🚨 Gravitas System Update: Mid-2025 Performance Snapshot
Let’s be honest: this market has been a complete circus.
BTC has flirted with $100K like a drunk ex at 2am—can’t commit, won’t walk away. ETH? Pure woodchipper. Fakeouts, chop, macro noise, regulatory stunts… and yet through all this:
✅ Gravitas has stayed composed, selective, and profitable.
📈 BTC/USD: Cumulative Return Snapshot
- Final Cumulative Return: +$121,685 (normalized)
- Annual CAGR: 132%
- Max Drawdown: -41.7%
- Calmar Ratio: 3.17
- Volatility: 24.8%
- Active Long: Re-entered April 22 — holding through ~$105k chop
💡 Takeaway: BTC has been coiling around ATHs like a python on edibles. Gravitas skipped most of the indecision and hit major upside legs cleanly. No overtrading. No emotion. Just data.
📉 ETH/USD: Cumulative Return Snapshot
- Final Cumulative Return: +$4,188 (normalized)
- Annual CAGR: 120%
- Max Drawdown: -36.9%
- Calmar Ratio: 3.27
- Volatility: 101.5%
- Active Long: Entered June 2 — post-dump stabilization
💡 Takeaway: ETH has been chaos incarnate. The fact that Gravitas isn’t bleeding out here is a win in itself. The model stayed out during volatility spikes, waited for trend confirmation, and is now positioned early.
🎯 Strategy Integrity
- Kalman-based: Reacts slowly, filters noise, commits selectively
- Regime-aware: Only enters when stress normalizes
- Campaign-based: Each trade is a structured campaign, not a scalp
No revenge trades. No chasing candles. Just clean signals based on futures-derived directional intent.
🔒 What’s Next?
If BTC breaks above $108K with volume, we’ll likely ride the next major leg. If not? The Kalman will flatten and we’ll step aside.
Either way, the system is doing exactly what it was built for:
Filter chaos, capture asymmetry, and avoid death by a thousand trades.