BlaveClaw Found the Optimal Parameters and Built a Sharpe 1.96 Portfolio
Let BlaveClaw scan multiple tokens, find the most robust entry/exit parameters, and auto-build a portfolio.
What I Did
I asked BlaveClaw to find the best strategy parameters using Blave Holder Concentration (HC):
Use Blave Holder Concentration to find the best entry and exit parameters.
- Tokens: BTC, ETH, BNB, SOL, DOGE
- Direction: Long
- Timeframe: 1h
- Backtest: past 3 years
- Position sizing: Risk Parity, target volatility 30%
- Goal: Find Sharpe Ratio plateau
Select the top 3 and build a portfolio with an equity curve.
Parameter Scan Results
BlaveClaw automatically ran Sharpe Heatmaps across 5 tokens and identified the most robust parameter zones (Plateau):
| Rank | Token | Entry | Exit | Sharpe | Return | MaxDD |
|---|---|---|---|---|---|---|
| 🥇 | ETH | HC>1.5 | HC>0.5 | 1.63 | +82% | -14.0% |
| 🥈 | SOL | HC>1.0 | HC>0.0 | 1.23 | +93.4% | -21.3% |
| 🥉 | DOGE | HC>2.0 | HC<-1.0 | 1.21 | +85.3% | -15.3% |
| 4 | BTC | HC>1.0 | HC>0.0 | 1.20 | +76.7% | -18.6% |
| 5 | BNB | HC<-0.5 | HC<-1.5 | 0.52 | +48.2% | -32.2% |
Top 3 Portfolio
BlaveClaw selected the top 3 (ETH + SOL + DOGE) and built an equal-weight portfolio:
🏆 Portfolio: Sharpe 1.96 | Return +90% | MaxDD -13.9%
Highlights:
- Portfolio Sharpe 1.96 beats every single coin — diversification works
- MaxDD only -13.9%, rotating holdings compress drawdowns significantly
- ETH is the strongest single coin, Sharpe 1.63 with high entry bar (HC>1.5) ensuring only the strongest signals trigger
What's Next?
After confirming the strategy, BlaveClaw can deploy all three as auto-trading scripts running 24/7 on your server.
Start your quant journey 👉 blave.org/blaveclaw
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