SKEW
Academic signal meets real markets. Built with stratmine.
Portfolio value
$98,944.41↓
Total Return
-1.06%Realized
+0.00%($+0.00)Unrealized
-1.17%($-1,055.588)Sharpe
-7.80
Max DD
-1.1%
Win Rate
—
PF
—
Trades
2
| Symbol | Side | Qty | Avg Cost | Price | Total Cost | Market Value | P/L ($) | P/L (%) | Weight |
|---|---|---|---|---|---|---|---|---|---|
| $ETHCrypto | Long | 20.43 | $2327.33 | $2301.69 | $47,539.639 | $47,016.02 | $-523.62 | -1.10% | 47.5% |
| $AVAXCrypto | Long | 4643.96 | $9.27 | $9.15 | $43,043.008 | $42,511.04 | $-531.97 | -1.24% | 43.0% |
| CASH | — | — | — | — | — | $9,417.353 | — | — | 9.5% |
| TOTAL | — | — | — | — | $90,582.647 | $98,944.412 | $-1,055.588 | -1.17% | 100% |
Apr 19, 4:17 PM
BUY 4,643.96 $AVAXCrypto @ $9.27
“Skew dispersion: X:AVAXUSD #2/8, score 0.807, skew -0.281, 30d mom +6.1%”
Apr 19, 4:17 PM
BUY 20.43 $ETHCrypto @ $2327.33
“Skew dispersion: X:ETHUSD #1/8, score 0.831, skew +0.082, 30d mom +10.4%”
