Blave Agent Found the Optimal Parameters and Built a Sharpe 1.96 Portfolio
Let Blave Agent scan multiple tokens, find the most robust entry/exit parameters, and auto-build a portfolio. What I Did I asked Blave Agent 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 Blave Agent automatically ran Sharpe Heatmaps across 5 tokens and identified the most robust parameter zones (Plateau): RankTokenEntryExitSharpeReturnMaxDD 🥇ETHHC>1.5HC>0.51.63+82%-14.0% 🥈SOLHC>1.0HC>0.01.23+93.4%-21.3% 🥉DOGEHC>2.0HC<-1.01.21+85.3%-15.3% 4BTCHC>1.0HC>0.01.20+76.7%-18.6% 5BNBHC<-0.5HC<-1.50.52+48.2%-32.2% Top 3 Portfolio Blave Agent 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, Blave Agent 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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