Backtest Receipts
Public methodology card for EdgeVerdict spot rebalancing strategy
⚠️ Important Disclaimers
- Method card only. Aggregate performance series pending publication. Only methodology envelope published at this time.
- Backtest results are NOT a promise of live returns. Past performance does not guarantee future results.
- Paper trading only. EdgeVerdict currently operates in paper mode. No live customer orders are placed.
- No custody. EdgeVerdict never holds customer funds. All trading occurs on customer's own exchange account.
- Regime dependent. Rebalancing premium is regime-conditional. In sustained bull markets, this strategy structurally underperforms buy-and-hold.
- Free proof, no invented traction. Public proof is the free method card plus the math page. We do not invent paid traction, revenue, or adoption.
Methodology
Strategy Type
Spot rebalancing with proprietary execution logic
Universe
BTC (Bitcoin), PAXG (Paxos Gold), USDC (US Dollar stablecoin)
Market Type
Spot only (no leverage, no liquidation)
Position Type
Long/flat only (never short)
Execution
Fee-aware execution (details proprietary), daily cadence
Rebalance Logic
Periodic rebalance cadence (specific weights and thresholds proprietary)
No Forced Exits
No stop-losses. Positions close only via rebalance rule, never by margin call.
Cash Yield
4.7% APY on USDC balance (Coinbase tier-specific)
Fees
| Exchange |
Tier |
Maker |
Taker |
| Coinbase Advanced Trade |
Intro 1 |
60 bps (0.60%) |
120 bps (1.20%) |
All internal research results are net of actual exchange fees at stated tier.
Benchmark
Buy-and-hold with same initial allocation, never rebalanced (drift benchmark).
Research Disclosures
De-Risk Thrash Research: FAILED
Hysteresis research to reduce rebalance thrash did not pass validation. Strategy rebalances at configured cadence without thrash mitigation.
- Regime dependency: Rebalancing premium is regime-conditional. In sustained bull markets, strategy structurally underperforms buy-and-hold.
- Primary value: Drawdown reduction, not return maximization. Strategy aims to halve max drawdown vs buy-and-hold on tested windows.
- Paper only: EdgeVerdict currently operates in paper trading mode only. No live customer orders are placed.
- Desk P&L ≠ customer return: Our live desk P&L is not what customers should expect. Different accounts have different fee tiers, balances, and timing.
- Intro-1 fee drag: Intro-1 fee tier (60/120 bps) materially impacts results vs lower-fee exchanges (Binance.US 0/2 bps).
Aggregate Performance
Series Pending
Multi-year sealed aggregate battery results pending publication.
Check back for updates or contact waitlist@edgeverdict.io
What's NOT Published
To preserve EdgeVerdict's competitive edge, the following remain proprietary:
- Target weight values and allocation logic
- Drift thresholds and rebalance triggers
- Exact rebalancing rules and trade decision logic
- Strategy source code and implementation details
- Parameter values and optimization methods
- Individual trade-by-trade execution details
Only aggregate methodology envelope is published.
Machine-Readable Data
Full methodology card available in JSON format:
GET https://edgeverdict.io/receipts.json
Includes methodology envelope, research disclosures, and honesty gates. Aggregate performance series status: pending.