I build & run crypto trading strategies. Research, code and lessons from live trading. Read my research ↓

Joined June 2017
Do breakouts work in crypto? — Research #1 There are many ways to measure trend. I tested one of the simplest: breakouts. Point-in-time Top 40 Binance perp universe, 2021–2025. Simple rules, costs, different speeds and continuous scoring.
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A 1.5 sharpe crypto short strategy you can trade today Every few days, Upbit lists a new coin against the Korean won. Within hours it is often up 20%, 40%, sometimes more than 100%. On Binance too. A lot of the time, it then gives it back. I tested whether you can short that give-back on Binance perps, after fees and funding.
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The full article has the complete rule set: the entry trigger and timing, the stop, the holding period, the sizing, and how I would start trading it. Link in the next post.
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Here's the full article: dimaquant.substack.com/p/a-1… 🫶
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xitter.cf/dima_quant/status/2102… market has been difficult since our bot passed the @ProprXYZ challenge so posting here for transparency, been 14 days funded fully automated. hopefully something decent comes out of this airdrop for using propr. app.propr.xyz/r/Dima
xitter.cf/dima_quant/status/2100… Update: our bot succesfully passed the @ProprXYZ challenge 1st time. Now we begin running on real funds there executing on @HyperliquidX .
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xitter.cf/dima_quant/status/2098… update. last 30 days have been choppy for our systematic bot. have a nice weekend. 🫶
been running this top 50 systematic bot on hyperliquid since july 8th, live testing vs backtest. results seem great, live wallet performed slightly better than backtest due to the backtest having 15bps fees estmiate. scaling up time.
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dima retweeted
Reminder. Applications close Sunday. After that, the door closes. Good luck.
Credo doesn't open its doors often. We're opening them again. How good are you at trading? Do you know what digging in means? Do you know when to keep clicking? Do you know the difference between being down and being wrong? Good. We have the capital. We have the technology. We have the hub. We have the traders. We're looking for talent. We build traders, and we back them with real capital. No pedigree required. No fame required. No bullshit required. You can be smart, fast, rich, broke, known or completely unknown. If you can trade, we want to know. Seats are limited. Talent is rare. Credo is open again. Go for it. Find our website in the bio @credo__v
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Trading Crypto Funding Rates — Part 2 After looking at whether funding contains useful information, I wanted to see how we could trade it. I start with a simple long/short portfolio, then test costs, position sizing and trading less. Binance perps, 2023–2025.
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What I take from this: Trading less sometimes helped. Smoother signals and fewer trades were not automatically better. In practice funding rate should be used as one part of a multi feature strategy. These are some of the ideas and thoughts I had.
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