Core Multi-Asset Active (V3.7)

FORWARD_PAPER

Balanced multi-asset momentum ranking across 10 major assets (~8–10 trades/mo, max 48h holding window, +8.00% in 2026, -1.95% OOS DD).

Version: 3.7.3•Research ID: FREQAI_V3_7_CHAMPION•Timeframe: 4h•Holding Horizon: Max 48h (Fixed 2-Day Cap)•Risk: Balanced Active

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Forward Untouched Holdout

OOS Verifiable

Net Return:+8.00%

Max Drawdown:-2.88%

Completed Trades:97 trades

Sharpe / Sortino:1.71 / 4.86

Friction basis: 38.0 bps roundtrip canonical friction

Canonical Development History

1.31 Yrs Universe

Historical Return:+88.42%

Historical Max DD:-1.42%

Completed Trades:101 trades

Historical Sharpe:5.92

Artifact hash verified: bcc5da6b8ac51877...

Execution Telemetry & Signals

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Public Model Transparency & Mechanics

What it Trades & Universe

Allocates capital systematically to the highest-momentum opportunities among 10 liquid cryptocurrencies (~97 trades in 2026). Fixed Max 48h Holding Horizon: As an older V3.7 generation model, it holds positions for at most 48 hours (2 days)—automatically closing any open position at the 48h limit if not closed earlier, whereas newer V4.3 and V4.4 models can hold strong trend runners significantly longer (up to 96h–216h). Dynamically balances cross-sectional asset dispersion (+8.00% in 2026, +54.82% OOS, -1.95% OOS drawdown). Ideal for investors seeking steady weekly rotation with a strict 48-hour maximum trade duration.

Methodology & Gating

Cross-sectional asset relative strength ranking, strict 48-hour maximum holding window, dynamic portfolio dispersion sizing, and macro stress gating.

Preferred Market Regime

Trending macro expansions with clear cross-sectional performance dispersion between major assets.

Underperformance Conditions

Extended low-volatility sideways ranges with high inter-asset correlation and zero dispersion.