aggressive-base-v1
Aggressive Base
Maximum growth potential — crypto-dominated with a small stable buffer.
Aggressive Base is for investors with a long time horizon and a high tolerance for volatility. Three quarters of the portfolio sits in risk assets (BTC + ETH); only 25% is in USDC as a liquidity reserve for drawdown buys.
The 50/25 BTC/ETH split benefits from the independent growth of both assets — historically correlated, but cyclically shifted (BTC tends to lead, ETH follows with higher beta).
Requires discipline: 50%+ drawdowns are statistically expected in bear cycles. Selling in those phases means giving up the strongest historical return source after BTC halvings.
Risk profile
Target allocation
How the strategy aims to distribute capital
Backtest Dec 2024 – Apr 2026
500 days of real BTC + ETH market data · 3 rebalances at 0.1% swap fee · defillama (BTC + ETH daily closes); USDC modelled at $1.00
Total Return
-15.9%
CAGR
-11.9%
Max drawdown
-41.7%
Vol p.a.
35%
Walk-forward simulation of the strategy against real BTC and ETH daily closes. Rebalancing fires when drift > threshold, with a 0.1% swap fee as realistic friction. Past performance is no indicator of future results.
Where this strategy fits
- Maximum crypto beta in a decentralized wrapper
- Largest share in the two most liquid crypto assets
- Higher threshold tolerance reduces trade friction
Things you should know
- 50%+ drawdowns are historically normal and part of the strategy
- If you cannot tolerate the risk emotionally, panic-selling in bear phases erodes real capital
- Only meaningful with ≥ 2 years of investment horizon