Research Vault · QTL-003
Demonstration Content
QTL-003

Momentum Continuation

New Release

A cross-asset momentum framework built for the elevated volatility and trending nature of crypto markets.

Equity Curve — Jun 2019 – Jun 2025
Research Scorecard
CAGR
34.1%
Sharpe
1.41
Sortino
2.15
Max DD
18.6%
Profit Factor
1.72
Win Rate
48%
Trades
312