Strategy Performance Matrix16 strategies
Sorted by tier then kill proximity. Live Sharpe vs backtest Sharpe degradation is the primary quality signal.
| Tier | Strategy | Status | Position | Capital | Live P&L | BT Sharpe | Live Sharpe 30d | Degrad % | Win Rate | PBO | Entry Basis | Current Basis | DTE | Kill Prox |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| T1 | S_NEW_49 S_NEW_49 Risk Parity Trend S… | PAPER | — | $25 | — | 0.91 | — | — | — | 0.29Caution | — | — | — | — |
| T1 | S_NEW_34 S_NEW_34 SPY Trend Following… | PAPER | — | $25 | — | 0.96 | — | — | — | 0.26Caution | — | — | — | — |
| T1 | IBIT IBIT Basis Carry (ETF + HL P… | PAPER | — | $25 | — | 3.92 | — | — | — | — | — | — | — | — |
| T2 | S_NEW_37 S_NEW_37 Multi-Asset Trend 9… | PAPER | — | $25 | — | 0.83 | — | — | — | 0.31Caution | — | — | — | — |
| T2 | S_NEW_56 S_NEW_56 Sector Risk Parity … | PAPER | — | $25 | — | 0.97 | — | — | — | 0.24Good | — | — | — | — |
| T2 | S_NEW_53 S_NEW_53 Sector EW Trend 11 … | PAPER | — | $25 | — | 0.99 | — | — | — | 0.24Good | — | — | — | — |
| T2 | S_NEW_20 S_NEW_20 SPX Systematic Vol … | PAPER | — | $25 | — | 1.10 | — | — | — | — | — | — | — | — |
| T2 | S_NEW_61B S_NEW_61B Dual MA 20d/200d C… | PAPER | — | $25 | — | 0.85 | — | — | — | 0.25Good | — | — | — | — |
| T2 | S2d S2d Spot-Perp Basis Trade v4 | PAPER | — | $25 | — | 6.06 | — | — | — | — | — | — | — | — |
| T3 | S1k Delta-Neutral Passive Fundin… | PAPER | — | $2,400 | $85 +3.55% | 21.53 | 18.20 [12.10, 24.30] | -15% | — | 0.58Overfit | — | — | — | 28% |
| T3 | S_NEW_59B S_NEW_59B IWN Small Cap Valu… | PAPER | — | $25 | — | 1.50 | — | — | — | 0.32Caution | — | — | — | — |
| T3 | S_NEW_21 S_NEW_21 Passive BTC+ETH Sho… | PAPER | — | $25 | — | 22.46 | — | — | — | 0.47Caution | — | — | — | — |
| T3 | S_NEW_06 S_NEW_06 Regime-Filtered Cry… | PAPER | — | $25 | — | 3.34 | — | — | — | 0.47Caution | — | — | — | — |
| T3 | S_NEW_08B S_NEW_08B FRED Macro Regime … | PAPER | — | $25 | — | 1.00 | — | — | — | 0.46Caution | — | — | — | — |
| T3 | S_NEW_62 S_NEW_62 RSP Equal-Weight SP… | PAPER | — | $25 | — | 1.66 | — | — | — | 0.29Caution | — | — | — | — |
| T3 | S_NEW_14B S_NEW_14B ETH Passive Carry … | PAPER | — | $25 | — | 20.59 | — | — | — | — | — | — | — | — |
PBO: <0.10 Excellent · 0.10–0.25 Good · 0.25–0.50 Caution · >0.50 Overfit
Degrad: >-10% Normal · -10 to -30% Amber · <-30% Critical