The Harvest
Performance since launch
Backtest volatility
About this strategy
Holds bitcoin and ethereum near a 50/50 split and rebalances the whole gap in one move only when one leg runs past a wide band, harvesting the volatility premium between the two.
How it works
- Agent triggers
Starts weekly on Mondays at 1:00 PM UTC. This schedule sets the rhythm for potential rebalances based on price movements.
- Computes its signals
It reads closing prices for bitcoin and ethereum, determining when one exceeds a wide band that prompts a rebalance back to 50/50.
- Sets the target portfolio
The target portfolio consists of a 50/50 split between bitcoin and ethereum. Rebalancing occurs in a single move after significant price divergence.
- Executes orders
Your account trades toward the target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.
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Backtests
* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.