Live Paper Track Record
PFC Momentum-Carry
A dollar-neutral, cross-sectional long/short strategy on liquid Binance USDT-M perpetuals, combining price momentum and funding-rate carry. Rebalanced daily. Every signal is hashed and committed before its outcome is known.
Backtest performance (2020–present)
The honest read, stated up front
The bootstrap CI on Sharpe technically excludes zero, but only barely (1.3% of resampled draws show no edge at all). A split-sample check (full methodology below) shows this strategy's apparent edge has decayed over time. The realistic forward expectation is meaningfully lower than the flattering full-sample number above. This is published anyway, deliberately, because the point of this system is process, not a green number.
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