: 3-5%
The math only works if the master is systematic.
Discretionary traders have 3x the variance.
Good copy trading is finding a system, not a person.
$BTC #CopyTrading #Binance #AlgoTrading
BTC
+1.52%
Yunus - Copy Trader - Quant
·
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翻訳参照
Orderflow participation asymmetry signals. 68% of configurations: positive expectation. 32%: flat or negative. The system only trades the 68%. Sounds obvious. Almost no retail trader applies a filter this strict. They trade every setup. Then wonder why the equity curve doesn't go up. #AlgoTrading #Bitcoin #CryptoTrading
Orderflow participation asymmetry signals.
68% of configurations: positive expectation.
32%: flat or negative.
The system only trades the 68%.
Sounds obvious.
Almost no retail trader applies a filter this strict.
They trade every setup.
Then wonder why the equity curve doesn't go up.
#AlgoTrading #Bitcoin #CryptoTrading
Yunus - Copy Trader - Quant
·
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翻訳参照
3 uncorrelated instruments. $BTC momentum. $ETH structural. ES scalper. Single-instrument risk: concentrated. Multi-instrument: participation asymmetry in your favor. When BTC mean-reverts, ES might trend. The portfolio doesn't stop working. Uncorrelated is the most underrated concept in retail trading. #AlgoTrading #QuantTrading #CryptoTrading
3 uncorrelated instruments.
$BTC momentum.
$ETH structural.
ES scalper.
Single-instrument risk: concentrated.
Multi-instrument: participation asymmetry in your favor.
When BTC mean-reverts, ES might trend.
The portfolio doesn't stop working.
Uncorrelated is the most underrated concept in retail trading.
#AlgoTrading #QuantTrading #CryptoTrading
BTC
+1.52%
ETH
+2.08%
Yunus - Copy Trader - Quant
·
--
翻訳参照
Most $BTC traders are long-biased. Structurally. Emotionally. Permanently. A momentum exhaustion signal fired short last week. I took it. Being right isn't the goal. Following the signal is. The P&L follows that, not the other way around. #Bitcoin #AlgoTrading #CryptoTrading
Most $BTC traders are long-biased.
Structurally. Emotionally. Permanently.
A momentum exhaustion signal fired short last week.
I took it.
Being right isn't the goal.
Following the signal is.
The P&L follows that, not the other way around.
#Bitcoin #AlgoTrading #CryptoTrading
BTC
+1.52%
Yunus - Copy Trader - Quant
·
--
翻訳参照
I see liquidity reports before they're public. What I've learned: Exchanges move price to hunt stops before big orders. This is not conspiracy. It's market structure. Systematic models don't have a stop at the "obvious" level. That's not an accident. $BTC $ETH #CryptoInsider #Bitcoin #AlgoTrading
I see liquidity reports before they're public.
What I've learned:
Exchanges move price to hunt stops before big orders.
This is not conspiracy. It's market structure.
Systematic models don't have a stop at the "obvious" level.
That's not an accident.
$BTC $ETH #CryptoInsider #Bitcoin #AlgoTrading
BTC
+1.52%
ETH
+2.08%
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