HIFI TRADE
RUEN
Telegram
Auto-follow/AI Momentum v.1
SYSTEMATIC RELATIVE-STRENGTH STRATEGY

HIFI TRADE AI Momentum v.1

The algorithm compares liquid USDT contracts with one another: the strongest form the long book and the weakest form the short book. The result depends on relative dispersion, not only on the direction of the entire crypto market.

Connect on BybitHow it works
CAGR
22.2%
SHARPE
0.85
MAX DRAWDOWN
−28.2%
TEST PERIOD
2022—2026
MECHANICS

How the algorithm works

01

Universe

Roughly 30 of the most liquid USDT perpetual contracts pass the exchange filters.

02

Four horizons

Momentum is measured over 7, 14, 28 and 84 days, then combined into one relative-strength ranking.

03

Two books

Six leaders enter the long book and six laggards enter the short book. Position weights account for volatility.

04

The 6/10 rule

A position stays while it remains in the top or bottom ten, reducing unnecessary turnover, fees and slippage.

Target long exposure
≈ 50%
Target short exposure
≈ 50%
Gross / Net
≈ 1.0x / ≈ 0
Maximum instrument weight
≈ 10%
BACKTEST

Historical results

The strategy and BTC Buy & Hold start from the same normalized point.

EQUITY · LOG SCALE / DRAWDOWN
HIFI TRADE AI Momentum v.1 equity and drawdown versus BTC Buy and Hold
The chart uses saved backtest checkpoints. Missing daily observations were not interpolated.

Strategy versus BTC Buy & Hold

MetricAI Momentum v.1BTC B&H
Final equity2.30x1.83x
Total return+130.5%+83.5%
CAGR22.2%15.7%
Sharpe0.850.54
Maximum drawdown−28.2%−52.5%

Year-by-year results

YearAI Momentum v.1BTC B&H
2022*−12.4%−37.3%
2023+54.3%+135.1%
2024−11.0%+91.8%
2025+38.0%−10.9%
2026*+38.7%−27.2%
* partial calendar year
TEST

What is included

  • The portfolio is rebalanced weekly after the calculation period closes.
  • The new portfolio size is calculated from the current Bybit Master account totalEquity.
  • Exchange minimums, quantity steps and available capital are checked before orders; residual capital remains in USDT.
  • The historical test accounts for fees, funding and assumed slippage.
RISK

Limitations

  • The available history does not cover every possible market regime.
  • Actual results depend on connection timing, account size, copy settings, liquidity and execution quality.
  • A market-neutral target does not eliminate temporary directional exposure or losses.
BYBIT

Connect to the algorithm

Before connecting, review the copy settings and the level of risk you can accept.

Connect on Bybit
How to set up Bybit copy trading
NEXT ALGORITHMAI CTREND