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Cumulative Returns
vs BTC-USD
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Cumulative Returns vs Benchmark
strategy ÷ comparator, rebased to 1.0
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Cumulative Returns — Volatility Matched
comparator returns scaled so its ann vol equals the strategy's
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Daily Returns
vs BTC-USD
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Rolling Volatility (6mo)
vs BTC-USD
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Rolling Sharpe (6mo)
vs BTC-USD
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Rolling Sortino (6mo)
vs BTC-USD
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Rolling β (90d) vs Comparator
rolling regression β of strategy on comparator · first 90d are warmup
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Worst 10 Drawdown Periods
strategy equity · shaded bands mark the deepest 10 drawdowns
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Underwater Chart for Accumulated Capital
drawdown from running peak
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Distribution
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Distribution of Daily Returns
853 samples in visible window · overlay: BTC-USD · 2 strategy · 392 BTC outside range
Meridian Stat ArbBTC-USDWheel to zoom · double-click to reset
Daily-Return Quantile Box
5-number summary · whiskers at min/max · box P25–P75 · median accent line
P5
-0.8%
P25
-0.3%
Median
+0.1%
P75
+0.4%
P95
+0.9%
End-of-Year Returns vs BTC
compounded annual returns · scale ±122% · strategy in accent, BTC in muted
Cross-Asset Correlation
Pearson ρ on aligned daily returns · ρ near 0 implies diversification benefit
ρ measured against the strategy's observation dates with each benchmark forward-filled to the same calendar.