Market-Neutral
Pair Trading Basket
A long/short basket that earns from the divergence between two coins instead of guessing where the market goes. Up to four independent slots run side by side.
- Does not depend on Bitcoin direction — the profit source is the spread between two correlated coins
- Up to four independent slots, each with its own entry and exit
- No manual work: the worker opens, holds and closes positions 24/7
- Every slot carries its own protective stop and a trend-based exit
Pair trading means buying one coin and shorting another at the same time, with equal volume. The result depends on how the two prices move relative to each other, not on whether the market rises or falls.
+48.6%In-sample (6 months)
+22.1%Out-of-sample (6 months)
53.1%Max drawdown (out-of-sample)
Research backtest of the current engine mode on 6 months of Binance 1-minute data with taker fees and slippage included: +48.6% taker / +116.7% maker in-sample, +22.1% / +73.0% out-of-sample.
Caveats: a single pair produced 81.7% of the in-sample profit, and drawdown grew noticeably out-of-sample. Research results are not a guarantee of future returns.