Crypto Crash Tradfi

Crypto collapse drives capital to traditional banks, brokers, asset managers.

Crypto Crash → TradFi Flight

Total Return

+11.6%

Sharpe Ratio

0.01

Max Drawdown

-14.4%

Win Rate

57.0%

Alpha

-19.4%

Comp. Score *

0.02

Risk Parameters

Max Allocation8.3%

Stop Loss13.0%

Take Profit8.0%

Max DD Tolerance14.4%

Rebalanceweekly

Execution Guidance

Order TypeMarket

Entry RuleEnter immediately when trigger fires. Speed matters more than price.

TimingWAIT FOR SIGNAL: Only enter when crypto is crashing hard (-20%+). *

ScalingFull position at trigger. No scaling — the signal is binary.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
JPM	BUY	25%	13.9% below entry	8.6% above entry	7.8%	TV YH
BLK	BUY	26%	14.0% below entry	8.6% above entry	7.7%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -19% drawdown to return 26% long-term. - Exit rule: Exit 50% after any 3x gain. Hold rest with 60% trailing stop from peak.

Avg 5Y Return

12.1%

Avg 5Y Sharpe

-0.15

10Y Return

25.6%

10Y Sharpe

-0.14

HODL Composite

0.04

Consistency

39%

Suitable for passive