ZenBlockChain ETH long-only strategy

1 Mar 2022

ZenBlockChain ETH long-only strategy massively outperform buy and hold ETH for the same time period, not just for cumulative return but also different measurement. ZenBlockChain ETH long-only strategy using many complicated momentum indicators to trade ETH. This strategy is most effective on 24h window, and could be a great way to diversify our previous ZenBlockChain BTC long-only strategy which is most effective on 12h window. The losing trade for this ETH strategy keeping taking small losses and trade much frequently. However, winning trades is way better than losing trades, so this strategy still massively outperforms buy and hold ETH during the different economic cycles.

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ZenBlockChain ETH做多策略大幅勝過買進持有ETH策略, 不僅總報酬方面大幅勝過，在其他不同財務指標也大幅勝出。ZenBlockChain ETH做多策略使用各種複雜的動能策略去交易ETH，尤其在24小時的的K棒有最佳的表現。此策略非常適合結合我們先前發表的ZenBlockChain BTC做多策略當作投資組合，兩種策略在時間區間與標的都能分散其風險。ZenBlockChain ETH做多策略交易較為頻繁且不斷有小額損失，然而贏家交易遠勝小額的輸家交易，因此此策略在多數不同經濟循環都能大幅勝過買進持有ETH策略。

17 Mar 2022

Catatan Rilis

update backtesting result
更新回測數據

23 Mar 2022

Catatan Rilis

fix some bugs

11 Mei 2022

Catatan Rilis

update back-testing result

11 Mei 2022

Catatan Rilis

update back-testing result