Boreas
Genuinely independent — among the lowest-correlation streams in the set.
Two complementary axes, not a contradiction: the primary badge is internal validation dual-verified · external TradingView cross-check provisional (provisional until reconciled). how we verify →
These signals imply a leveraged position — not a 1:1 deployment. At the stated risk %, the position notional is about 1.02× your deployed capital (typical), and up to 14.8× on a tight-stop trade. You execute on your own venue at your own size — cap your leverage at your discretion.
Drag 0.5%–3.0%. The full-history curve, CAGR & drawdown recompute live; the axes rescale with it. Profit factor, Sharpe & Sortino are scale-invariant (unchanged). Documented transform, identical to the API.
| Risk | CAGR | max-DD | PF | Sharpe |
|---|---|---|---|---|
| 1.0%base | 14.0% | -31.6% | 1.35 | 0.68 |
| 1.5% | 19.4% | -44.4% | 1.35 | 0.68 |
| 2.0% | 23.5% | -55.4% | 1.35 | 0.68 |
| 2.5% | 26.2% | -64.6% | 1.35 | 0.68 |
| 3.0% | 27.4% | -72.3% | 1.35 | 0.68 |
The table lists each 0.5% level where this strategy clears 10% CAGR, up to 3.0%. Use the slider above to dial any value in between — the curve, CAGR and drawdown recompute live.
Drawdown is shown beside every CAGR — you weigh the trade-off.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | -6 | -12 | 0 | 0 | |||||||||
| 2019 | 0 | -1 | -8 | 1 | 54 | 24 | 0 | 9 | -2 | -1 | -1 | -3 | 76 |
| 2020 | 11 | 0 | -3 | 7 | 6 | 0 | -11 | -1 | -6 | -6 | 7 | 32 | 34 |
| 2021 | 2 | 12 | 11 | 0 | -5 | -2 | 12 | -7 | -6 | -2 | -5 | -3 | 5 |
| 2022 | 0 | 0 | 0 | -4 | 1 | -4 | 7 | -4 | -2 | 1 | -1 | 1 | -6 |
| 2023 | 30 | -1 | 0 | 4 | -5 | -2 | -2 | -7 | -1 | 2 | 0 | 4 | 19 |
| 2024 | -1 | 11 | 2 | -4 | -6 | -2 | 0 | -2 | 1 | 16 | 6 | 1 | 22 |
| 2025 | -1 | -1 | -2 | -5 | 0 | -3 | 6 | -1 | 0 | 0 | -1 | -4 | -12 |
| 2026 | -4 | 0 | -2 | 1 | 4 | 0 | -7 | 24 | 16 |
Monthly & annual returns (%) at base risk — green = up, red = down. Backtested / modelled, provisional — the full record, down months included.
- Base risk
- 1.0% per trade
- Window
- 2018-08-14 → 2026-08-24
- Engine
- Deribit-native BTC-PERPETUAL DRY_RUN backtest (keyless)
- Data source
- public Deribit chart history
- Commission
- 5 bps / side
- Slippage
- 2 ticks
- Parameters
- — (null until stamped)
- Engine commit
- — (null until stamped)
Backtested / modelled historical data, net of the costs above — not advice. → full methodology
Every stat, return series and the risk-% tool on this page are free, no key — verify Boreas against your own book first. The product is the live signals: real-time, actionable trade alerts as it fires. Request-based today.
Subscribe for live signalsContact for access — request-basedIncluded in: Diversifier